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

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

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scholarly article

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title

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

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Journal of Multivariate Analysis

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publication date

13 January 2014

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zbMATH Keywords

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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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2013.10.024

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cites work

Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

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GLRT-Based Detection-Estimation for Undersampled Training Conditions

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Bounds on Maximum Likelihood Ratio—Part I: Application to Antenna Array Detection-Estimation with Perfect Wavefront Coherence

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GLRT-Based Threshold Detection-Estimation Performance Improvement and Application to Uniform Circular Antenna Arrays

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Q4028188

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Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case

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Singular random matrix decompositions: distributions

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Relationships among classes of spherical matrix distributions

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Q3999358

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Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix

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Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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Q4935984

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Q3939058

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Robustness of multivariate tests

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Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution

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A well-conditioned estimator for large-dimensional covariance matrices

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Improved estimation of a covariance matrix in an elliptically contoured matrix distribution

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Q3219581

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Complex Elliptically Symmetric Distributions: Survey, New Results and Applications

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Q3716064

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Q3854462

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Unified Framework to Regularized Covariance Estimation in Scaled Gaussian Models

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Identifiers

zbMATH Open document ID

1360.62256

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Mathematics Subject Classification ID

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10.1016/J.JMVA.2013.10.024

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Mathematics(1 entry)

mardi Publication:392081

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