Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (Q2066869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution |
scientific article |
Statements
Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution (English)
0 references
14 January 2022
0 references
minimum density power divergence
0 references
robust estimation
0 references
covariance matrix
0 references
skew \(t\) distribution
0 references
0 references
0 references
