Detection of weak signals in high-dimensional complex-valued data (Q5416403)
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scientific article; zbMATH DE number 6297025
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| English | Detection of weak signals in high-dimensional complex-valued data |
scientific article; zbMATH DE number 6297025 |
Statements
DETECTION OF WEAK SIGNALS IN HIGH-DIMENSIONAL COMPLEX-VALUED DATA (English)
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20 May 2014
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spiked covariance
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sub-critical regime
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signal detection
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sphericity tests
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asymptotic power
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contiguity
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power envelope
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Harish-Chandra/Itzykson-Zuber integral
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torus scalar product
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hypergeometric function
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0.8055645823478699
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0.7583327889442444
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0.7472044229507446
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0.7403367757797241
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0.7389165759086609
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