most citedA New Perspective on Robust -Estimation: Finite Sample Theory and Applications to Dependence-Adjusted Multiple Testing

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stat.ME2018

Higher Moment Estimation for Elliptically-distributed Data: Is it Necessary to Use a Sledgehammer to Crack an Egg?

Zheng Tracy Ke, Koushiki Bose, Jianqing Fan

Multivariate elliptically-contoured distributions are widely used for modeling economic and financial data. We study the problem of estimating moment parameters of a semi-parametri…