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person:"Audrino, Francesco"
type_genre:"Arbeitspapier"
~person:"Croux, Christophe"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Multivariate analysis
Estimation theory
40
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Robust statistics
16
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Time series analysis
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Audrino, Francesco
Croux, Christophe
Härdle, Wolfgang
7
Shephard, Neil G.
7
Amengual, Dante
4
Fiorentini, Gabriele
4
Sentana, Enrique
4
Barndorff-Nielsen, Ole E.
3
Claeskens, Gerda
3
Hallin, Marc
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Hansen, Peter Reinhard
3
Lunde, Asger
3
Sibbertsen, Philipp
3
Teräsvirta, Timo
3
Trojani, Fabio
3
Antonio, Katrien
2
Arellano, Manuel
2
Bonhomme, Stéphane
2
Boudt, Kris
2
Bouezmarni, Taoufik
2
Bunke, Olaf
2
Chan, Joshua
2
Chao, Shih-Kang
2
Chen, Xiaohong
2
Chernozhukov, Victor
2
Cubadda, Gianluca
2
Doucet, Arnaud
2
Einmahl, John H. J.
2
Fernández-Val, Iván
2
Galichon, Alfred
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Gao, Jiti
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Hafner, Christian M.
2
Hautsch, Nikolaus
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Huang, Chen
2
Klüppelberg, Claudia
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
KBI
2
Discussion paper / Center for Economic Research, Tilburg University
1
Working papers on finance
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ECONIS (ZBW)
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An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
2
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674253
Saved in:
3
A general multivariate threshold GARCH model with dynamic conditional correlations
Audrino, Francesco
;
Trojani, Fabio
-
2007
-
Rev. version
Persistent link: https://www.econbiz.de/10003514621
Saved in:
4
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
5
A general multivariate threshold GARCH model with dynamic conditional correlations
Trojani, Fabio
;
Audrino, Francesco
-
2005
Persistent link: https://www.econbiz.de/10002771808
Saved in:
6
On the optimality of multivariate S-estimators
Croux, Christophe
;
Dehon, C.
;
Yadine, A.
-
2010
Persistent link: https://www.econbiz.de/10003985646
Saved in:
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