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

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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

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Local law for random Gram matrices

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Central limit theorems for eigenvalues in a spiked population model

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

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

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Eigenvalues of large sample covariance matrices of spiked population models

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

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Outliers in the spectrum of large deformed unitarily invariant models

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

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

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Isotropic local laws for sample covariance and generalized Wigner matrices

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On the principal components of sample covariance matrices

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

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Central limit theorems for eigenvalues of deformations of Wigner matrices

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Spiked separable covariance matrices and principal components

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Edge statistics of large dimensional deformed rectangular matrices

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Averaging fluctuations in resolvents of random band matrices

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

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The largest eigenvalue of rank one deformation of large Wigner matrices

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

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The spectrum edge of random matrix ensembles.

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

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Minimax estimation in sparse canonical correlation analysis

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Sparse CCA: adaptive estimation and computational barriers

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

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

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RELATIONS BETWEEN TWO SETS OF VARIATES

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On the distribution of the largest eigenvalue in principal components analysis

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

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Testing in high-dimensional spiked models

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The Isotropic Semicircle Law and Deformation of Wigner Matrices

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The outliers of a deformed Wigner matrix

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Anisotropic local laws for random matrices

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

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Q5449216

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The largest eigenvalue of small rank perturbations of Hermitian random matrices

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Level-spacing distributions and the Airy kernel

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On orthogonal and symplectic matrix ensembles

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The limiting empirical measure of multiple discriminant ratios

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Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

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Edge universality of separable covariance matrices

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

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

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How to Reduce Dimension With PCA and Random Projections?

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The convergence of the empirical distribution of canonical correlation coefficients

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

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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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Sitelinks

Mathematics(1 entry)

mardi Publication:6103219

@@ Property / DOI @@
-.3150/22-bej1525
@@ Property / DOI: 10.3150/22-bej1525 / rank @@
-Normal rank
@@ Property / DOI @@
+.3150/22-BEJ1525
@@ Property / DOI: 10.3150/22-BEJ1525 / rank @@
+Normal rank