‘Robustness and effciency properties of scatter matrices’

Abstract

The notation used in defining the likelihood ratio statistics, ln,H,9( ⁠ Λ ^ n ⁠ ), on p. 416, line 3 from bottom, should have the argument Λ ^ n deleted. For finite sample sizes, the likelihood ratio statistic is not necessarily strictly a function of the maximum likelihood estimator Λ ^ n ⁠ . The results of §4 remain valid.