Canonical correlation coefficients of high-dimensional Gaussian vectors:
finite rank case

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Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

8 April 2017

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Papers citing "Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case"

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Title
The limiting spectral distribution of the sample canonical correlation matrix Xiaozhuo Zhang 26 0 0 23 Sep 2023
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 98 2 0 28 Jun 2023
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 105 8 0 05 Aug 2021
Eigenvalue distribution of a high-dimensional distance covariance matrix with application Weiming Li Qinwen Wang Jianfeng Yao 17 0 0 17 May 2021
Hessian Eigenspectra of More Realistic Nonlinear Models Zhenyu Liao Michael W. Mahoney 95 31 0 02 Mar 2021
Cointegration in large VARs A. Bykhovskaya V. Gorin 51 9 0 25 Jun 2020
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit Fan Yang 125 8 0 22 Feb 2020
On the spectral property of kernel-based sensor fusion algorithms of high dimensional data Xiucai Ding Hau‐Tieng Wu 44 9 0 25 Sep 2019
Likelihood Ratio Test in Multivariate Linear Regression: from Low to High Dimension Yinqiu He Tiefeng Jiang Jiyang Wen Gongjun Xu 62 11 0 17 Dec 2018
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 111 51 0 27 Sep 2018
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications Xiao Han G. Pan Qing Yang 58 11 0 14 Jun 2016
Testing in high-dimensional spiked models Iain M. Johnstone A. Onatski 84 53 0 24 Sep 2015
Local Asymptotic Normality of the spectrum of high-dimensional spiked F-ratios Prathapasinghe Dharmawansa Iain M. Johnstone A. Onatski 57 15 0 14 Nov 2014