High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
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Publication:1695763
DOI10.32917/hmj/1509674447OpenAlexW2779047464WikidataQ128869986 ScholiaQ128869986MaRDI QIDQ1695763
Publication date: 8 February 2018
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.hmj/1509674447
asymptotic distributionscharacteristic rootsmultivariate linear modelcanonical correlationshigh-dimensional approximations
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
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