Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors
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Publication:2082707
DOI10.1214/22-EJP814zbMath1498.60102arXiv2103.08014OpenAlexW3137028675MaRDI QIDQ2082707
Publication date: 4 October 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.08014
Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
Related Items (2)
Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations ⋮ Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis
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