Inference for vast dimensional elliptical distributions (Q2259103): Difference between revisions

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+Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
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+Indirect estimation of elliptical stable distributions
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+Semi-parametric modelling in finance: theoretical foundations
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+A semi-parametric approach to risk management
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+On the theory of elliptically contoured distributions
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+A Method for Simulating Stable Random Variables
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+Simple consistent estimators of stable distribution parameters
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+Q5842591
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+On the relation between GARCH and stable processes
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+The method of simulated quantiles
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+Parameter Estimates for Symmetric Stable Distributions
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+Autocontours: Dynamic Specification Testing
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+Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
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+Q5628978
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+\(H_\infty\) stability robustness of fuzzy control systems
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+Testing conditional asymmetry: a residual-based approach
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+Multivariate elliptically contoured stable distributions: theory and estimation
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+Estimating the codifference function of linear time series models with infinite variance
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+Cluster analysis for portfolio optimization
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+A distribution-free M-estimator of multivariate scatter
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