Spiked eigenvalues of noncentral Fisher matrix with applications

DOI10.3150/22-bej1579MaRDI QIDQ6635730

Jiang Hu, Xiaozhuo Zhang, Zhi-Qiang Hou, Zhi-Dong Bai

Publication date: 12 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

canonical correlation analysiscentral limit theoremspiked eigenvaluesnoncentral Fisher matrix

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Probability theory on algebraic and topological structures (60Bxx) Special matrices (15Bxx)

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