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

Fan Yang University of Pennsylvania

Probability mathscidoc:2111.28003

Random Matrices: Theory and Applications, 2021.11
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@inproceedings{fan2021sample,
  title={Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit},
  author={Fan Yang},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20211104061916330077883},
  booktitle={Random Matrices: Theory and Applications},
  year={2021},
}
Fan Yang. Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit. 2021. In Random Matrices: Theory and Applications. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20211104061916330077883.
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