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math.ST2025
Background on real and complex elliptically symmetric distributions
Jean-Pierre Delmas
This chapter presents a short overview of real elliptically symmetric (RES) distributions, complemented by circular complex elliptically symmetric (C-CES) and noncircular CES (NC-C…
math.ST2025
Nuisance parameters and elliptically symmetric distributions: a geometric approach to parametric and semiparametric efficiency
Stefano Fortunati, Jean-Pierre Delmas, Esa Ollila
Elliptically symmetric distributions are a classic example of a semiparametric model where the location vector and the scatter matrix (or a parameterization of them) are the two fi…