Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case
نویسندگان
چکیده
منابع مشابه
High-dimensional Approximations of the Coefficients on Linear Dis- criminant Functions and Canonical Correlation Variates
For discriminant analysis with (q + 1) p-dimensional populations, most inferential problems are based on two matrices Sb and Sw of sums of squares and products due to between-groups and withingroups, respectively. In this paper we are interesting in asymptotic behaviors of the coefficients on the linear discriminant functions, which are the characteristic vectors of S−1 w Sb. Under normality Sb...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2019
ISSN: 0090-5364
DOI: 10.1214/18-aos1704