elliptically symmetric distributions 1low-rank parameterization 1nuisance parameters 1semiparametric efficiency 1shape matrix estimation 1
From the 1 of 2 linked papers with an AI index.
2 papers
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…
math.ST2025
Background on real and complex elliptically symmetric distributions
Jean-Pierre Delmas
This chapter presents a short overview of real elliptically symmetric (RES) distributions, complemented by circular complex elliptically symmetric (C-CES) and noncircular CES (NC-C…