The following pages link to Stefan Van Aelst (Q180735):
Displaying 50 items.
- (Q391545) (redirect page) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- (Q587798) (redirect page) (← links)
- (Q745467) (redirect page) (← links)
- The minimum weighted covariance determinant estimator (Q745468) (← links)
- (Q811784) (redirect page) (← links)
- Small sample corrections for LTS and MCD (Q811786) (← links)
- A robust Hotelling test (Q811787) (← links)
- \(M\)-type penalized splines with auxiliary scale estimation (Q830684) (← links)
- High-breakdown robust multivariate methods (Q900488) (← links)
- Fast and robust bootstrap for LTS (Q957149) (← links)
- Linear grouping using orthogonal regression (Q959227) (← links)
- Propagation of outliers in multivariate data (Q1002160) (← links)
- Multivariate generalized S-estimators (Q1006669) (← links)
- Fast and robust bootstrap (Q1019492) (← links)
- Building a robust linear model with forward selection and stepwise procedures (Q1020809) (← links)
- Robust model selection using fast and robust bootstrap (Q1023882) (← links)
- Robustness of deepest regression (Q1570291) (← links)
- The deepest regression method (Q1604624) (← links)
- Robust tests for linear regression models based on \(\tau\)-estimates (Q1660233) (← links)
- Robust inference for seemingly unrelated regression models (Q1661346) (← links)
- M-estimators of location for functional data (Q1697056) (← links)
- Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function (Q1726389) (← links)
- Fast computation of robust subspace estimators (Q1727931) (← links)
- The median of a random fuzzy number. The 1-norm distance approach (Q1759741) (← links)
- Bounded influence regression using high breakdown scatter matrices (Q1881394) (← links)
- M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data (Q2036155) (← links)
- Robust penalized estimators for functional linear regression (Q2111064) (← links)
- Robust functional regression based on principal components (Q2274953) (← links)
- Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data (Q2302765) (← links)
- Robust Bayesian seemingly unrelated regression model (Q2319484) (← links)
- On the consistency of a spatial-type interval-valued median for random intervals (Q2348327) (← links)
- A parameterized \(L^2\) metric between fuzzy numbers and its parameter interpretation (Q2350616) (← links)
- Inference for robust canonical variate analysis (Q2442782) (← links)
- Fast robust estimation of prediction error based on resampling (Q2445765) (← links)
- The multivariate least-trimmed squares estimator (Q2476138) (← links)
- Robust estimation of Cronbach's alpha (Q2499084) (← links)
- An L1-type estimator of multivariate location and shape (Q2655560) (← links)
- Stahel–Donoho estimation for high-dimensional data (Q2804919) (← links)
- An Alternative Approach to the Median of a Random Interval Using an L 2 Metric (Q2805798) (← links)
- Comparing the Medians of a Random Interval Defined by Means of Two Different L 1 Metrics (Q2829641) (← links)
- Comparing the Representativeness of the 1-norm Median for Likert and Free-response Fuzzy Scales (Q2829642) (← links)
- Stahel-Donoho estimators with cellwise weights (Q3070619) (← links)
- Robust and Efficient One-Way MANOVA Tests (Q3095187) (← links)
- An algorithm for deepest multiple regression (Q3297931) (← links)
- Robust Principal Component Analysis Based on Pairwise Correlation Estimators (Q3298518) (← links)
- A robust linear grouping algorithm (Q3298585) (← links)
- A Hotelling Test Based on MCD (Q3298657) (← links)
- Analyzing Data with Robust Multivariate Methods and Diagnostic Plots (Q3298668) (← links)
- (Q3378803) (← links)
