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math.PR2013★ 1 cited
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 …
math.PR2013★ 3 cited
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…
math.PR2013★ 3 cited
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…