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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.
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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
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