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Canonical correlation analysis (CCA) is a popular statistical tool in multivariate analysis. A regularized version is often used to stabilize the estimate. Motivated by recent interests in sketching estimates for linear regression problems which try to address the computational problem associated with massive data sets, here we investigate the sketched estimation for CCA, which includes the random subsampling approach as a special case. Some theoretical results are established based on perturbation theory. The method is also illustrated via some Monte Carlo studies and a real data analysis. [ABSTRACT FROM AUTHOR]

In this article, we propose a new method for estimating the number of equal components m0 of two m-dimensional population means when m is large. The proposed method can be used to estimate the number of equally expressed or differentially expressed genes in DNA microarray studies. It can also be applied in the step of estimating m0 in adaptive false discovery rate controlling procedures. Simulation results show that the bias of the moment estimator is very small for both normal and non normal data. It has higher precision than existing methods in most cases. It has more evident advantage under non normal data. [ABSTRACT FROM AUTHOR]