Search Results - person:"Rousseeuw, P. J."

Willems, G.; Pison, G.; Rousseeuw, P.J. - In: Metrika : international journal for theoretical and … 55 (2002) 1/2, pp. 125-138

Persistent link: https://www.econbiz.de/10001673575

Preface

Rasson, J. -P.; Rousseeuw, P. J. - In: Computational Statistics & Data Analysis 23 (1996) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10005165451

Fuzzy clustering using scatter matrices

Rousseeuw, P. J.; Kaufman, L.; Trauwaert, E. - In: Computational Statistics & Data Analysis 23 (1996) 1, pp. 135-151

Persistent link: https://www.econbiz.de/10005172242

The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality

Hossjer, O.; Rousseeuw, P. J.; Ruts, I. - In: Journal of Multivariate Analysis 52 (1995) 1, pp. 45-72

Given the simple linear regression model Yi = [alpha] + [beta]Xi + ei for i = 1, ..., n, we consider the repeated median estimator of the intercept [alpha], defined as [alpha]n = medi medj,j [not equal to] i (XjYi - XiYj)/(Xj - Xi). We determine the influence function and prove asymptotic...

Persistent link: https://www.econbiz.de/10005199772

Asymptotics of Generalized S-Estimators

Hossjer, O.; Croux, C.; Rousseeuw, P. J. - In: Journal of Multivariate Analysis 51 (1994) 1, pp. 148-177

An S-estimator of regression is obtained by minimizing an M-estimator of scale applied to the residuals ri. On the other hand, a generalized S-estimator (or GS-estimator) minimizes an M-estimator of scale based on all pairwise differences ri - rj. Generalized S-estimators have similar robustness...

Persistent link: https://www.econbiz.de/10005093834