pseudodistance

noun

pseudodistance

noun

Etymology From pseudo- + distance.

1

Mathematics, Sciences A pseudometric having some characteristics of distance

In this paper we present robust estimators of mean and covariance matrix obtained by minimizing an empirical version of a pseudodistance between the assumed model and the true model underlying the data.2015 October 16, “Robust Portfolio Optimization Using Pseudodistances”, in PLOS ONE, →DOI:

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