Aida Toma

发表

Dual divergence estimators and tests: Robustness results

Aida Toma, Michel Broniatowski, M. Broniatowski, 2009, J. Multivar. Anal..

Optimal robust M-estimators using Rényi pseudodistances

Aida Toma, Samuela Leoni-Aubin, Samuela Leoni-Aubin, 2013, J. Multivar. Anal..

An Integrated Risk Measure and Information Theory Approach for Modeling Financial Data and Solving Decision Making Problems

Aida Toma, Silvia Dedu, S. Dedu, 2015 .

Model Selection Criteria Using Divergences

Aida Toma, A. Toma, 2014, Entropy.

Robust Portfolio Optimization Using Pseudodistances

Aida Toma, Samuela Leoni-Aubin, Samuela Leoni-Aubin, 2013, PloS one.

Robust Model Selection Criteria Based on Pseudodistances

Alex Karagrigoriou, Aida Toma, Paschalini Trentou, 2020, Entropy.

Robust Estimation for the Single Index Model Using Pseudodistances

Aida Toma, Cristinca Fulga, Cristinca Fulga, 2018, Entropy.

Robust tests based on dual divergence estimators and saddlepoint approximations

Aida Toma, Samuela Leoni-Aubin, Samuela Leoni-Aubin, 2010, J. Multivar. Anal..

A Robust Version of the Empirical Likelihood Estimator

Aida Toma, Amor Keziou, A. Keziou, 2021, Mathematics.

Robust Empirical Likelihood

Aida Toma, Amor Keziou, 2021, GSI.

Optimal robust M-estimators using divergences

Aida Toma, A. Toma, 2009 .

Quantitative Techniques for Financial Risk Assessment: A Comparative Approach Using Different Risk Measures and Estimation Methods☆

Aida Toma, Silvia Dedu, 2014 .