Zhao, L. C.; Krishnaiah, P. R.; Bai, Z. D. - In: Journal of Multivariate Analysis 20 (1986) 1, pp. 1-25
In this paper, the authors propose procedures for detection of the number of signals in presence of Gaussian white noise under an additive model. This problem is related to the problem of finding the multiplicity of the smallest eigenvalue of the covariance matrix of the observation vector. The...