Signal detection in high dimension: the multispiked case

DOI10.1214/13-AOS1181zbMath1296.62123arXiv1210.5663MaRDI QIDQ2448730

Alexei Onatski, Marcelo J. Moreira, Marc Hallin

Publication date: 5 May 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5663

zbMATH Keywords

contiguity; asymptotic power; power envelope; large dimensionality; sphericity tests; spiked covariance

Mathematics Subject Classification ID

62B15: Theory of statistical experiments

62H15: Hypothesis testing in multivariate analysis

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

94A13: Detection theory in information and communication theory

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