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

Olivier Besson, Yuri I. Abramovich. Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions. J. Multivariate Analysis, 124:237-246, 2014. [doi]

Authors

Olivier Besson

This author has not been identified. Look up 'Olivier Besson' in Google

Yuri I. Abramovich

This author has not been identified. Look up 'Yuri I. Abramovich' in Google