pseudodistance
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Noun
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.