Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices

DOI10.1016/J.SPL.2017.03.015zbMATH Open1379.60007OpenAlexW2602854484MaRDI QIDQ2405945FDOQ2405945

Authors: Lifang Yang, Jiang Hu 

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.015

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zbMATH Keywords

kernel estimatorMarcenko-Pastur lawquaternion sample covariance matrix

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Density estimation (62G07) Random matrices (probabilistic aspects) (60B20)

Cites Work

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• Quaternions and matrices of quaternions
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
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• Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
• On the limit of extreme eigenvalues of large dimensional random quaternion matrices
• Title not available (Why is that?)
• Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
• Extreme eigenvalues of large dimensional quaternion sample covariance matrices
• New estimators of spectral distributions of Wigner matrices
• Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices

Cited In (2)

• Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models
• New estimators of spectral distributions of Wigner matrices

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