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Unique in providing not only classical least squares,\nbut also modern robust model fitting methods which are not much\ninfluenced by outliers. Includes returns and risk\ndecompositions, with user choice of standard deviation,\nvalue-at-risk, and expected shortfall risk measures. \"Robust\nStatistics Theory and Methods (with R)\", R. A. Maronna, R. D.\nMartin, V. J. Yohai, M. 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