| Publication | Date of Publication | Type |
|---|
| Multiclass vector auto-regressive models for multistore sales data | 2024-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6156690 | 2023-06-16 | Paper |
| Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models | 2023-03-30 | Paper |
| Robust estimation of linear state space models | 2022-06-30 | Paper |
| Sparse regression for large data sets with outliers | 2021-11-09 | Paper |
| An algorithm for the multivariate group lasso with covariance estimation | 2020-12-04 | Paper |
| Outlier resistant estimators for canonical correlation analysis | 2020-07-21 | Paper |
| A robust version of principal factor analysis | 2020-07-21 | Paper |
| Multiple group linear discriminant analysis: robustness and error rate | 2020-07-15 | Paper |
| Statistical Inference for a Robust Measure of Multiple Correlation | 2020-07-15 | Paper |
| Robust and sparse multigroup classification by the optimal scoring approach | 2020-04-09 | Paper |
| Robust and sparse multigroup classification by the optimal scoring approach | 2020-02-20 | Paper |
| Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample | 2019-09-11 | Paper |
| Linearly transforming variables in the VAR model, how does it change the impulse response? | 2019-07-18 | Paper |
| Sliced average variance estimation for multivariate time series | 2019-05-15 | Paper |
| Discussion: ``Sur une limitation très générale de la dispersion médiane by M. Fréchet | 2019-03-25 | Paper |
| Robust groupwise least angle regression | 2018-08-15 | Paper |
| Robust principal component analysis based on trimming around affine subspaces | 2017-07-13 | Paper |
| Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures | 2017-02-15 | Paper |
| The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach | 2016-10-07 | Paper |
| The shooting S-estimator for robust regression | 2016-09-29 | Paper |
| Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ | 2016-06-29 | Paper |
| Influence functions of the Spearman and Kendall correlation measures | 2016-03-17 | Paper |
| Sparse canonical correlation analysis from a predictive point of view | 2016-01-21 | Paper |
| The influence function of penalized regression estimators | 2016-01-04 | Paper |
| The Gaussian rank correlation estimator: robustness properties | 2015-10-16 | Paper |
| Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination | 2015-09-25 | Paper |
| A comparison of algorithms for the multivariate \(L_1\)-median | 2015-01-30 | Paper |
| Robust M-estimation of multivariate GARCH models | 2014-04-14 | Paper |
| Robust exponential smoothing of multivariate time series | 2014-04-14 | Paper |
| The \(k\)-step spatial sign covariance matrix | 2014-04-01 | Paper |
| The impact of a sustainability constraint on the mean-tracking error efficient frontier | 2014-03-17 | Paper |
| Robust estimation for ordinal regression | 2014-01-27 | Paper |
| Sparse least trimmed squares regression for analyzing high-dimensional large data sets | 2013-06-06 | Paper |
| Jump robust daily covariance estimation by disentangling variance and correlation components | 2012-12-30 | Paper |
| On the Optimality of Multivariate S-Estimators | 2012-09-01 | Paper |
| Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models | 2012-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096120 | 2011-11-08 | Paper |
| Regression-based, regression-free and model-free approaches for robust online scale estimation | 2011-07-06 | Paper |
| Robust explicit estimators of Weibull parameters | 2011-02-18 | Paper |
| Fast and robust estimation of the multivariate errors in variables model | 2011-01-22 | Paper |
| Robust forecasting with exponential and Holt-Winters smoothing | 2011-01-06 | Paper |
| Efficient and robust scale estimation for trended time series | 2009-09-28 | Paper |
| Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation. | 2009-08-17 | Paper |
| Trimmed bagging | 2009-06-02 | Paper |
| Multivariate out-of-sample tests for Granger causality | 2009-05-29 | Paper |
| Modeling churn using customer lifetime value | 2009-04-08 | Paper |
| Multivariate generalized S-estimators | 2009-03-25 | Paper |
| PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS | 2009-03-17 | Paper |
| Robust online scale estimation in time series: a model-free approach | 2008-12-08 | Paper |
| Implementing the Bianco and Yohai estimator for logistic regression | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3535297 | 2008-11-10 | Paper |
| Logistic discrimination using robust estimators: An influence function approach | 2008-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502470 | 2008-05-23 | Paper |
| The multivariate least-trimmed squares estimator | 2008-03-11 | Paper |
| Robust estimators for the fixed effects panel data model | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310546 | 2007-10-11 | Paper |
| The impact of education on third births. A multilevel discrete-time hazard analysis | 2007-09-11 | Paper |
| Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion | 2007-07-27 | Paper |
| Performance of likelihood-based estimation methods for multilevel binary regression models | 2007-04-18 | Paper |
| Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter | 2007-04-16 | Paper |
| Testing the information matrix equality with robust estimators | 2006-08-14 | Paper |
| Robust canonical correlations: a comparative study | 2006-05-24 | Paper |
| Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5290294 | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5290306 | 2006-04-28 | Paper |
| Influence of observations on the misclassification probability in quadratic discriminant analysis | 2006-01-10 | Paper |
| High breakdown estimators for principal components: the projection-pursuit approach revis\-ited | 2005-06-30 | Paper |
| Bounded influence regression using high breakdown scatter matrices | 2004-10-05 | Paper |
| Estimators of the multiple correlation coefficient: local robustness and confidence intervals | 2004-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461346 | 2004-03-30 | Paper |
| The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies. | 2004-03-14 | Paper |
| A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid | 2004-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4424527 | 2003-09-04 | Paper |
| Maxbias Curves of Robust Location Estimators based on Subranges | 2003-07-03 | Paper |
| The breakdown behavior of the maximum likelihood estimator in the logistic regression model. | 2003-05-07 | Paper |
| Robust factor analysis. | 2003-04-02 | Paper |
| Robust linear discriminant analysis using S-estimators | 2002-06-30 | Paper |
| Maxbias curves of robust scale estimators based on subranges | 2002-01-29 | Paper |
| Robust estimation of the conditional median function at elliptical models | 2001-11-19 | Paper |
| Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies | 2001-03-11 | Paper |
| Influence function and efficiency of the minimum covariance determinant scatter matrix estimator | 2000-03-16 | Paper |
| Sensivity functions and numerical analysis of the repeated median slope | 2000-03-02 | Paper |
| Limit behavior of the empirical influence function of the median | 1998-10-06 | Paper |
| An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375697 | 1998-03-01 | Paper |
| Maximum Deviation Curves for Location Estimators | 1997-10-23 | Paper |
| Positive-breakdown regression by minimizing nested scale estimators | 1997-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4882272 | 1996-09-18 | Paper |
| Asymptotics of the repeated median slope estimator | 1995-07-02 | Paper |
| Asymptotics of generalized \(S\)-estimators | 1995-06-29 | Paper |
| Generalized S-Estimators | 1995-02-23 | Paper |
| The bias of \(k\)-step M-estimators | 1994-11-06 | Paper |
| Alternatives to the Median Absolute Deviation | 1994-07-10 | Paper |
| Efficient high-breakdown \(M\)-estimators of scale | 1994-05-24 | Paper |
| A class of high-breakdown scale estimators based on subranges | 1993-11-15 | Paper |
