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Testing the efficiency of given portfolios using robust and multivariate methods
Lindén, Mikael; Suoperä, Antti - 1991
Persistent link: https://www.econbiz.de/10000817251
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A note on simplicial depth function
Romanazzi, Mario - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 3, pp. 235-253
Persistent link: https://www.econbiz.de/10003741216
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Robust online signal extraction from multivariate time series
Lanius, Vivian; Gather, Ursula - 2007
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that can deal with time series exhibiting patterns such as trends, level changes, outliers and a high level of noise as well...
Persistent link: https://www.econbiz.de/10003835680
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Algorithms for projection-pursuit robust principal component analysis
Croux, Christophe (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003618494
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Robustness of multivariate tests
Kariya, Takeaki - 1981
Persistent link: https://www.econbiz.de/10003596349
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On the robustness of multidimensional scaling techniques
Green, Paul E. - 2007
Persistent link: https://www.econbiz.de/10003541511
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Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213
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The k-step spatial sign covariance matrix
Croux, Christophe; Dehon, Catherine; Yadine, Abdelilah - 2010
Persistent link: https://www.econbiz.de/10003985680
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A robust test for multivariate normality
Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
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A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten van; … - 2011
Persistent link: https://www.econbiz.de/10009155239