Determining the number of canonical correlation pairs for high-dimensional vectors

DOI10.1007/S10463-020-00776-XMaRDI QIDQ2042287zbMATH OpenOpenAlexFDO

Authors Jiasen Zheng, Li-Xing Zhu

Publication date 28 July 2021

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-020-00776-x

zbMATH Keywords

breast cancer datasetcanonical correlation matrixeigenvalue-based ridge ratioshigh dimensionalitythe number of canonical correlation pairs

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
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• Dimensionality determination: a thresholding double ridge ratio approach
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• High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
• High-dimensional asymptotic expansions for the distributions of canonical correlations
• High-dimensional properties of AIC, BIC and C_p for estimation of dimensionality in canonical correlation analysis
• scientific article; zbMATH DE number 3921765 (Why is no real title available?)
• scientific article; zbMATH DE number 3549968 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• On estimating the dimensionality in canonical correlation analysis
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Some Comments on C P
• The limiting empirical measure of multiple discriminant ratios

Cited in

(4)

• On estimating the dimensionality in canonical correlation analysis
• Dimensionality determination: a thresholding double ridge ratio approach
• How to estimate the correlation dimension of high-dimensional signals?
• Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations

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