In the context of classical multivariate analysis, the number of observations n always exceeds the dimension of variables p, and the most large-sample results of traditional ap-proaches have been explored under the condition of fixed p and infinite n. However, with recent development of high-throughput biological technologies, it has become more and more automatic and popular to collect large-scale data, in which both the sample size and the dimensionality grow quickly. In many practical problems, the numbe...
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