Person:180732

Available identifiers

zbMath Open croux.christopheMaRDI QIDQ180732

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

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This page was built for person: Christophe Croux