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Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213
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On the optimality of multivariate S-estimators
Croux, Christophe; Dehon, C.; Yadine, A. - 2010
Persistent link: https://www.econbiz.de/10003985646
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Influence functions of the Spearman and Kendall correlation measures
Croux, Christophe; Dehon, Catherine - 2010
Persistent link: https://www.econbiz.de/10003985653
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The k-step spatial sign covariance matrix
Croux, Christophe; Dehon, Catherine; Yadine, Abdelilah - 2010
Persistent link: https://www.econbiz.de/10003985680
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On the construction of the European Economic Sentiment Indicator
Gelper, Sarah; Croux, Christophe - In: Oxford bulletin of economics and statistics 72 (2010) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003945133
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Robust forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah; Fried, Roland; Croux, Christophe - In: Journal of forecasting 29 (2010) 3, pp. 285-300
Persistent link: https://www.econbiz.de/10003962570
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Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008989131
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The Gaussian rank correlation estimator : robustness properties
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008989132
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Robust forecasting of non-stationary time series
Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010
Persistent link: https://www.econbiz.de/10008989139