Prof. Aida Toma

Bucharest University of Economic Studies, Romania

Professor

Email: [email protected]

Qualifications

2005 Ph.D., Mathematics, University of Bucharest, Romania

1998 M.Sc., Real and Complex Analysis, University of Bucharest, Romania

1997 B.Sc., Mathematics, University of Bucharest, Romania

Publications (Selected)

1. Aida Toma, (2023) Robust Z-estimators for semiparametric moment condition models, Entropy, 25, 7, 1013.
2. Amor Keziou, Aida Toma, (2021) A robust version of the empirical likelihood estimator, Mathematics, 9, 8, 829.
3. Aida Toma, Alex Karagrigoriou, Paschalini Trentou, (2020) Robust model selection criteria using pseudodistances, Entropy, 22, 3, 304.
4. Aida Toma, Cristinca Fulga, (2018) Robust estimation for the single index model using pseudodistances, Entropy, 20, 5, 374.
5. Aida Toma, Samuela Leoni-Aubin, (2015) Robust portfolio optimization using pseudodistances, PLoS ONE, 10, 1-26.
6. Aida Toma, (2014) Model selection criteria using divergences, Entropy, 16, 5, 2686-2698.
7. Aida Toma, Samuela Leoni-Aubin, (2013) Portfolio selection using minimum pseudodistance estimators, Economic Computation and Economic Cybernetic Studies and Research, 46, 117-132.
8. Aida Toma, (2013) Robustness of dual divergence estimators for models satisfying linear constraints, Comptes Rendus Mathematique, 351, 7-8, 311-316.
9. Aida Toma, Samuela Leoni-Aubin, (2013) Optimal robust M-estimators using Renyi pseudodistances, Journal of Multivariate Analysis, 115, 359-373.
10. Michel Broniatowski, Aida Toma, Igor Vajda, (2012) Decomposable pseudodistances and applications in statistical estimation, Journal of Statistical Planning and Inference, 142, 2574-2585.
11. Aida Toma, (2012) Robust estimations for _nancial returns: an approach based on pseudodistance minimization, Economic Computation and Economic Cybernetic Studies and Research, 46, 1, 117-131.
12. Aida Toma, Michel Broniatowski, (2011) Dual divergence estimators and tests: robustness results, Journal of Multivariate Analysis, 102, 1, 20-36.
13. Aida Toma, (2010) Robust tests based on density power divergence estimators and saddlepoint approximations, Mathematical Reports, 12(62), No. 4, 383-392.
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, (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.
16. Aida Toma, (2009) Optimal robust M-estimators using divergences, Statistics & Probability Letters, 79, 1, 1-5.
17. Aida Toma, (2008) Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Journal of Statistical Planning and Inference, 138, 3, 803-816.
18. Aida Toma, (2007) Robustness aspects for some functionals based on divergences, Economic Computation and Economic Cybernetics Studies and Research, 41, 1-2, 223-230.
19. Aida Toma, (2007) Minimum Hellinger distance estimations for some multivariate distributions: inuence functions and breakdown point results, C.R. Acad. Sci. Paris, Ser. I 345, 353-358.
20. Aida Toma, (2004) Bounded inuence estimators for multivariate lognormal distributions, C. R. Acad. Sci. Paris, Ser. I 338, 723-728.
21. Aida Toma, (2003) Robust estimators of the correlation matrix for the multivariate lognormal distribution, Mathematical Reports, 5 (55), 2, 175-181.
22. Aida Toma, (2003) On the consistency of a robust estimator of the covariance matrix for a mixture model, Revue Roumain de Mathematiques, Pure et Appliqu_e, 48, 4, 423-430.
23. Aida Toma, (2003) Robust estimations for multivariate normal-lognormal distributions, Bulletin of International Statistical Institute - Invited papers, Volume LX, Book 1, 79-89.
24. Aida Toma, (2003) Robust estimators for the parameters of multivariate lognormal distribution, Communications in Statistics-Theory and Methods, 32, issue 7, 1405-1417.
25. Aida Toma, (2003) Commutativity criterions in locally m-convex algebras, Extracta Mathematicae, Vol. 18, 1, 1-9.