On detection of the number of signals in presence of white noise

DOI10.1016/0047-259X(86)90017-5zbMath0617.62055MaRDI QIDQ1822170

Zhi-Dong Bai, P. R. Krishnaiah, Lin Cheng Zhao

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

consistency; model selection; covariance matrix; Gaussian white noise; signal detection; strong consistency; information theoretic criteria; number of signals; complex elliptically symmetric distribution; multiplicity of the smallest eigenvalue

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H25: Factor analysis and principal components; correspondence analysis

62H15: Hypothesis testing in multivariate analysis

15A18: Eigenvalues, singular values, and eigenvectors

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