Person:180735: Difference between revisions

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Person:180735
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Latest revision as of 18:57, 8 December 2023

Available identifiers

zbMath Open van-aelst.stefanWikidataQ55483277 ScholiaQ55483277MaRDI QIDQ180735

List of research outcomes





PublicationDate of PublicationType
Robust and sparse logistic regression2024-12-16Paper
Sparse Principal Component Analysis Based on Least Trimmed Squares2024-11-12Paper
Co-clustering contaminated data: a robust model-based approach2024-06-11Paper
Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models2024-03-19Paper
Robust and efficient estimation of nonparametric generalized linear models2023-12-12Paper
Robust optimal estimation of location from discretely sampled functional data2023-10-11Paper
Robust penalized estimators for functional linear regression2022-12-23Paper
M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data2021-06-28Paper
\(M\)-type penalized splines with auxiliary scale estimation2021-05-07Paper
Robust variable screening for regression using factor profiling2020-10-14Paper
An algorithm for deepest multiple regression2020-07-21Paper
A robust linear grouping algorithm2020-07-15Paper
A Hotelling Test Based on MCD2020-07-15Paper
Analyzing Data with Robust Multivariate Methods and Diagnostic Plots2020-07-15Paper
Robust Principal Component Analysis Based on Pairwise Correlation Estimators2020-07-14Paper
Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data2020-02-26Paper
Robust functional regression based on principal components2019-10-01Paper
Comments on ``Data science, big data and statistics2019-09-18Paper
Robust Bayesian seemingly unrelated regression model2019-08-19Paper
Fast computation of robust subspace estimators2019-02-21Paper
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function2019-02-20Paper
Robust inference for seemingly unrelated regression models2018-08-16Paper
Robust tests for linear regression models based on \(\tau\)-estimates2018-08-15Paper
Robust bootstrap procedures for the chain-ladder method2018-07-17Paper
A spatial-type interval-valued median for random intervals2018-06-20Paper
M-estimators of location for functional data2018-02-15Paper
Comparing the Medians of a Random Interval Defined by Means of Two Different L 1 Metrics2016-11-08Paper
Comparing the Representativeness of the 1-norm Median for Likert and Free-response Fuzzy Scales2016-11-08Paper
An Alternative Approach to the Median of a Random Interval Using an L 2 Metric2016-05-13Paper
Stahel–Donoho estimation for high-dimensional data2016-05-06Paper
High-breakdown robust multivariate methods2015-12-22Paper
The minimum weighted covariance determinant estimator2015-10-14Paper
Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination2015-09-25Paper
A parameterized \(L^2\) metric between fuzzy numbers and its parameter interpretation2015-06-25Paper
On the consistency of a spatial-type interval-valued median for random intervals2015-06-11Paper
Fast robust estimation of prediction error based on resampling2014-04-14Paper
Inference for robust canonical variate analysis2014-04-01Paper
Robust and efficient estimation of the residual scale in linear regression2014-01-10Paper
The median of a random fuzzy number. The 1-norm distance approach2012-11-22Paper
Robust and Efficient One-Way MANOVA Tests2011-10-28Paper
Stahel-Donoho estimators with cellwise weights2011-02-03Paper
Robust Linear Clustering2010-04-08Paper
An L1-type estimator of multivariate location and shape2010-01-25Paper
Robust model selection using fast and robust bootstrap2009-06-16Paper
Robust Linear Model Selection Based on Least Angle Regression2009-06-12Paper
Fast and robust bootstrap2009-06-02Paper
Building a robust linear model with forward selection and stepwise procedures2009-06-02Paper
Multivariate generalized S-estimators2009-03-25Paper
Propagation of outliers in multivariate data2009-02-25Paper
Linear grouping using orthogonal regression2008-12-11Paper
Fast and robust bootstrap for LTS2008-11-26Paper
https://portal.mardi4nfdi.de/entity/Q35352872008-11-10Paper
https://portal.mardi4nfdi.de/entity/Q34979652008-05-28Paper
https://portal.mardi4nfdi.de/entity/Q34979742008-05-28Paper
The multivariate least-trimmed squares estimator2008-03-11Paper
https://portal.mardi4nfdi.de/entity/Q53105412007-10-11Paper
Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap2007-08-20Paper
Robust estimation of Cronbach's alpha2006-08-14Paper
https://portal.mardi4nfdi.de/entity/Q33788032006-04-04Paper
Bounded influence regression using high breakdown scatter matrices2004-10-05Paper
https://portal.mardi4nfdi.de/entity/Q44245252003-09-04Paper
The deepest regression method2002-07-08Paper
Small sample corrections for LTS and MCD2002-01-01Paper
A robust Hotelling test2002-01-01Paper
Robust estimation of the conditional median function at elliptical models2001-11-19Paper
https://portal.mardi4nfdi.de/entity/Q44960592000-12-27Paper
Robustness of deepest regression2000-10-03Paper

Research outcomes over time

This page was built for person: Stefan Van Aelst