| Publication | Date of Publication | Type |
|---|
Multiclass vector auto-regressive models for multistore sales data
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-20 | Paper |
| scientific article; zbMATH DE number 7697115 (Why is no real title available?) | 2023-06-16 | Paper |
Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Robust estimation of linear state space models
Communications in Statistics. Simulation and Computation | 2022-06-30 | Paper |
Sparse regression for large data sets with outliers
European Journal of Operational Research | 2021-11-09 | Paper |
An algorithm for the multivariate group Lasso with covariance estimation
Journal of Applied Statistics | 2020-12-04 | Paper |
Outlier resistant estimators for canonical correlation analysis
COMPSTAT | 2020-07-21 | Paper |
A robust version of principal factor analysis
COMPSTAT | 2020-07-21 | Paper |
Multiple group linear discriminant analysis: robustness and error rate
Compstat 2006 - Proceedings in Computational Statistics | 2020-07-15 | Paper |
Statistical inference for a robust measure of multiple correlation
Compstat | 2020-07-15 | Paper |
Robust and sparse multigroup classification by the optimal scoring approach
Data Mining and Knowledge Discovery | 2020-04-09 | Paper |
Robust and sparse multigroup classification by the optimal scoring approach
Data Mining and Knowledge Discovery | 2020-02-20 | Paper |
Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample''
Statistical Methods and Applications | 2019-09-11 | Paper |
Linearly transforming variables in the VAR model, how does it change the impulse response?
Journal of Econometric Methods | 2019-07-18 | Paper |
Sliced average variance estimation for multivariate time series
Statistics | 2019-05-15 | Paper |
Discussion: ``Sur une limitation très générale de la dispersion médiane'' by M. Fréchet
Journal de la Société Française de Statistique | 2019-03-25 | Paper |
Robust groupwise least angle regression
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Robust principal component analysis based on trimming around affine subspaces
STATISTICA SINICA | 2017-07-13 | Paper |
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Recent Advances in Robust Statistics: Theory and Applications | 2017-02-15 | Paper |
The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
European Journal of Operational Research | 2016-10-07 | Paper |
The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
European Journal of Operational Research | 2016-10-07 | Paper |
The shooting S-estimator for robust regression
Computational Statistics | 2016-09-29 | Paper |
The shooting S-estimator for robust regression
Computational Statistics | 2016-09-29 | Paper |
Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models'
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Influence functions of the Spearman and Kendall correlation measures
Statistical Methods and Applications | 2016-03-17 | Paper |
Sparse canonical correlation analysis from a predictive point of view
Biometrical Journal | 2016-01-21 | Paper |
Sparse canonical correlation analysis from a predictive point of view
Biometrical Journal | 2016-01-21 | Paper |
The influence function of penalized regression estimators
Statistics | 2016-01-04 | Paper |
The influence function of penalized regression estimators
Statistics | 2016-01-04 | Paper |
The Gaussian rank correlation estimator: robustness properties
Statistics and Computing | 2015-10-16 | Paper |
Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination''
Test | 2015-09-25 | Paper |
A comparison of algorithms for the multivariate \(L_1\)-median
Computational Statistics | 2015-01-30 | Paper |
Robust M-estimation of multivariate GARCH models
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Robust exponential smoothing of multivariate time series
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
The \(k\)-step spatial sign covariance matrix
Advances in Data Analysis and Classification. ADAC | 2014-04-01 | Paper |
The impact of a sustainability constraint on the mean-tracking error efficient frontier
Economics Letters | 2014-03-17 | Paper |
Robust estimation for ordinal regression
Journal of Statistical Planning and Inference | 2014-01-27 | Paper |
Sparse least trimmed squares regression for analyzing high-dimensional large data sets
The Annals of Applied Statistics | 2013-06-06 | Paper |
Sparse least trimmed squares regression for analyzing high-dimensional large data sets
The Annals of Applied Statistics | 2013-06-06 | Paper |
Jump robust daily covariance estimation by disentangling variance and correlation components
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
On the optimality of multivariate S-estimators
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
Robust estimation of mean and dispersion functions in extended generalized additive models
Biometrics | 2012-06-27 | Paper |
| An information criterion for variable selection in support vector machines | 2011-11-08 | Paper |
Regression-based, regression-free and model-free approaches for robust online scale estimation
Journal of Statistical Computation and Simulation | 2011-07-06 | Paper |
Robust explicit estimators of Weibull parameters
Metrika | 2011-02-18 | Paper |
Fast and robust estimation of the multivariate errors in variables model
Test | 2011-01-22 | Paper |
Robust forecasting with exponential and Holt-Winters smoothing
Journal of Forecasting | 2011-01-06 | Paper |
Efficient and robust scale estimation for trended time series
Statistics & Probability Letters | 2009-09-28 | Paper |
Computational aspects of robust Holt-Winters smoothing based on M-estimation.
