| Dual divergence estimators and tests: robustness results A Toma, M Broniatowski Journal of Multivariate Analysis 102 (1), 20-36, 2011 | 86 | 2011 |
| Decomposable Pseudodistances and Applications in Statistical Estimation M Broniatowski, A Toma, I Vajda Journal of Statistical Planning and Inference, 2011 | 54 | 2011 |
| Model selection criteria using divergences A Toma Entropy 16 (5), 2686-2698, 2014 | 43 | 2014 |
| Robust tests based on dual divergence estimators and saddlepoint approximations A Toma, S Leoni-Aubin Journal of Multivariate Analysis 101 (5), 1143-1155, 2010 | 43 | 2010 |
| Quantitative techniques for financial risk assessment: a comparative approach using different risk measures and estimation methods A Toma, S Dedu Procedia Economics and Finance 8, 712-719, 2014 | 31 | 2014 |
| Optimal robust M-estimators using divergences A Toma Statistics & Probability Letters 79 (1), 1-5, 2009 | 30 | 2009 |
| Minimum Hellinger distance estimators for multivariate distributions from the Johnson system A Toma Journal of statistical planning and inference 138 (3), 803-816, 2008 | 22 | 2008 |
| Robust model selection criteria based on pseudodistances A Toma, A Karagrigoriou, P Trentou Entropy 22 (3), 304, 2020 | 20 | 2020 |
| Optimal robust M-estimators using Rényi pseudodistances A Toma, S Leoni-Aubin Journal of Multivariate Analysis, 2013 | 19 | 2013 |
| Robust portfolio optimization using pseudodistances A Toma, S Leoni-Aubin Plos one 10 (10), e0140546, 2015 | 13 | 2015 |
| Robustness of dual divergence estimators for models satisfying linear constraints A Toma Comptes Rendus. Mathématique 351 (7-8), 311-316, 2013 | 12 | 2013 |
| Portfolio selection using minimum pseudodistance estimators A Toma, S Leoni-Aubin | 10 | 2013 |
| Minimum Hellinger distance estimators for some multivariate models: influence functions and breakdown point results A Toma Comptes Rendus Mathematique 345 (6), 353-358, 2007 | 9 | 2007 |
| An integrated risk measure and information theory approach for modeling financial data and solving decision making problems S Dedu, A Toma Procedia Economics and Finance 22, 531-537, 2015 | 8 | 2015 |
| Robust estimations for financial returns: an approach based on pseudodistance minimization A Toma | 8 | 2012 |
| Robust estimators for the parameters of multivariate lognormal distribution A Toma Communications in Statistics-Theory and Methods 32 (7), 1405-1417, 2003 | 6 | 2003 |
| Robust estimation for the single index model using pseudodistances A Toma, C Fulga Entropy 20 (5), 374, 2018 | 5 | 2018 |
| A robust version of the empirical likelihood estimator A Keziou, A Toma Mathematics 9 (8), 829, 2021 | 2 | 2021 |
| Robust tests based on minimum density power divergence estimators and saddlepoint approximations A TOMA | 2 | 2009 |
| Commutativity criterions in locally m-convex algebras. A Toma Extracta mathematicae 18 (1), 81-89, 2003 | 2 | 2003 |
Silvia DeduDepartment of Applied Mathematics, Bucharest University of Economic StudiesVerified email at csie.ase.ro
