Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (Q6103219)

scientific article; zbMATH DE number 7691566

Language	Label	Description	Also known as
English	Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations	scientific article; zbMATH DE number 7691566

Statements

instance of

scholarly article

0 references

title

Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations (English)

0 references

published in

Bernoulli

0 references

publication date

2 June 2023

0 references

full work available at URL

https://arxiv.org/abs/2102.03297

0 references

https://projecteuclid.org/journals/bernoulli/volume-29/issue-3/Sample-canonical-correlation-coefficients-of-high-dimensional-random-vectors-with/10.3150/22-BEJ1525.full

0 references

zbMATH Keywords

BBP transition

0 references

canonical correlation analysis

0 references

edge eigenvalues

0 references

Tracy-Widom law

0 references

Gaussian orthogonal ensemble

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Singularities of the density of states of random Gram matrices

0 references

Local law for random Gram matrices

0 references

Central limit theorems for eigenvalues in a spiked population model

0 references

No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices

0 references

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

0 references

Eigenvalues of large sample covariance matrices of spiked population models

0 references

Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

0 references

Outliers in the spectrum of large deformed unitarily invariant models

0 references

Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

0 references

The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

0 references

Isotropic local laws for sample covariance and generalized Wigner matrices

0 references

On the principal components of sample covariance matrices

0 references

The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

0 references

Central limit theorems for eigenvalues of deformations of Wigner matrices

0 references

Spiked separable covariance matrices and principal components

0 references

Edge statistics of large dimensional deformed rectangular matrices

0 references

Averaging fluctuations in resolvents of random band matrices

0 references

Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law

0 references

The largest eigenvalue of rank one deformation of large Wigner matrices

0 references

The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case

0 references

The spectrum edge of random matrix ensembles.

0 references

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

0 references

Minimax estimation in sparse canonical correlation analysis

0 references

Sparse CCA: adaptive estimation and computational barriers

0 references

A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications

0 references

The Tracy-Widom law for the largest eigenvalue of F type matrices

0 references

RELATIONS BETWEEN TWO SETS OF VARIATES

0 references

On the distribution of the largest eigenvalue in principal components analysis

0 references

Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence

0 references

Testing in high-dimensional spiked models

0 references

The Isotropic Semicircle Law and Deformation of Wigner Matrices

0 references

The outliers of a deformed Wigner matrix

0 references

Anisotropic local laws for random matrices

0 references

Asymptotic null and non-null distributions of test statistics for redundancy in high-dimensional canonical correlation analysis

0 references

Q5449216

0 references

The largest eigenvalue of small rank perturbations of Hermitian random matrices

0 references

Level-spacing distributions and the Airy kernel

0 references

On orthogonal and symplectic matrix ensembles

0 references

The limiting empirical measure of multiple discriminant ratios

0 references

Extreme eigenvalues of large-dimensional spiked Fisher matrices with application

0 references

Local circular law for the product of a deterministic matrix with a random matrix

0 references

Edge universality of separable covariance matrices

0 references

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

0 references

Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit

0 references

How to Reduce Dimension With PCA and Random Projections?

0 references

The convergence of the empirical distribution of canonical correlation coefficients

0 references

Independence test for high dimensional data based on regularized canonical correlation coefficients

0 references

Identifiers

zbMATH Open document ID

1518.15042

0 references

arXiv ID

2102.03297

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6103219