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math.ST2012
Signal Detection in High Dimension: The Multispiked Case
Alexei Onatski, Marcelo J. Moreira, Marc Hallin
This paper deals with the local asymptotic structure, in the sense of Le Cam's asymptotic theory of statistical experiments, of the signal detection problem in high dimension. More…
math.ST2012
Detection of weak signals in high-dimensional complex-valued data
Alexei Onatski
This paper considers the problem of detecting a few signals in high-dimensional complex-valued Gaussian data satisfying Johnstone's (2001) \textit{spiked covariance model}. We focu…