3 citations · 12 across the 7 of their papers we have counts for
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Central limit theorem for linear spectral statistics of large dimensional separable sample covariance matrices
Bai Zhidong, Li Huiqin, Pan Guangming
Suppose that is whose elements are independent real variables with mean zero, variance 1 and the fourth moment equal to three. The separable samp…
Convergence Rates of Spectral Distribution of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin LI, Zhidong Bai
In this paper, we study the convergence rates of empirical spectral distribution of large dimensional quaternion sample covariance matrix. Assume that the entries of …
Extreme Eigenvalues of Large Dimensional Quaternion Sample Covariance Matrix
Huiqin Li, Zhidong Bai
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that is a $p\time…
Convergence of Empirical Spectral Distributions of Large Dimensional Quaternion Sample Covariance Matrices
Huiqin Li, Zhidong Bai, Jiang Hu
In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose is a quat…