Robust estimation for copula Parameter in SCOMDY models

Minimum density power divergence estimator for covariance matrix based on skew <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$t$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>t</mi> </math> </EquationSource> </InlineEquation> distribution

Kim, Byungsoo, (2014)

Robust estimation for the covariance matrix of multi‐variate time series

Kim, Byungsoo, (2011)

Robust estimation for the covariance matrix of multivariate time series based on normal mixtures

Kim, Byungsoo, (2013)