Similar Search Results - EconBiz

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...

Persistent link: https://www.econbiz.de/10010298200

Robust continuum regression

Serneels, Sven; Filzmoser, Peter; Croux, Christophe; … - 2004

Persistent link: https://www.econbiz.de/10002503899

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...

Persistent link: https://www.econbiz.de/10003483698

Robust linear discriminant analysis for multiple groups : influence and classification efficiencies

Croux, Christophe; Filzmoser, Peter; Joossens, Kristel - 2005

Persistent link: https://www.econbiz.de/10003406048

Robust control charts for time series data

Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2010

Persistent link: https://www.econbiz.de/10008664194

A comparison of algorithms for the multivariate L1-median

Fritz, Heinrich; Filzmoser, Peter; Croux, Christophe - 2010

Persistent link: https://www.econbiz.de/10008664195

Robust forecasting of non-stationary time series

Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010

Persistent link: https://www.econbiz.de/10008664197

Robust estimation of mean and dispersion functions in extended generalized additive models

Croux, Christophe; Gijbels, Irène; Prosdocimi, Ilaria - 2010

Persistent link: https://www.econbiz.de/10008664200

Robustness versus efficiency for nonparametric correlation measureso

Croux, Christophe; Dehon, Catherine - 2008

Persistent link: https://www.econbiz.de/10003976901

Robust regression in Stata

Verardi, Vincenzo; Croux, Christophe - 2008

Persistent link: https://www.econbiz.de/10003977720

A service of the