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

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    Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (English)
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    2 June 2023
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    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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