Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219): Difference between revisions

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scientific article; zbMATH DE number 7691566

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English	Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	scientific article; zbMATH DE number 7691566

Statements

instance of

scholarly article

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title

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (English)

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published in

Bernoulli

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publication date

2 June 2023

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full work available at URL

https://arxiv.org/abs/2102.03297

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https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Sample-canonical-correlation-coefficients-of-high-dimensional-random-vectors-with/10.3150/22-BEJ1525.full

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zbMATH Keywords

BBP transition

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canonical correlation analysis

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edge eigenvalues

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Tracy-Widom law

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Gaussian orthogonal ensemble

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MaRDI profile type

MaRDI publication profile

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cites work

Singularities of the density of states of random Gram matrices

0 references

Local law for random Gram matrices

0 references

Central limit theorems for eigenvalues in a spiked population model

0 references

No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

0 references

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

0 references

Eigenvalues of large sample covariance matrices of spiked population models

0 references

Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

0 references

Outliers in the spectrum of large deformed unitarily invariant models

0 references

Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

0 references

The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

0 references

Isotropic local laws for sample covariance and generalized Wigner matrices

0 references

On the principal components of sample covariance matrices

0 references

The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

0 references

Central limit theorems for eigenvalues of deformations of Wigner matrices

0 references

Spiked separable covariance matrices and principal components

0 references

Edge statistics of large dimensional deformed rectangular matrices

0 references

Averaging fluctuations in resolvents of random band matrices

0 references

Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law

0 references

The largest eigenvalue of rank one deformation of large Wigner matrices

0 references

The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case

0 references

The spectrum edge of random matrix ensembles.

0 references

High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis

0 references

Minimax estimation in sparse canonical correlation analysis

0 references

Sparse CCA: adaptive estimation and computational barriers

0 references

A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications

0 references

The Tracy-Widom law for the largest eigenvalue of F type matrices

0 references

RELATIONS BETWEEN TWO SETS OF VARIATES

0 references

On the distribution of the largest eigenvalue in principal components analysis

0 references

Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence

0 references

Testing in high-dimensional spiked models

0 references

The Isotropic Semicircle Law and Deformation of Wigner Matrices

0 references

The outliers of a deformed Wigner matrix

0 references

Anisotropic local laws for random matrices

0 references

Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis

0 references

Q5449216

0 references

The largest eigenvalue of small rank perturbations of Hermitian random matrices

0 references

Level-spacing distributions and the Airy kernel

0 references

On orthogonal and symplectic matrix ensembles

0 references

The limiting empirical measure of multiple discriminant ratios

0 references

Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

0 references

Local circular law for the product of a deterministic matrix with a random matrix

0 references

Edge universality of separable covariance matrices

0 references

Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors

0 references

Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit

0 references

How to Reduce Dimension With PCA and Random Projections?

0 references

The convergence of the empirical distribution of canonical correlation coefficients

0 references

Independence test for high dimensional data based on regularized canonical correlation coefficients

0 references

Identifiers

zbMATH Open document ID

1518.15042

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arXiv ID

2102.03297

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Mathematics Subject Classification ID

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0 references

0 references

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Sitelinks

Mathematics(1 entry)

