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Accurate detection of signal components is a frequently-encountered challenge in statistical applications with low signal-to-noise ratio.
A rationale and test for the number of factors in factor analysis
John L. Horn · 1965
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Distribution of eigenvalues for some sets of random matrices
Vladimir A Marchenko and Leonid A Pastur · 1967
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Non-parametric detection of the number of signals: Hypothesis testing and random matrix theory
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David Hong, Laura Balzano, and Jeffrey A. Fessler · 2018
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Optimally Weighted PCA for High-Dimensional Heteroscedastic Data
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