Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.10.024 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2002333970 / rank | |||
Normal rank | |||
Revision as of 19:40, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions |
scientific article |
Statements
Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (English)
0 references
13 January 2014
0 references
covariance matrix estimation
0 references
elliptically contoured distribution
0 references
expected likelihood
0 references
likelihood ratio
0 references
