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Esmat Jamshidi Eini & Hamid Khaloozadeh. (2021) Tail conditional moment for generalized skew-elliptical distributions. Journal of Applied Statistics 48:13-15, pages 2285-2305.
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Angel Uribe-Opazo, Joelmir
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Danilo Leal, Rodrigo Jiménez, Marco Riquelme & Víctor Leiva. (2023) Elliptical Capital Asset Pricing Models: Formulation, Diagnostics, Case Study with Chilean Data, and Economic Rationale. Mathematics 11:6, pages 1394.
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Na Zhao, Lijuan Ma, Kaiyi Wang, Fangyu Zhang, Mingshuang Li, Xiaona Liu, Mingli Zhu, Ying Lu, Xiao Song, Hao Yan, Wei Xiao, Yanjiang Qiao & Zhisheng Wu. (2022) NIR robustness model of variable selection investigation of critical quality attributes coupled with different simulate noises by prediction capability and reproducibility. Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy 267, pages 120522.
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Manuel Galea, David Cademartori, Roberto Curci & Alonso Molina. (2020) Robust Inference in the Capital Asset Pricing Model Using the Multivariate t-distribution. Journal of Risk and Financial Management 13:6, pages 123.
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Manuel Galea & Patricia Giménez. (2016) Local influence diagnostics for the test of mean–variance efficiency and systematic risks in the capital asset pricing model. Statistical Papers 60:1, pages 293-312.
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R. S. Fagundes, M. A. Uribe-Opazo, M. Galea & L. P. C. Guedes. (2018) Spatial Variability in Slash Linear Modeling with Finite Second Moment. Journal of Agricultural, Biological and Environmental Statistics 23:2, pages 276-296.
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Na Zhao, Zhisheng Wu, Yaqian Cheng, Xinyuan Shi & Yanjiang Qiao. (2016) MDL and RMSEP assessment of spectral pretreatments by adding different noises in calibration/validation datasets. Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy 163, pages 20-27.
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Shuangzhe Liu, Víctor Leiva, Tiefeng Ma & Alan Welsh. (2015) Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions. Statistical Methods & Applications 25:2, pages 227-249.
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