Convergence rates of spectral distributions of large dimensional quaternion sample covariance matrices
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Publication:2513788
DOI10.1016/j.jkss.2014.05.001zbMath1312.15052arXiv1312.6926OpenAlexW2001416637MaRDI QIDQ2513788
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
empirical spectral distributionweak convergence rateMarčenko-Pastur lawstrong convergence ratequaternion sample covariance matrix
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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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
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