Signal detection in high dimension: the multispiked case (Q2448730)

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scientific article; zbMATH DE number 6291840
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    Signal detection in high dimension: the multispiked case
    scientific article; zbMATH DE number 6291840

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      Signal detection in high dimension: the multispiked case (English)
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      5 May 2014
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      sphericity tests
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      large dimensionality
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      asymptotic power
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      spiked covariance
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      contiguity
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      power envelope
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