ESTIMATE CANONICAL CORRELATION COEFFICIENTS OF HIGH-DIMENSIONAL NORMAL VECTORS: FINITE RANK CASE
报告题目：ESTIMATE CANONICAL CORRELATION COEFFICIENTS OF HIGH-DIMENSIONAL NORMAL VECTORS: FINITE RANK CASE
报告人：周望，新加坡国立大学教授
报告时间：2015年12月16日（周三）9:00-10:00
报告地点：数学楼二楼学术报告厅
报告摘要： Consider a normal vector z = (x‘; y‘)‘, consisting of two sub-vectors x and y with dimensions p and q respectively. With n independent observations of z at hand, we study the correlation between x and y, from the perspective of the Canonical Correlation Analysis, under the high-dimensional setting: both p and q are proportional to the sample size n.