• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Liu, Youming (Liu, Youming.) (Scholars:刘有明) | Ren, Chunguang (Ren, Chunguang.)

Indexed by:

Scopus SCIE

Abstract:

Cai and Zhang (2018) established separate perturbation upper bound estimators for canonical correlation directions under centered Gaussian population and some conditions on the minimum singular value sigma(r)(S) of a correlation matrix S . They posed an open problem for the optimality of their estimators. In this paper, the optimality of Cai and Zhang's estimation is firstly proved up to some multiplicated constants. Then motivated by Ma and Li's work (Ma and Li, 2020), we give an upper bound estimation for centered sub-Gaussian population, and a better estimate for bounded sub-Gaussian population. Finally, all estimates are extended from centered population to non-centered one. (C) 2021 Elsevier Inc. All rights reserved.

Keyword:

Singular value decomposition Canonical correlation directions Gaussian and sub-Gaussian population Optimal estimation sine Theta distance

Author Community:

  • [ 1 ] [Liu, Youming]Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China
  • [ 2 ] [Ren, Chunguang]Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China

Reprint Author's Address:

  • [Ren, Chunguang]Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Related Article:

Source :

JOURNAL OF MULTIVARIATE ANALYSIS

ISSN: 0047-259X

Year: 2021

Volume: 186

1 . 6 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:31

JCR Journal Grade:3

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

Online/Total:736/10649742
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.