Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707)
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scientific article; zbMATH DE number 7596291
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| English | Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors |
scientific article; zbMATH DE number 7596291 |
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Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (English)
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4 October 2022
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CLT
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BBP transition
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canonical correlation analysis
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spiked eigenvalues
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0.8683387637138367
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0.8621559143066406
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0.8480304479598999
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0.8230866193771362
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0.7712457776069641
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