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Shifting artificial data to detect system failures
Hwang, Wook-Yeon; Lee, Jong-seok - In: International transactions in operational research : … 22 (2015) 2, pp. 363-378
Persistent link: https://www.econbiz.de/10011279704
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Estimation of extreme depth-based quantile regions
He, Yi; Einmahl, John H. J. - 2014
Persistent link: https://www.econbiz.de/10011282830
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The issue of control in multivariate systems : a contribution of structural modelling
Mouchart, Michel; Wunsch, Guillaume J.; Russo, Federica - 2015
Persistent link: https://www.econbiz.de/10011289925
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Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.; Li, Jun; Liu, Regina Y. - 2015
Persistent link: https://www.econbiz.de/10011350125
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Econometrics and psychometrics : rivers out of biometry
Aldrich, John Herbert - In: Histories on econometrics, (pp. 35-56). 2011
Persistent link: https://www.econbiz.de/10009749557
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A course on statistics for finance
Sclove, Stanley L. - 2013
Persistent link: https://www.econbiz.de/10009735154
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Testing and dating financial contagion : a new approach
Chiou, Shang Chan - 2007
Persistent link: https://www.econbiz.de/10009693132
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On multivariate methods in robust econometrics
Kalina, Jan - In: Prague economic papers : a bimonthly journal of … 21 (2012) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10009700582
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Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Kim, Young Shin; Giacometti, Rosella; Račev, Svetlozar T. - 2012
Persistent link: https://www.econbiz.de/10009710216
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Methodological aspects of multivariate statistical analysis statistical models and applications
Domański, Czesław (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009409816