Van Aelst, Stefan - Vakgroep Toegepaste Wiskunde en Informatica, Universiteit Gent

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Van Aelst, Stefan - Vakgroep Toegepaste Wiskunde en Informatica, Universiteit Gent

Statistical Methods and Applications manuscript No. (will be inserted by the editor)
The Deepest Regression Method Stefan Van Aelst1
Stahel-Donoho Estimators with Cellwise S. Van Aelst a,, E. Vandervieren b
Statistical Methods and Applications manuscript No. (will be inserted by the editor)
Propagation of Outliers in Multivariate Fatemah Alqallaf,
Linear Grouping Using Orthogonal Stefan Van Aelst
Robust Linear Model Selection Based on Least Angle Regression
Robust Estimation of the Conditional Median Function at Elliptical Models
Package `FRB' May 13, 2009
myjournal manuscript No. (will be inserted by the editor)
Bounded Influence Regression using High Breakdown Scatter Matrices
Robustness of Deepest Regression Stefan Van Aelst1
Robust Linear Clustering L.A. Garcia-Escudero
Noname ADAC manuscript No. (will be inserted by the editor)
Robust Model Selection Using Fast and Robust Bootstrap
Building a Robust Linear Model with Forward Selection and Stepwise Procedures
MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE
Fast Robust Estimation of Prediction Error Based on Jafar A. Khana
Technical report: Multivariate generalized S-estimators
The Multivariate Least Trimmed Squares Jose Agullo
PCA based on Multivariate MM-estimators with Fast and Robust Bootstrap
Robust Estimation of Cronbach's Alpha A. Christmann
Fast and robust bootstrap for LTS Gert Willems a,, Stefan Van Aelst b
Robust Multivariate Regression Peter J. Rousseeuw, Stefan Van Aelst, Katrien Van Driessen
Diagnostic Plots For Robust Multivariate Methods Greet Pison and Stefan Van Aelst
Deepest Regression in Analytical Chemistry P. J. Rousseeuw,a
Noname manuscript No. (will be inserted by the editor)
Robust and Efficient One-way MANOVA Tests Stefan Van Aelst and Gert Willems
Stahel-Donoho Estimator Based on Huberized Outlyingness