pseudodistance
Jump to navigation
Jump to search
English
[edit]Etymology
[edit]Noun
[edit]pseudodistance (plural pseudodistances)
- (mathematics) A pseudometric having some characteristics of distance
- 2015 October 16, “Robust Portfolio Optimization Using Pseudodistances”, in PLOS ONE[1], :
- 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.