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

DOI10.32917/hmj/1509674447OpenAlexW2779047464WikidataQ128869986 ScholiaQ128869986MaRDI QIDQ1695763

Yasunori Fujikoshi

Publication date: 8 February 2018

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.hmj/1509674447

zbMATH Keywords

asymptotic distributionscharacteristic rootsmultivariate linear modelcanonical correlationshigh-dimensional approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

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