Jump robust daily covariance estimation by disentangling variance and correlation components. - Kris Boudt; Jonathan Cornelissen; Christophe Croux (Comput. Stat. Data Anal., 2012)

The Gaussian rank correlation estimator: robustness properties. - Kris Boudt; Jonathan Cornelissen; Christophe Croux (Stat. Comput., 2012)