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Covariance and correlation / Algebra of random variables / Matrices / Summary statistics / Random matrices / Random matrix / Quaternion algebra / Covariance matrix / Quaternion / Covariance / Sample mean and covariance / Matrix
Date: 2016-08-02 06:58:13
Covariance and correlation
Algebra of random variables
Matrices
Summary statistics
Random matrices
Random matrix
Quaternion algebra
Covariance matrix
Quaternion
Covariance
Sample mean and covariance
Matrix

Ann Inst Stat Math:765–785 DOIs10463Convergence of empirical spectral distributions of large dimensional quaternion sample covariance matrices Huiqin Li · Zhi Dong Bai · Jiang Hu

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