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math.ST2026
The Asymptotic Distribution of Sample Canonical Directions in Gaussian Spiked High-dimensional CCA
Zhangni Pu, Zhangxiao Zhuo, Jiang Hu
This paper studies the asymptotic behavior of sample canonical directions in a finite-rank spiked high-dimensional canonical correlation analysis model under a Gaussian population…
math.ST2024
The Asymptotic Properties of the Extreme Eigenvectors of High-dimensional Generalized Spiked Covariance Model
Zhangni Pu, Xiaozhuo Zhang, Jiang Hu +1
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionall…