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 |
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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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