The convergence of the empirical distribution of canonical correlation coefficients

DOI10.1214/EJP.v17-2239zbMath1254.15038OpenAlexW2027176387MaRDI QIDQ456213

Yanrong Yang, Guangming Pan

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ejp.v17-2239

zbMATH Keywords

Stieltjes transformeigenvaluesrandom matrixempirical spectral distributioncanonical correlation coefficientsLindeberg's method

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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