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~isPartOf:"CORE discussion papers : DP"
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An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
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2015
Persistent link: https://www.econbiz.de/10011658494
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation
Verbelen, Roel
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Antonio, Katrien
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Claeskens, Gerda
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2014
Persistent link: https://www.econbiz.de/10010485676
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Asymptotic theory for a factor GARCH model
Hafner, Christian M.
(
contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003375885
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