Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions (Q392081): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244655 / rank | |||
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covariance matrix estimation | |||
| Property / zbMATH Keywords: covariance matrix estimation / rank | |||
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elliptically contoured distribution | |||
| Property / zbMATH Keywords: elliptically contoured distribution / rank | |||
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expected likelihood | |||
| Property / zbMATH Keywords: expected likelihood / rank | |||
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likelihood ratio | |||
| Property / zbMATH Keywords: likelihood ratio / rank | |||
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Revision as of 14:21, 29 June 2023
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 |
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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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