Trimming and likelihood: Robust location and dispersion estimation in the elliptical model

4 November 2008

Papers citing "Trimming and likelihood: Robust location and dispersion estimation in the elliptical model"

4 / 4 papers shown

Title
Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions Baishuai Zuo C. Yin Jing Yao 28 3 0 16 May 2023
Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures Baishuai Zuo C. Yin 22 1 0 02 Mar 2022
Multivariate double truncated expectation and covariance risk measures for elliptical distributions Baishuai Zuo C. Yin 21 0 0 10 Dec 2021
Multiscale Change-Point Inference K. Frick Axel Munk H. Sieling 206 345 0 30 Jan 2013