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

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

14 June 2016

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

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Title
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 51 0 0 30 Dec 2022
Asymptotics of Cointegration Tests for High-Dimensional VAR( $k$ ) A. Bykhovskaya V. Gorin 17 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
Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes Junshan Xie Yicheng Zeng Lixing Zhu 50 7 0 22 Sep 2020
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 118 8 0 22 Feb 2020
Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case Z. Bao Jiang Hu G. Pan Wang Zhou 55 42 0 08 Apr 2017