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]
@article{BessonA14,
title = {Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions},
author = {Olivier Besson and Yuri I. Abramovich},
year = {2014},
doi = {10.1016/j.jmva.2013.10.024},
url = {http://dx.doi.org/10.1016/j.jmva.2013.10.024},
researchr = {https://researchr.org/publication/BessonA14},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {124},
pages = {237-246},
}