Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081)

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scientific article; zbMATH DE number 6244655
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Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions
scientific article; zbMATH DE number 6244655

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    Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (English)
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    13 January 2014
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    covariance matrix estimation
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    elliptically contoured distribution
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    expected likelihood
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    likelihood ratio
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