works on
elliptically symmetric distributions 1low-rank parameterization 1nuisance parameters 1semiparametric efficiency 1shape matrix estimation 1

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1 paper

math.ST2026

Nuisance parameters and elliptically symmetric distributions: a geometric approach to parametric and semiparametric efficiency

Stefano Fortunati, Jean-Pierre Delmas, Esa Ollila

The paper derives explicit formulas for the projection onto the nuisance tangent space in elliptically symmetric distribution models, enabling exact efficiency analysis for estimat…