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

DOI10.1016/j.jmva.2013.10.024zbMath1360.62256OpenAlexW2002333970MaRDI QIDQ392081

Olivier Besson, Yuri I. Abramovich

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.10.024

zbMATH Keywords

likelihood ratioelliptically contoured distributioncovariance matrix estimationexpected likelihood

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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