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Estimation of the number of spikes, possibly equal, in the high-dimensional case.
- Source :
-
Journal of Multivariate Analysis . May2014, Vol. 127, p173-183. 11p. - Publication Year :
- 2014
-
Abstract
- Abstract: Estimating the number of spikes in a spiked model is an important problem in many areas such as signal processing. Most of the classical approaches assume a large sample size whereas the dimension of the observations is kept small. In this paper, we consider the case of high dimension, where is large compared to . The approach is based on recent results of random matrix theory. We extend our previous results to a more difficult situation where some spikes are equal, and compare our algorithm to an existing benchmark method. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 0047259X
- Volume :
- 127
- Database :
- Academic Search Index
- Journal :
- Journal of Multivariate Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 95462445
- Full Text :
- https://doi.org/10.1016/j.jmva.2014.02.017