Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices

DOI10.1016/j.jkss.2014.05.001zbMath1312.15052arXiv1312.6926OpenAlexW2001416637MaRDI QIDQ2513788

Huiqin Li, Zhi-Dong Bai

Publication date: 29 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6926

zbMATH Keywords

empirical spectral distributionweak convergence rateMarčenko-Pastur lawstrong convergence ratequaternion sample covariance matrix

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items

Kernel estimators for Marčenko-Pastur law of quaternion sample covariance matrices, Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0

Cites Work

• Convergence rates to the Marchenko-Pastur type distribution
• 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
• A note on the convergence rate of the spectral distributions of large random matrices
• Rate of convergence in probability to the Marchenko-Pastur law
• The Rate of Convergence of Spectra of Sample Covariance Matrices
• An Introduction to Random Matrices
• The numerical range of normal matrices with quaternion entries
• Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
• Quaternions and matrices of quaternions
• On the limit of extreme eigenvalues of large dimensional random quaternion matrices
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item