Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129931 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
In this paper, we introduce kernel estimators for the MarcËenko-Pastur law of quaternion sample covariance matrix, which is an extension from real and complex ones. Especially, we indicate that the classical empirical spectral distributions of the quaternion sample covariance matrices still tend to MarcËenko-Pastur law when their elements have infinite variances, but are in the domain of attraction of normal law.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Lifang Yang, Jiang Hu,