Array of sensors 1 Bayesian information criterion 1 Covariance matrices 1 Covariance matrix 1 Eigenvalues and eigenfunctions 1 Eigenvalues distribution 1 Gaussian distribution 1 Gaussian noise (electronic) 1 Generalized Bayesian information criterion 1 Generalized bayesian information criteria 1 Numerical methods 1 Random matrices theory 1 Random matrix theory 1 Random variables 1 Sample eigenvalues 1 Sample sizes 1 Signal enumeration 1 Sphericity test 1 Statistical tests 1 dimensionality reduction techniques 1 functions with low effective dimensionality 1 global optimization 1 random matrix theory 1