2

New Estimators for the Extremal Index and Other Cluster Characteristics

Year:
2003
Language:
english
File:
PDF, 448 KB
english, 2003
3

The extremal index for GARCH(1, 1) processes

Year:
2012
Language:
english
File:
PDF, 378 KB
english, 2012
7

Smoothing sample extremes: The mixed model approach

Year:
2009
Language:
english
File:
PDF, 4.66 MB
english, 2009
8

Robust estimation of efficient mean–variance frontiers

Year:
2011
Language:
english
File:
PDF, 349 KB
english, 2011
12

Reliable Robust Regression Diagnostics

Year:
2016
Language:
english
File:
PDF, 852 KB
english, 2016