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

DOI10.1016/J.SPL.2017.03.015MaRDI QIDQ2405945zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 996724 (Why is no real title available?)
• scientific article; zbMATH DE number 3860184 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
• Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
• Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
• DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
• Extreme eigenvalues of large dimensional quaternion sample covariance matrices
• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• New estimators of spectral distributions of Wigner matrices
• Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
• On Estimation of a Probability Density Function and Mode
• On the limit of extreme eigenvalues of large dimensional random quaternion matrices
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• Quaternions and matrices of quaternions
• Remarks on Some Nonparametric Estimates of a Density Function
• Spectral analysis of large dimensional random 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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