Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869)
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scientific article; zbMATH DE number 7457672
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| English | Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution |
scientific article; zbMATH DE number 7457672 |
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Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (English)
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14 January 2022
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minimum density power divergence
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robust estimation
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covariance matrix
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skew \(t\) distribution
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0.8531533479690552
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0.8519586324691772
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0.8109537363052368
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0.7627715468406677
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