Extreme eigenvalues of large dimensional quaternion sample covariance matrices

Huiqin Li, Zhidong Bai

Type: Article

Publication Date: 2014-10-30

Citations: 9

DOI: https://doi.org/10.1016/j.jspi.2014.10.005

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Locations

Journal of Statistical Planning and Inference - View

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Works Cited by This (16)

Action	Title	Year	Authors
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein
+	The numerical range of normal matrices with quaternion entries	1994	Wasin So Robert C. Thompson Fuzhen Zhang
+ PDF Chat	No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices	1998	Zhidong Bai Jack W. Silverstein
+ PDF Chat	Limit of the Smallest Eigenvalue of a Large Dimensional Sample Covariance Matrix	1993	Zhidong Bai Yanqing Yin
+	<i>Quaternionic Quantum Mechanics and Quantum Fields</i>	1996	Stephen L. Adler David Finkelstein
+	A note on the largest eigenvalue of a large dimensional sample covariance matrix	1988	Zhidong Bai Jack W. Silverstein Yanqing Yin
+	On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix	1988	Zhidong Bai Yanqing Yin P. R. Krishnaiah
+ PDF Chat	Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices	2015	Huiqin Li Zhidong Bai Jiang Hu
+	Quaternions and matrices of quaternions	1997	Fuzhen Zhang
+ PDF Chat	Foundations of Quaternion Quantum Mechanics	1962	David Finkelstein J. M. Jauch Samuel Schiminovich David Speiser