On detection of the number of signals when the noise covariance matrix is arbitrary

DOI10.1016/0047-259X(86)90018-7zbMath0617.62056MaRDI QIDQ1822171

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

Publication date: 1986

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

zbMATH Keywords

likelihood ratio testmodel selectionsignal detectioncolored noisestrong consistencyarbitrary covariance matrixinformation theoretic criteriacomplex multivariate normalmultiplicity of the smallest eigenvalue

Mathematics Subject Classification ID

Multivariate analysis (62H99) Hypothesis testing in multivariate analysis (62H15) Eigenvalues, singular values, and eigenvectors (15A18)

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