Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples

N. Raj Rao, Alan Edelman

Type: Preprint

Publication Date: 2007-05-17

Citations: 1

Locations

arXiv (Cornell University) - View

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Works Cited by This (18)

Action	Title	Year	Authors
+	High Dimensional Statistical Inference and Random Matrices	2006	Iain M. Johnstone
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+	Strong Convergence of the Empirical Distribution of Eigenvalues of Large Dimensional Random Matrices	1995	Jack W. Silverstein
+	On detection of the number of signals in presence of white noise	1986	L.C. Zhao P. R. Krishnaiah Zhidong Bai
+	On detection of the number of signals when the noise covariance matrix is arbitrary	1986	L.C. Zhao P. R. Krishnaiah Zhidong Bai
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+	Analysis of the Limiting Spectral Distribution of Large Dimensional Random Matrices	1995	Jack W. Silverstein Sang Il Choi
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike