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"On the Limit Distribution of the Canonical Correlation Coefficients ..."
Daria Tieplova, Philippe Loubaton, Leonid Pastur (2020)
- Daria Tieplova, Philippe Loubaton, Leonid Pastur:
On the Limit Distribution of the Canonical Correlation Coefficients Between the Past and the Future of a High-Dimensional White Noise. ICASSP 2020: 8772-8776
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