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scientific article; zbMATH DE number 5204610
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scientific article; zbMATH DE number 5204610

    Statements

    author
    Iain M. Johnstone
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    publication date
    24 October 2007
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    zbMATH Keywords
    canonical correlations
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    eigenvector estimation
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    largest eigenvalue
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    principal components analysis
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    random matrix theory
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    Wishart distribution
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    Tracy-Widom distribution
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    Identifiers

    Mathematics Subject Classification ID
    62Hxx
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    62H10
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    15B52
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    62H25
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    62H20
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    zbMATH DE Number
    5204610
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