Signal Processing Using Model Selection Methods,
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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In this paper, the authors gave a review of some recent developments on multivariate statistical techniques for detection of the number of signals using eigenvalues. The main emphasis of the review is on EFFICIENT DETECTION CRITERION EDC procedures proposed by the authors recently. These procedures are strongly consistent. Keywords include Signal processing Eigenvalues, Additive model, Strong consistency, Information theoretic criteria.
- Statistics and Probability