In light of the COVID 19 crisis, the Federal Reserve has carried out stress tests to assess if major banks have sufficient capital to ensure their viability should a new and perhaps unprecedented crisis emerge. The Fed argues that the scenarios underpinning these stress tests are severe but...

The article focuses on properties generalised to the multidimensional case of known coefficients of spatial correlation. The main result of the work is the decomposition of the introduced generalised autocorrelation coefficients into the sum of ordinary autocorrelation coefficients, but...

Outlier detection and classification algorithms play a critical role in statistical analysis. The reweighted fast consistent and high breakdown point (RFCH) estimator is an outlier-resistant estimator of multivariate location and dispersion. Still, some difficulties hamper the application of the...