Classical large-sample consistency conjecture for the proposed signal-count estimator
Classical large-sample consistency conjecture for the proposed signal-count estimator
Let be an covariance matrix satisfying the hypothesis of the paper's spiked-convergence proposition, and let be a sample covariance matrix formed from snapshots. Write for the estimate of the number of signals obtained from the proposed estimator.
Classical consistency conjecture. With fixed and , is a consistent estimator of the true number of signals .
This is the classical large-sample regime, in which consistency is proposed as a theoretical justification for the estimator. The paper presents the claim as conjectural and does not provide a proof in the supplied text.
Sources & referencesView supporting material
Primary source
N. Raj Rao and Alan Edelman, “Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples”, arXiv:0705.2605 (2007).
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