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Roy's largest root under rank-one perturbations: the complex valued case and applications

Prathapasinghe Dharmawansa1, Boaz Nadler2, Ofer Shwartz2

  • 1Department of Electronic and Telecommunication Engineering, University of Moratuwa, Sri Lanka.

Journal of Multivariate Analysis
|September 3, 2019
PubMed

Keywords:
33C15Complex Wishart distributionRank-one perturbationRoy’s largest rootSeconday 62H10Signal detection in noise 2010 MSC: Primary 60B20

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