Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit (Q6063733)
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scientific article; zbMATH DE number 7762537
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| English | Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit |
scientific article; zbMATH DE number 7762537 |
Statements
Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit (English)
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8 November 2023
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canonical correlation analysis
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Tracy-Widom law
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local law
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0.8725809454917908
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0.8546038269996643
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0.830601155757904
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0.7998372316360474
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0.7798184156417847
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