mardi Publication:6103219

@@ Property / DOI @@
-.3150/22-bej1525
@@ Property / DOI: 10.3150/22-bej1525 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W4367318136
@@ Property / OpenAlex ID: W4367318136 / rank @@
+Normal rank
@@ Property / cites work @@
+Singularities of the density of states of random Gram matrices
+Normal rank
@@ Property / cites work @@
+Local law for random Gram matrices
@@ Property / cites work: Local law for random Gram matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for eigenvalues in a spiked population model
+Normal rank
@@ Property / cites work @@
+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Eigenvalues of large sample covariance matrices of spiked population models
+Normal rank
@@ Property / cites work @@
+Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
+Normal rank
@@ Property / cites work @@
+Outliers in the spectrum of large deformed unitarily invariant models
+Normal rank
@@ Property / cites work @@
+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
+Normal rank
@@ Property / cites work @@
+The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
+Normal rank
@@ Property / cites work @@
+Isotropic local laws for sample covariance and generalized Wigner matrices
+Normal rank
@@ Property / cites work @@
+On the principal components of sample covariance matrices
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
+Normal rank
@@ Property / cites work @@
+Central limit theorems for eigenvalues of deformations of Wigner matrices
+Normal rank
@@ Property / cites work @@
+Spiked separable covariance matrices and principal components
+Normal rank
@@ Property / cites work @@
+Edge statistics of large dimensional deformed rectangular matrices
+Normal rank
@@ Property / cites work @@
+Averaging fluctuations in resolvents of random band matrices
+Normal rank
@@ Property / cites work @@
+Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
+Normal rank
@@ Property / cites work @@
+The largest eigenvalue of rank one deformation of large Wigner matrices
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case
+Normal rank
@@ Property / cites work @@
+The spectrum edge of random matrix ensembles.
@@ Property / cites work: The spectrum edge of random matrix ensembles. / rank @@
+Normal rank
@@ Property / cites work @@
+High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
+Normal rank
@@ Property / cites work @@
+Minimax estimation in sparse canonical correlation analysis
+Normal rank
@@ Property / cites work @@
+Sparse CCA: adaptive estimation and computational barriers
+Normal rank
@@ Property / cites work @@
+A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications
+Normal rank
@@ Property / cites work @@
+The Tracy-Widom law for the largest eigenvalue of F type matrices
+Normal rank
@@ Property / cites work @@
+RELATIONS BETWEEN TWO SETS OF VARIATES
@@ Property / cites work: RELATIONS BETWEEN TWO SETS OF VARIATES / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
+Normal rank
@@ Property / cites work @@
+Testing in high-dimensional spiked models
@@ Property / cites work: Testing in high-dimensional spiked models / rank @@
+Normal rank
@@ Property / cites work @@
+The Isotropic Semicircle Law and Deformation of Wigner Matrices
+Normal rank
@@ Property / cites work @@
+The outliers of a deformed Wigner matrix
@@ Property / cites work: The outliers of a deformed Wigner matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Anisotropic local laws for random matrices
@@ Property / cites work: Anisotropic local laws for random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis
+Normal rank
@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
+Normal rank
@@ Property / cites work @@
+The largest eigenvalue of small rank perturbations of Hermitian random matrices
+Normal rank
@@ Property / cites work @@
+Level-spacing distributions and the Airy kernel
@@ Property / cites work: Level-spacing distributions and the Airy kernel / rank @@
+Normal rank
@@ Property / cites work @@
+On orthogonal and symplectic matrix ensembles
@@ Property / cites work: On orthogonal and symplectic matrix ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+The limiting empirical measure of multiple discriminant ratios
+Normal rank
@@ Property / cites work @@
+Extreme eigenvalues of large-dimensional spiked Fisher matrices with application
+Normal rank
@@ Property / cites work @@
+Local circular law for the product of a deterministic matrix with a random matrix
+Normal rank
@@ Property / cites work @@
+Edge universality of separable covariance matrices
+Normal rank
@@ Property / cites work @@
+Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors
+Normal rank
@@ Property / cites work @@
+Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit
+Normal rank
@@ Property / cites work @@
+How to Reduce Dimension With PCA and Random Projections?
+Normal rank
@@ Property / cites work @@
+The convergence of the empirical distribution of canonical correlation coefficients
+Normal rank
@@ Property / cites work @@
+Independence test for high dimensional data based on regularized canonical correlation coefficients
+Normal rank
@@ Property / DOI @@
+.3150/22-BEJ1525
@@ Property / DOI: 10.3150/22-BEJ1525 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6103219