Steven Vanduffel

1. The minimum regularized covariance determinant estimator
   2019/04/02 by Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel +1 · 4 citations
   Mathematics · Computer Science · #Advanced Statistical Methods and Models #Anomaly Detection Techniques and Applications #Statistical Methods and Inference
2. Robust Distortion Risk Measures
   2022/05/18 by Carole Bernard, Bernard, Carole, Silvana M. Pesenti +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Health Systems, Economic Evaluations, Quality of Life #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probabilistic and Robust Engineering Design #Risk Management (q-fin.RM) #Risk and Portfolio Optimization