Some properties of ordered eigenvalues of a Wishart matrix: application in detection test and model order selection

Joel Grouffaud, Pascal Larzabal, Henri Clergeot. Some properties of ordered eigenvalues of a Wishart matrix: application in detection test and model order selection. In 1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings, ICASSP '96, Atlanta, Georgia, USA, May 7-10, 1996. pages 2463-2466, IEEE Computer Society, 1996. [doi]

Abstract

Abstract is missing.