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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}.
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Johnstone, I.M. (2007). “High dimensional statistical inference and random matrices”, Proceedings of the International Congress of Mathematicians, Madrid, Spain, 2006. European Mathematical Society, 307-333
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Nadakuditi, R.R. and A. Edelman (2008) “Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples”, IEEE Transactions on Signal Processing
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Johnstone, I.M., and D.M. Titterington (2009). “Statistical challenges of high-dimensional data”, Philosophical Transactions of Royal Society A
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Onatski, A., Moreira, M. J., and Hallin, M. (2012) “Asymptotic Power of Sphericity Tests for High-dimensional Data”, manuscript, Economics Faculty, University of Cambridge
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