Robust estimation of multivariate location and scatter with application to financial portfolio selection
The thesis studies robust methods for estimating location and scatter of multivariate distributions and contributes to the development of some aspects regarding the detection of multiple outliers. A variety of methods have been designed for detecting single point outliers which, when applied to grou...
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London School of Economics and Political Science (University of London)
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.645589 |