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Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit

22 February 2020

Papers citing "Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit"

4 / 4 papers shown

Title
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 98 2 0 28 Jun 2023
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 56 0 0 30 Dec 2022
Asymptotics of Cointegration Tests for High-Dimensional VAR( $k$ ) A. Bykhovskaya V. Gorin 38 4 0 15 Feb 2022
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