My Erdos number is 3 (via 1. P. Deheuvels, 2. M. Broniatowski)
Articles in international peer reviewed journals
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.
Aida Toma, (2002) Influence functions of eigenvalues and eigenvectors of a covariance matrix, Pub. Inst. Stat. Univ. Paris, XXXXVI, Fasc. 1-2, 73-88.
Aida Toma, (2003) Commutativity criterions in locally m-convex algebras, Extracta Mathematicae, Vol. 18, 1, 1-9. link
Aida Toma, (2003) Robust estimators for the parameters of multivariate lognormal distribution, Communications in Statistics-Theory and Methods, 32, issue #7, 1405-1417. link
Aida Toma, (2003) Robust estimations for multivariate normal-lognormal distributions, Bulletin of International Statistical Institute - Invited papers, Volume LX, Book 1, 79-89.
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.
Aida Toma, (2003) Robust estimators of the correlation matrix for the multivariate lognormal distribution, Mathematical Reports, 5 (55), 2, 175-181.
Aida Toma, (2004) Bounded influence estimators for multivariate lognormal distributions, C. R. Acad. Sci. Paris, Ser. I 338, 723-728. link
Aida Toma, (2007) Robustness aspects for some functionals based on divergences, Economic Computation and Economic Cybernetics Studies and Research, 41, 1-2, 223-230.
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. link
Aida Toma, (2008) Minimum Hellinger distance estimators for multivariate distributions from the Johnson system, Journal of Statistical Planning and Inference, 138, 3, 803-816. link
Aida Toma, (2009) Optimal robust M-estimators using divergences, Statistics & Probability Letters, 79, 1, 1-5. link
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. link
Aida Toma, Samuela Leoni-Aubin, (2010) Robust tests based on dual divergence estimators and saddlepoint approximations, Journal of Multivariate Analysis, 101, 5, 1143-1155. link
Aida Toma, (2010) Robust tests based on density power divergence estimators and saddlepoint approximations, Mathematical Reports, 12(62), No. 4, 383-392.
Aida Toma, Michel Broniatowski, (2011) Dual divergence estimators and tests: robustness results, Journal of Multivariate Analysis, 102, 1, 20-36. link
Aida Toma, (2012) Robust estimations for financial returns: an approach based on pseudodistance minimization, Economic Computation and Economic Cybernetic Studies and Research, 46, 1, 117-131. link
Michel Broniatowski, Aida Toma, Igor Vajda, (2012) Decomposable pseudodistances and applications in statistical estimation, Journal of Statistical Planning and Inference, 142, 2574-2585. link
Aida Toma, Samuela Leoni-Aubin, (2013) Optimal robust M-estimators using Renyi pseudodistances, Journal of Multivariate Analysis, 115, 359-373. link
Aida Toma, (2013) Robustness of dual divergence estimators for models satisfying linear constraints, Comptes Rendus Mathematique, Volume 351, 7-8, 311-316. link
Aida Toma, (2014) Model selection criteria using divergences, Entropy, 16, 5, 2686-2698. link
Aida Toma, Samuela Leoni-Aubin, (2015) Robust portfolio optimization using pseudodistances, PLoS ONE, 10, 1-26. link
Aida Toma, Cristinca Fulga, (2018) Robust estimation for the single index model using pseudodistances, Entropy, 20, 5, 374. link
Aida Toma, Alex Karagrigoriou, Paschalini Trentou, (2020) Robust model selection criteria using pseudodistances, Entropy, 22, 3, 304. link
Amor Keziou, Aida Toma, (2021) A robust version of the empirical likelihood estimator, Mathematics, 9, 8, 829. link
Aida Toma, (2023) Robust Z-estimators for semiparametric moment condition models, Entropy, 25, 7, 1013.
Articles in refereed proceedings
Aida Toma, (2005) Principal component analysis based on some robust estimators of the covariance or correlation matrix: influence functions and efficiencies, Proceedings of 6th Balkan Conference on Operational Research, Thessaloniki, Greece.
Aida Toma (2008) Robust estimations and tests using divergences and duality techniques, Proceedings of 4th International Conference on Applied Statistics, special number of Romanian Statistical Review, 5 pg.
