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Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors - MaRDI portal

Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (Q2082707)

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Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors
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    Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors (English)
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    4 October 2022
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    CLT
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    BBP transition
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    canonical correlation analysis
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    spiked eigenvalues
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