Article ID Journal Published Year Pages File Type
5129931 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

In this paper, we introduce kernel estimators for the Marc˘enko-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 Marc˘enko-Pastur law when their elements have infinite variances, but are in the domain of attraction of normal law.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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