Prof. Aida Toma
Department of Mathematics
Academy of Economic Studies, Romania
Email: aida_toma@yahoo.com
Qualifications
2005 Ph.D., University of
Bucharest, Romania
1998 M.S., University of Bucharest,
Romania
1997 B.S., University of Bucharest, Romania
Publications (Selected)
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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.
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Aida Toma (2002) Influence functions of eigenvalues and eigenvectors of a covariance
matrix, Pub. Inst. Stat. Univ. Paris, XXXXVI, Fasc. 1-2, 73-88.
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Aida Toma (2003) Commutativity criterions in locally m-convex algebras, Extracta
Mathematicae, Vol. 18, 1, 1-9.
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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.
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Aida Toma (2003) Robust estimators for the parameters of multivariate lognormal
distribution, Communications in Statistics-Theory and Methods, 32, issue #7,
1405-1417.
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Aida Toma (2003) Robust estimations for multivariate normal-lognormal distributions,
Bulletin of International Statistical Institute - Invited papers, Volume LX,
Book 1, 79-89.
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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.
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Aida Toma (2004) Bounded influence estimators for multivariate lognormal distributions,
C. R. Acad. Sci. Paris, Ser. I 338,
723-728.
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Aida Toma (2007) Robustness aspects for some functionals based on divergences, Economic
Computation and Economic Cybernetics Studies and Research, 41, 1-2, 223-230.
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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.
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Aida Toma (2008) Minimum Hellinger distance estimators for multivariate distributions
from the Johnson system, Journal of Statistical Planning and Inference, 138, 3,
803-816.
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Aida Toma (2009) Optimal robust M-estimators using divergences, Statistics &
Probability Letters, 79, 1, 1-5.
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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.
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Aida Toma Samuela Leoni-Aubin, (2010) Robust tests based on dual divergence estimators
and saddlepoint approximations, Journal of Multivariate Analysis, 101, 5,
1143-1155.
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Aida Toma (2010) Robust tests based on density power divergence estimators and
saddlepoint approximations, Mathematical Reports, 12(62), No. 4, 383-392.
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Aida Toma Michel Broniatowski, (2011) Dual divergence estimators and tests: robustness results,
Journal of Multivariate Analysis, 102, 1, 20-36.
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Michel
Broniatowski, Aida Toma, Igor Vajda (2012) Decomposable pseudodistances and
applications in statistical estimation, Journal of Statistical Planning and
Inference, 142, 2574-2585.
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Aida Toma,
Samuela Leoni-Aubin (2013) Optimal robust M-estimators using Renyi
pseudodistances, Journal of Multivariate Analysis, 115, 359-373.
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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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