Applications of Mathematics | 2009-08-17 | Paper |
Trimmed bagging
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Multivariate out-of-sample tests for Granger causality
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Modeling churn using customer lifetime value
European Journal of Operational Research | 2009-04-08 | Paper |
Multivariate generalized S-estimators
Journal of Multivariate Analysis | 2009-03-25 | Paper |
PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2009-03-17 | Paper |
Robust online scale estimation in time series: a model-free approach
Journal of Statistical Planning and Inference | 2008-12-08 | Paper |
Implementing the Bianco and Yohai estimator for logistic regression
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
| Robust estimation of the vector autoregressive model by a least trimmed squares procedure | 2008-11-10 | Paper |
Logistic discrimination using robust estimators: An influence function approach
The Canadian Journal of Statistics | 2008-08-12 | Paper |
| Classification efficiencies for robust linear discriminant analysis | 2008-05-23 | Paper |
The multivariate least-trimmed squares estimator
Journal of Multivariate Analysis | 2008-03-11 | Paper |
Robust estimators for the fixed effects panel data model
Econometrics Journal | 2008-01-09 | Paper |
| scientific article; zbMATH DE number 5200028 (Why is no real title available?) | 2007-10-11 | Paper |
The impact of education on third births. A multilevel discrete-time hazard analysis
Journal of Applied Statistics | 2007-09-11 | Paper |
Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
Biometrics | 2007-07-27 | Paper |
Performance of likelihood-based estimation methods for multilevel binary regression models
Journal of Statistical Computation and Simulation | 2007-04-18 | Paper |
Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
Testing the information matrix equality with robust estimators
Journal of Statistical Planning and Inference | 2006-08-14 | Paper |
Robust canonical correlations: a comparative study
Computational Statistics | 2006-05-24 | Paper |
| Empirical comparison of the classification performance of robust linear and quadratic discriminant analysis | 2006-04-28 | Paper |
| Robust redundancy analysis by alternating regression | 2006-04-28 | Paper |
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
Journal of Multivariate Analysis | 2006-04-28 | Paper |
Influence of observations on the misclassification probability in quadratic discriminant analysis
Journal of Multivariate Analysis | 2006-01-10 | Paper |
High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
Journal of Multivariate Analysis | 2005-06-30 | Paper |
Bounded influence regression using high breakdown scatter matrices
Annals of the Institute of Statistical Mathematics | 2004-10-05 | Paper |
Estimators of the multiple correlation coefficient: local robustness and confidence intervals
Statistical Papers | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 2063768 (Why is no real title available?) | 2004-03-30 | Paper |
The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
Journal of Multivariate Analysis | 2004-03-14 | Paper |
A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid
Journal of Statistical Computation and Simulation | 2004-03-02 | Paper |
| scientific article; zbMATH DE number 1975294 (Why is no real title available?) | 2003-09-04 | Paper |
Maxbias Curves of Robust Location Estimators based on Subranges
Journal of Nonparametric Statistics | 2003-07-03 | Paper |
The breakdown behavior of the maximum likelihood estimator in the logistic regression model.
Statistics & Probability Letters | 2003-05-07 | Paper |
Robust factor analysis.
Journal of Multivariate Analysis | 2003-04-02 | Paper |
Robust linear discriminant analysis using S-estimators
The Canadian Journal of Statistics | 2002-06-30 | Paper |
Maxbias curves of robust scale estimators based on subranges
Metrika | 2002-01-29 | Paper |
Robust estimation of the conditional median function at elliptical models
Statistics & Probability Letters | 2001-11-19 | Paper |
Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
Biometrika | 2001-03-11 | Paper |
Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
Journal of Multivariate Analysis | 2000-03-16 | Paper |
Sensivity functions and numerical analysis of the repeated median slope
Computational Statistics | 2000-03-02 | Paper |
Limit behavior of the empirical influence function of the median
Statistics & Probability Letters | 1998-10-06 | Paper |
An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
Computational Statistics and Data Analysis | 1998-07-22 | Paper |
| scientific article; zbMATH DE number 1113912 (Why is no real title available?) | 1998-03-01 | Paper |
Maximum Deviation Curves for Location Estimators
Statistics | 1997-10-23 | Paper |
Positive-breakdown regression by minimizing nested scale estimators
Journal of Statistical Planning and Inference | 1997-01-19 | Paper |
| scientific article; zbMATH DE number 889597 (Why is no real title available?) | 1996-09-18 | Paper |
Asymptotics of the repeated median slope estimator
The Annals of Statistics | 1995-07-02 | Paper |
Asymptotics of generalized S-estimators
Journal of Multivariate Analysis | 1995-06-29 | Paper |
| Generalized S-Estimators | 1995-02-23 | Paper |
The bias of \(k\)-step M-estimators
Statistics & Probability Letters | 1994-11-06 | Paper |
| Alternatives to the Median Absolute Deviation | 1994-07-10 | Paper |
Efficient high-breakdown M-estimators of scale
Statistics & Probability Letters | 1994-05-24 | Paper |
A class of high-breakdown scale estimators based on subranges
Communications in Statistics: Theory and Methods | 1993-11-15 | Paper |
