Similar Search Results

Algorithms for projection-pursuit robust principal component analysis

Croux, Christophe (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003618494

Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations

Boudt, Kris (contributor); Croux, Christophe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003624500

Multivariate out-of-sample tests for Granger causality

Gelper, Sarah (contributor); Croux, Christophe (contributor) - 2006

Persistent link: https://www.econbiz.de/10003572328

Robust exponential smoothing of multivariate time series

Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009

Persistent link: https://www.econbiz.de/10003982213

On the optimality of multivariate S-estimators

Croux, Christophe; Dehon, C.; Yadine, A. - 2010

Persistent link: https://www.econbiz.de/10003985646

The k-step spatial sign covariance matrix

Croux, Christophe; Dehon, Catherine; Yadine, Abdelilah - 2010

Persistent link: https://www.econbiz.de/10003985680

Logistic discrimination using robust estimators

Croux, Christophe; Haesbroeck, Gentiane; Joossens, Kristel - 2005

Persistent link: https://www.econbiz.de/10003272133

Fast and robust estimation of the multivariate errors in variables model

Croux, Christophe; Fekri, M.; Ruiz-Gazen, A. - 2003

Persistent link: https://www.econbiz.de/10001938339

The multivariate least trimmed squares estimator

Agulló, Jose; Croux, Christophe; Van Aelst, Stefan - 2002

Persistent link: https://www.econbiz.de/10001675805

A Comparison of Algorithms for the Multivariate L1-Median

Croux, Christophe - 2010

The L1-median is a robust estimator of multivariate location with good statistical properties. Several algorithms for computing the L1-median are available. Problem specific algorithms can be used, but also general optimization routines. The aim is to compare different algorithms with respect to...

Persistent link: https://www.econbiz.de/10013137216