Extreme eigenvalues of large dimensional quaternion sample covariance matrices
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Publication:2343830
DOI10.1016/j.jspi.2014.10.005zbMath1311.60036arXiv1312.4649OpenAlexW2962897255MaRDI QIDQ2343830
Publication date: 6 May 2015
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4649
Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)
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