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Moments structure of l 1-stochastic volatility models
Neto, David; Sardy, Sylvain - 2009
Persistent link: https://www.econbiz.de/10003926961
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l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David; Sardy, Sylvain; Tseng, Paul - 2009
Persistent link: https://www.econbiz.de/10003926975
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Robust logistic regression for binominal responses
Victoria-Feser, Maria-Pia - 2000
Persistent link: https://www.econbiz.de/10001645431
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Resistant modelling of income distributions and inegality measures
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio - 1996
Persistent link: https://www.econbiz.de/10000943801
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Robust estimation for grouped data
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio - 1996
Persistent link: https://www.econbiz.de/10000944434
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Robust correlation estimation with missing data
Cheng, Tsung-Chi; Victoria-Feser, Maria-Pia - 2000
Persistent link: https://www.econbiz.de/10001645100
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Urban rural poverty comparisons in Tunisia : a robust statistical approach
Ayadi, Mohamed; Matoussi, Mohamed S.; Victoria-Feser, … - 1998
Persistent link: https://www.econbiz.de/10001451265
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Robust mean-variance portfolio selection
Perret-Gentil, Cédric (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001889860
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Fast algorithms for computing high breakdown covariance matrices with missing data
Copt, Samuel (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001890110