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

2014 ◽  
Vol 124 ◽  
pp. 237-246 ◽  
Author(s):  
Olivier Besson ◽  
Yuri I. Abramovich
Keyword(s):  
Covariance Matrix ◽  
Likelihood Ratio ◽  
Covariance Matrix Estimation ◽  
Matrix Estimation ◽  
Elliptically Contoured Distributions ◽  
Invariance Properties ◽  
Elliptically Contoured

Sparse and Low-Rank Covariance Matrix Estimation

2014 ◽  
Vol 3 (2) ◽  
pp. 231-250 ◽  
Author(s):  
Sheng-Long Zhou ◽  
Nai-Hua Xiu ◽  
Zi-Yan Luo ◽  
Ling-Chen Kong
Keyword(s):  
Covariance Matrix ◽  
Low Rank ◽  
Covariance Matrix Estimation ◽  
Matrix Estimation
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