| Publication | Date of Publication | Type |
|---|
Methods for preferential sampling in geostatistics
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-21 | Paper |
Using artificial censoring to improve extreme tail quantile estimates
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-20 | Paper |
Tree-based boosting with functional data
Computational Statistics | 2024-07-05 | Paper |
Robust functional principal components for sparse longitudinal data
Metron | 2021-12-16 | Paper |
Robust boosting for regression problems
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Robust estimation for semi-functional linear regression models
Computational Statistics and Data Analysis | 2021-05-07 | Paper |
Robust boosting for regression problems
Computational Statistics and Data Analysis | 2021-01-01 | Paper |
Robust model selection with LARS based on S-estimators
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
| Robust inference in functional data analysis using \(S\)-estimators | 2020-02-17 | Paper |
Robust elastic net estimators for variable selection and identification of proteomic biomarkers
The Annals of Applied Statistics | 2020-01-31 | Paper |
Modelling Ocean temperatures from bio-probes under preferential sampling
The Annals of Applied Statistics | 2019-08-15 | Paper |
Modelling Ocean temperatures from bio-probes under preferential sampling
The Annals of Applied Statistics | 2019-08-15 | Paper |
Robust statistics. Theory and methods (with R)
Wiley Series in Probability and Statistics | 2019-03-13 | Paper |
A probabilistic method for detecting multivariate extreme outliers
International Journal of Nonlinear Sciences and Numerical Simulation | 2018-09-24 | Paper |
Robust tests for linear regression models based on \(\tau\)-estimates
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Robust estimators for additive models using backfitting
Journal of Nonparametric Statistics | 2018-01-05 | Paper |
\(S\)-estimator for functional principal component analysis
Journal of the American Statistical Association | 2017-10-13 | Paper |
Uniform asymptotics for S- and MM-regression estimators
Annals of the Institute of Statistical Mathematics | 2016-02-01 | Paper |
A characterization of elliptical distributions and some optimality properties of principal components for functional data
Journal of Multivariate Analysis | 2014-09-08 | Paper |
Globally robust confidence intervals for simple linear regression
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
An outlier-robust fit for generalized additive models with applications to disease outbreak detection
Journal of the American Statistical Association | 2011-10-28 | Paper |
Finding approximate solutions to combinatorial problems with very large data sets using BIRCH
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Robust model selection using fast and robust bootstrap
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
Fast and robust bootstrap
Statistical Methods and Applications | 2009-06-02 | Paper |
Weighted quantile regression with nonelliptically structured covariates
The Canadian Journal of Statistics | 2009-05-22 | Paper |
On tests for multivariate normality and associated simulation studies
Journal of Statistical Computation and Simulation | 2008-03-28 | Paper |
High breakdown point robust regression with censored data
The Annals of Statistics | 2008-03-12 | Paper |
High breakdown point robust regression with censored data
The Annals of Statistics | 2008-03-12 | Paper |
Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
Journal of the American Statistical Association | 2007-08-20 | Paper |
| Discussion: Conditional growth charts | 2007-02-22 | Paper |
The asymptotics of MM-estimators for linear regression with fixed designs
Metrika | 2006-08-14 | Paper |
Bootstrapping MM-estimators for linear regression with fixed designs
Statistics & Probability Letters | 2006-06-30 | Paper |
Estimating the \(p\)-values of robust tests for the linear model
Journal of Statistical Planning and Inference | 2005-02-23 | Paper |
Uniform asymptotics for robust location estimates when the scale is unknown
The Annals of Statistics | 2004-09-15 | Paper |
| scientific article; zbMATH DE number 2058048 (Why is no real title available?) | 2004-03-16 | Paper |
Globally robust inference for the location and simple linear regression models
Journal of Statistical Planning and Inference | 2004-01-06 | Paper |
Bootstrapping robust estimates of regression
The Annals of Statistics | 2002-11-14 | Paper |
Improving bias-robustness of regression estimates through projections
Statistics & Probability Letters | 2000-07-25 | Paper |