Aida Toma, Samuela Leoni-Aubin, (2009) Robust tests based on divergence optimization, Proceedings of the 9th Balkan Conference on Operational Research, BALCOR 2009, Editors Vasile Preda, Ion Mierlus-Mazilu, ISBN 973-86979-9-9, Publisher Eurogema Exim SRL, 4 pg.
Aida Toma, Michel Broniatowski, (2011) Estimation criteria based on pseudodistance minimization, Proceedings ASMDA 2011, 1348-1355, ISBN 97888467-3045-9.
Aida Toma, Samuela Leoni-Aubin, (2014) Minimum pseudodistance estimators and applications to portfolio optimization, Proceedings of 15th Applied Stochastic Models and Data Analysis (ASMDA 2013) International Conference, Mataro (Barcelona) Spain 25-28, June 2013, 931-938.
Aida Toma, Silvia Dedu, (2014) Quantitative techniques for financial risk assessment: a comparative approach using different risk measures and estimation methods, Procedia Economics and Finance, 8, 712-719. link
Silvia Dedu, Aida Toma, (2015) An integrated risk measure and information theory approach for modelling financial data and solving decision making problems, Procedia Economics and Finance, 22, 531-537. link
Books
Gheorghe Cenuşă, Argentina Filip, Constantin Raischi, Aida Toma, Sorin Baz, Bogdan Iftimie, Luiza Bădin, Adriana Agapie, (2000) Mathematics for Economists. Book of Problems, Cison Publ. House, Bucharest, 440 pg., ISBN 973-99725-3-5.
Gabriela Beganu, Luiza Bădin, Mihaela Covrig, Liana Manu, Aida Toma, (2002) Probability Theory and Mathematical Statistics. Book of Problems, Meteora Press Publ. House, Bucharest, 336 pg., ISBN 973-8339-13-8.
Aida Toma, (2002) Linear Algebra. Book of Problems, Economic Publish. House, Bucharest, 336 pg., ISBN 973-590-597-3.
Aida Toma, Dumitru D. Drăghia, (2006) Topological Algebras, Romanian Academy Publish. House, 324 pg., ISBN (10) 973-27-1423-9.
Aida Toma, (2009) Robust Methods for Multivariate Estimation, MatrixRom, Publish. House, 150 pg., ISBN 978-973-755-469-7.
Aida Toma, (2013) Robust Statistical Methods with Applications to Portfolio Optimization, Expert Publish. House, 100 pg., ISBN 978-973-618-368-8.
C. Herțeliu, I. Smeureanu, A. Agapie, M. Dârdală, A. Isaic-Maniu, A. Iorgulescu, I. Ivan, C. Mitruț, M. Roman, I. Roșca, E. Țîțan, O. Ceban, R. Șerban, C. Albu, M. Popescu, V. Mărăcine, E. Scarlat, E. Boja, R. Bologa, G. Zamfir, I. Zamfiroiu, I. Purcaru, D. Covei, Aida Toma, M. Tudor, T. Andrei, L. Begu, C. Pârlog, M. Vasilescu, V. Voineagu, (2017) Facultatea de Cibernetică, Statistică și Informatică Economică la Semicentenar, ASE Publish. House, 270 pg., ISBN 978-606-34-0174-9.
Chapters in books
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. link
Aida Toma, Samuela Leoni-Aubin, (2014) Minimum pseudodistance estimators and applications to portfolio optimization, In New Perspectives on Stochastic Modeling and Data Analysis, J.R. Bozeman, V. Girardin and C.H. Skiadas (Eds.), ISAST International, 79-86. link
Aida Toma, Cristinca Fulga, (2019) Robust estimation for the single index model using pseudodistances, In New Developments in Statistical Information Theory based on Entropy and Divergence Measures, Edited by Leandro Pardo, MDPI Basel, ISBN 978-3-03897-936-4, pp. 223-242. link
Amor Keziou, Aida Toma (2021) Robust Empirical Likelihood. In: Nielsen F., Barbaresco F. (eds) Geometric Science of Information. Lecture Notes in Computer Science, vol 12829, 841-848. Springer. link