Pages that link to "Item:Q2343830"
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The following pages link to Extreme eigenvalues of large dimensional quaternion sample covariance matrices (Q2343830):
Displaying 6 items.
- Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices (Q725526) (← links)
- Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices (Q2405945) (← links)
- No eigenvalues outside the support of the limiting spectral distribution of quaternion sample covariance matrices (Q3387071) (← links)
- Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 (Q5107059) (← links)
- On the limit of the spectral distribution of large-dimensional random quaternion covariance matrices (Q5370956) (← links)
- A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes (Q6183780) (← links)
