pseudodistance

English

Etymology

From pseudo- +‎ distance.

Pronunciation

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Noun

pseudodistance (plural pseudodistances)

1. (mathematics) A pseudometric having some characteristics of distance
   • 2015 October 16, “Robust Portfolio Optimization Using Pseudodistances”, in PLOS ONE‎^[1], →DOI:

     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.