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Robust and efficient estimatio...
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Robust statistics
8
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4
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4
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Van Aelst, Stefan
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5
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Journal of the American Statistical Association : JASA
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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
Saved in:
2
Fast and robust bootstrap
Salibián-Barrera, Matías
;
Van Aelst, Stefan
;
Willems, Gert
- In:
Statistical methods & applications : SMA ; journal of …
17
(
2008
)
1
,
pp. 41-71
Persistent link: https://www.econbiz.de/10003625191
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Fast and robust bootstrap for LTS
Willems, Gert
;
Van Aelst, Stefan
- In:
Computational Statistics & Data Analysis
48
(
2005
)
4
,
pp. 703-715
Persistent link: https://www.econbiz.de/10005154247
Saved in:
6
Robust and Efficient One-Way MANOVA Tests
Van Aelst, Stefan
;
Willems, Gert
- In:
Journal of the American Statistical Association
106
(
2011
)
494
,
pp. 706-718
Persistent link: https://www.econbiz.de/10009358137
Saved in:
7
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
Saved in:
8
Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
Salibian-Barrera, Matias
;
Van Aelst, Stefan
;
Willems, Gert
- In:
Journal of the American Statistical Association
101
(
2006
)
September
,
pp. 1198-1211
Persistent link: https://www.econbiz.de/10005430275
Saved in:
9
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
102
(
2007
)
December
,
pp. 1289-1299
Persistent link: https://www.econbiz.de/10005238561
Saved in:
10
Building a robust linear model with forward selection and stepwise procedures
Khan, Jafar A.
;
Van Aelst, Stefan
;
Zamar, Ruben H.
- In:
Computational Statistics & Data Analysis
52
(
2007
)
1
,
pp. 239-248
Persistent link: https://www.econbiz.de/10005165403
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