Signal detection in high dimension: the multispiked case
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Publication:2448730
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
contiguity; asymptotic power; power envelope; large dimensionality; sphericity tests; spiked covariance
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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