Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219)
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scientific article; zbMATH DE number 7691566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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