Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices
From MaRDI portal
Publication:2405945
DOI10.1016/j.spl.2017.03.015zbMath1379.60007OpenAlexW2602854484MaRDI QIDQ2405945
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
Density estimation (62G07) Random matrices (probabilistic aspects) (60B20) Convergence of probability measures (60B10)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices
- Nonparametric estimate of spectral density functions of sample covariance matrices: a first step
- 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
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Spectral analysis of large dimensional random matrices
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- Convergence rates of the spectral distributions of large random quaternion self-dual Hermitian matrices
- Extreme eigenvalues of large dimensional quaternion sample covariance matrices
- Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
- Remarks on Some Nonparametric Estimates of a Density Function
- New estimators of spectral distributions of Wigner matrices
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- On Estimation of a Probability Density Function and Mode
- Quaternions and matrices of quaternions
- On the limit of extreme eigenvalues of large dimensional random quaternion matrices
This page was built for publication: Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices