Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
type: Item
instance of: scholarly article
title: Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
zbMATH Open document ID: 1477.62248
author: Byungsoo Kim
author: Sangyeol Lee
published in: Statistical Methods and Applications
publication date: 2022-01-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 7457672
zbMATH Keywords: minimum density power divergence
zbMATH Keywords: robust estimation
zbMATH Keywords: covariance matrix
zbMATH Keywords: skew \(t\) distribution
MaRDI profile type: Publication
full work available at URL: s10260-014-0284-5
OpenAlex ID: W1967034061
cites work: Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
cites work: Robust Likelihood Methods Based on the Skew-t and Related Distributions
cites work: Robust and efficient estimation by minimising a density power divergence
cites work: A general class of multivariate skew-elliptical distributions
cites work: Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
cites work: Robust estimation in the normal mixture model
cites work: Multivariate skewt-distribution
cites work: Q3723487
cites work: Robust estimation for the covariance matrix of multi-variate time series
cites work: Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
cites work: Perturbation of Numerical Confidential Data via Skew-t Distributions
cites work: Robust m-estimators of multivariate location and scatter
cites work: The Behavior of the Stahel-Donoho Robust Multivariate Estimator
DOI: 10.1007/S10260-014-0284-5
description: scientific article; zbMATH DE number 7457672