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2002.09643
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Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit
22 February 2020
Fan Yang
Re-assign community
ArXiv
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Papers citing
"Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit"
2 / 2 papers shown
Title
Resampling Sensitivity of High-Dimensional PCA
Haoyu Wang
34
0
0
30 Dec 2022
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices
Kevin Schnelli
Yuanyuan Xu
79
8
0
05 Aug 2021
1