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Principal components analysis based on multivariate MM estimators with fast and robust bootstrap
Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1198-1211
Persistent link: https://www.econbiz.de/10003375965
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Robust and efficient one-way MANOVA tests
Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 706-718
Persistent link: https://www.econbiz.de/10009268882
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Robust and Efficient One-Way MANOVA Tests
Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 706-719
Persistent link: https://www.econbiz.de/10009257511
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Theory and Methods - Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
Salibián-Barrera, Matias; Aelst, Stefan Van; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 1198-1211
Persistent link: https://www.econbiz.de/10007292883
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Robust linear model selection based on least angle regression
Khan, Jafar A.; Van Aelst, Stefan; Zamar, Ruben H. - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1289-1299
Persistent link: https://www.econbiz.de/10003625881
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An outlier-robust fit for generalized additive models with applications to disease outbreak detection
Alimadad, Azadeh; Salibian-Barrera, Matias - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 719-731
Persistent link: https://www.econbiz.de/10009268876
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An Outlier-Robust Fit for Generalized Additive Models With Applications to Disease Outbreak Detection
Alimadad, Azadeh; Salibian-Barrera, Matias - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 719-732
Persistent link: https://www.econbiz.de/10009257510
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Theory and Methods - Comment - Nearest-Neighbor Variance Estimation (NNVE): Robust Covariance Estimation via Nearest-Neighbor Cleaning
Croux, Christophe; Aelst, Stefan Van - In: Journal of the American Statistical Association : JASA 97 (2002) 460, pp. 1006-1008
Persistent link: https://www.econbiz.de/10006614791
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Theory and Methods - Comment - Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
Hubert, Mia; Rousseeuw, Peter J.; Aelst, Stefan Van - In: Journal of the American Statistical Association : JASA 97 (2002) 457, pp. 151-153
Persistent link: https://www.econbiz.de/10006617676
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Theory and Methods - Rejoinder
Rousseeuw, Peter J.; Aelst, Stefan Van; Hubert, Mia - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 419-433
Persistent link: https://www.econbiz.de/10006626732