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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
;
Antonio, Katrien
;
Claeskens, Gerda
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2014
Persistent link: https://www.econbiz.de/10010485676
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009532682
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