Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors
scientific article

    Statements

    Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (English)
    0 references
    0 references
    4 October 2022
    0 references
    CLT
    0 references
    BBP transition
    0 references
    canonical correlation analysis
    0 references
    spiked eigenvalues
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references