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

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Academic year: 2021

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Fig. 1. Median value of LR 1 / T ( R 0 | X ) for a Student (EVS-type) distribution versus T
Fig. 2. Median value of LR 1 / T ( R 0 | X ) for a Student (ESS-type) distribution versus T

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