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A unified matrix model including both CCA and F matrices in multivariate
  analysis: the largest eigenvalue and its applications
v1v2 (latest)

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

14 June 2016
Xiao Han
G. Pan
Qing Yang
ArXiv (abs)PDFHTML

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

7 / 7 papers shown
Resampling Sensitivity of High-Dimensional PCA
Resampling Sensitivity of High-Dimensional PCA
Haoyu Wang
278
0
0
30 Dec 2022
Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)
Asymptotics of Cointegration Tests for High-Dimensional VAR(kkk)Review of Economics and Statistics (REStat), 2022
A. Bykhovskaya
V. Gorin
483
7
0
15 Feb 2022
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of
  sample covariance matrices
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matricesThe Annals of Applied Probability (Ann. Appl. Probab.), 2021
Kevin Schnelli
Yuanyuan Xu
240
10
0
05 Aug 2021
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher
  matrices with a divergent number of spikes
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikesJournal of Multivariate Analysis (JMA), 2020
Junshan Xie
Yicheng Zeng
Lixing Zhu
214
8
0
22 Sep 2020
Cointegration in large VARs
Cointegration in large VARsAnnals of Statistics (Ann. Stat.), 2020
A. Bykhovskaya
V. Gorin
315
13
0
25 Jun 2020
Sample canonical correlation coefficients of high-dimensional random
  vectors: local law and Tracy-Widom limit
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit
Fan Yang
329
10
0
22 Feb 2020
Canonical correlation coefficients of high-dimensional Gaussian vectors:
  finite rank case
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case
Z. Bao
Jiang Hu
G. Pan
Wang Zhou
282
48
0
08 Apr 2017
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