The following pages link to Gentiane Haesbroeck (Q225877):
Displaying 19 items.
- (Q394561) (redirect page) (← links)
- Robust estimation for ordinal regression (Q394562) (← links)
- Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678) (← links)
- Multivariate coefficients of variation: comparison and influence functions (Q893177) (← links)
- Implementing the Bianco and Yohai estimator for logistic regression (Q956758) (← links)
- RelaxMCD: smooth optimisation for the minimum covariance determinant estimator (Q962329) (← links)
- Monotonous stability for neutral fixed points (Q1281179) (← links)
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (Q1391245) (← links)
- The breakdown behavior of the maximum likelihood estimator in the logistic regression model. (Q1871350) (← links)
- Classification performance resulting from a 2-means (Q1926557) (← links)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator (Q1969078) (← links)
- Robust asymptotic tests for the equality of multivariate coefficients of variation (Q2398082) (← links)
- Impact of Contamination on Training and Test Error Rates in Statistical Clustering (Q3015854) (← links)
- Logistic discrimination using robust estimators: An influence function approach (Q3517425) (← links)
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies (Q4520224) (← links)
- A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid (Q4804601) (← links)
- Maxbias Curves of Robust Location Estimators based on Subranges (Q4805924) (← links)
- (Q5386567) (← links)
- Maxbias curves of robust scale estimators based on subranges (Q5953821) (← links)
