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Prof. Aida Toma

Department of Mathematics

Academy of Economic Studies, Romania

Email: aida_toma@yahoo.com


2005 Ph.D., University of Bucharest, Romania

1998 M.S., University of Bucharest, Romania

1997 B.S., University of Bucharest, Romania

Publications (Selected)

  1. Aida Popa (Toma) (2001) A generalization of Vesentini’s theorem to locally m-convex algebras, Rendiconti di matematica e delle sue applicazione, 21, 223-230.
  2. Aida Toma (2002) Influence functions of eigenvalues and eigenvectors of a covariance matrix, Pub. Inst. Stat. Univ. Paris, XXXXVI, Fasc. 1-2, 73-88.
  3. Aida Toma (2003) Commutativity criterions in locally m-convex algebras, Extracta Mathematicae, Vol. 18, 1, 1-9.
  4. Aida Toma (2003) On the consistency of a robust estimator of the covariance matrix for a mixture model, Revue Roumain de Mathematiques, Pure et Appliqué, 48, 4, 423-430.
  5. Aida Toma (2003) Robust estimators for the parameters of multivariate lognormal distribution, Communications in Statistics-Theory and Methods, 32, issue #7, 1405-1417.
  6. Aida Toma (2003) Robust estimations for multivariate normal-lognormal distributions, Bulletin of International Statistical Institute - Invited papers, Volume LX, Book 1, 79-89.
  7. Aida Toma (2004) Robust estimations for multivariate sinh^{-1}-normal distributions, in Theory and Applications of Recent Robust Methods, edited by M. Hubert, G. Pison, A. Struyf and S. Van Aelst, Series: Statistics for Industry and Technology, Birkhauser, Basel, 355-366.
  8. Aida Toma (2004) Bounded influence estimators for multivariate lognormal distributions, C. R.  Acad. Sci. Paris, Ser. I 338, 723-728.
  9. Aida Toma (2007) Robustness aspects for some functionals based on divergences, Economic Computation and Economic Cybernetics Studies and Research, 41, 1-2, 223-230.
  10. Aida Toma (2007) Minimum Hellinger distance estimations for some multivariate distributions: influence functions and breakdown point results, C.R. Acad. Sci. Paris, Ser. I 345, 353-358.
  11. Aida Toma (2008) Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Journal of Statistical Planning and Inference, 138, 3, 803-816.
  12. Aida Toma (2009) Optimal robust M-estimators using divergences, Statistics & Probability Letters, 79, 1, 1-5.
  13. Aida Toma (2009) Integral representation for powers of elements in locally m-convex algebras and applications, Rendiconti del Circolo Matematico di Palermo, 58, 29-40, Springer-Verlag.
  14. Aida Toma Samuela Leoni-Aubin, (2010) Robust tests based on dual divergence estimators and saddlepoint approximations, Journal of Multivariate Analysis, 101, 5, 1143-1155.
  15. Aida Toma (2010) Robust tests based on density power divergence estimators and saddlepoint approximations, Mathematical Reports, 12(62), No. 4, 383-392.
  16. Aida Toma Michel Broniatowski, (2011) Dual divergence estimators and tests: robustness results, Journal of Multivariate Analysis, 102, 1, 20-36.
  17. Michel Broniatowski, Aida Toma, Igor Vajda (2012) Decomposable pseudodistances and applications in statistical estimation, Journal of Statistical Planning and Inference, 142, 2574-2585.
  18. Aida Toma, Samuela Leoni-Aubin (2013) Optimal robust M-estimators using Renyi pseudodistances, Journal of Multivariate Analysis, 115, 359-373.
  19. Aida Toma (2013) Robustness of dual divergence estimators for models satisfying linear constraints, Comptes Rendus Mathematique, Volume 351, 7-8, 311-316.

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