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An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011658494
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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - 2017
Persistent link: https://www.econbiz.de/10011799030
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The multivariate least trimmed squares estimator
Agulló, Jose; Croux, Christophe; Van Aelst, Stefan - 2002
Persistent link: https://www.econbiz.de/10001675805
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Fast and robust estimation of the multivariate errors in variables model
Croux, Christophe; Fekri, M.; Ruiz-Gazen, A. - 2003
Persistent link: https://www.econbiz.de/10001938339
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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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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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Logistic discrimination using robust estimators
Croux, Christophe; Haesbroeck, Gentiane; Joossens, Kristel - 2005
Persistent link: https://www.econbiz.de/10003272133
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Algorithms for projection-pursuit robust principal component analysis
Croux, Christophe (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003618494
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Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris (contributor); Croux, Christophe (contributor) - 2007
Persistent link: https://www.econbiz.de/10003624500