Limiting Canonical Distribution of Two Large-Dimensional Random Vectors

Author:

Bai Zhidong,Hou Zhiqiang,Hu Jiang,Jiang Dandan,Zhang Xiaozhuo

Publisher

Springer International Publishing

Reference29 articles.

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3. Bai, Z.D., Yao, J.F.: On sample eigenvalues in a generalized spiked population model. J. Multivar. Anal. 106, 167–177 (2012)

4. Baik, J., Silverstein, J.W.: Eigenvalues of large sample covariance matrices of spiked models. J. Multivar. Anal. 97, 1382–1408 (2006)

5. Bao, Z.G., Hu, J., Pan, G.M., Zhou, W.: Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case. Ann. Statist. 47, 612–640 (2019)

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