  An asymptotic behavior of canonical correlation analysis is studied when
dimension d grows and the sample size n is fxed. In particular, we are
interested in the conditions for which CCA works or fails in the HDLSS
situation. This technical report investigates those conditions in a rather
simplified setting where there exists one pair of directions in two sets of
random variables with non-zero correlation between two sets of scores on them.
Proofs and an extensive simulation study supports the findings.
