High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis (Q1695763)

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scientific article; zbMATH DE number 6836006
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High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis
scientific article; zbMATH DE number 6836006

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    High-dimensional asymptotic distributions of characteristic roots in multivariate linear models and canonical correlation analysis (English)
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    8 February 2018
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    asymptotic distributions
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    canonical correlations
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    characteristic roots
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    high-dimensional approximations
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    multivariate linear model
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