| Publication | Date of Publication | Type |
|---|
Robust and sparse logistic regression
Advances in Data Analysis and Classification. ADAC | 2024-12-16 | Paper |
On the causality-preservation capabilities of generative modelling
Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
Network analytics for insurance fraud detection: a critical case study
European Actuarial Journal | 2024-12-05 | Paper |
Co-clustering contaminated data: a robust model-based approach
Advances in Data Analysis and Classification. ADAC | 2024-06-11 | Paper |
Claims fraud detection with uncertain labels
Advances in Data Analysis and Classification. ADAC | 2024-06-11 | Paper |
Generalized spherical principal component analysis
Statistics and Computing | 2024-05-31 | Paper |
Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models
Journal of the American Statistical Association | 2024-03-19 | Paper |
Elegant robustification of sparse partial least squares by robustness-inducing transformations
Statistics | 2024-03-11 | Paper |
Robust instance-dependent cost-sensitive classification
Advances in Data Analysis and Classification. ADAC | 2023-12-02 | Paper |
Sparse dimension reduction based on energy and ball statistics
Advances in Data Analysis and Classification. ADAC | 2023-06-27 | Paper |
A robustification of the chain-ladder method
North American Actuarial Journal | 2022-02-11 | Paper |
RobROSE: a robust approach for dealing with imbalanced data in fraud detection
Statistical Methods and Applications | 2021-12-27 | Paper |
Instance-dependent cost-sensitive learning for detecting transfer fraud
European Journal of Operational Research | 2021-11-09 | Paper |
Noise robustness of persistent homology on greyscale images, across filtrations and signatures
| 2021-08-16 | Paper |
Fast robust SUR with economical and actuarial applications
Statistical Analysis and Data Mining: The ASA Data Science Journal | 2020-10-14 | Paper |
DetMCD in a calibration framework
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
Cellwise robust M regression
Computational Statistics and Data Analysis | 2020-07-01 | Paper |
Nearest comoment estimation with unobserved factors
Journal of Econometrics | 2020-06-18 | Paper |
Cellwise robust M regression
Computational Statistics and Data Analysis | 2020-05-19 | Paper |
Profit driven decision trees for churn prediction
European Journal of Operational Research | 2020-05-07 | Paper |
The minimum regularized covariance determinant estimator
Statistics and Computing | 2020-02-26 | Paper |
Concordance probability in a big data setting: application in non-life insurance
| 2019-11-14 | Paper |
Outlyingness: which variables contribute most?
Statistics and Computing | 2019-10-18 | Paper |
The minimum regularized covariance determinant estimator
Statistics and Computing | 2019-04-02 | Paper |
The DetS and DetMM estimators for multivariate location and scatter
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Robust bootstrap procedures for the chain-ladder method
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Optimal risk transfer under quantile-based risk measurers
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Robust kernel principal component analysis and classification
Advances in Data Analysis and Classification. ADAC | 2014-04-01 | Paper |
Detection and correction of outliers in the bivariate chain-ladder method
Insurance Mathematics & Economics | 2011-08-02 | Paper |
The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Principal component regression for data containing outliers and missing elements
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Robust PCA for skewed data and its outlier map
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Principal component analysis for data containing outliers and missing elements
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
