Detection of Signal in the Spiked Rectangular Models

                   Ji Hyung Jung 1 Hye Won Chung 2 Ji Oon Lee 1 3

              Abstract                   v ∈ RN with kuk = kvk = 1. The parameter λ
   We consider the problem of detecting signals in           corresponds to the signal-to-noise ratio (SNR).
   the rank-one signal-plus-noise data matrix mod-          Rectangular matrix with spiked covariance (multiplica-
   els that generalize the spiked Wishart matrices.          tive mode ...