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Principal components analysis based on multivariate MM estimators with fast and robust bootstrap

Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1198-1211

Persistent link: https://www.econbiz.de/10003375965

Fast and robust bootstrap

Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 1, pp. 41-71

Persistent link: https://www.econbiz.de/10003625191

Robust linear model selection based on least angle regression

Khan, Jafar A.; Van Aelst, Stefan; Zamar, Ruben H. - In: Journal of the American Statistical Association : JASA 102 (2007) 480, pp. 1289-1299

Persistent link: https://www.econbiz.de/10003625881

A robust general multivariate chain ladder method

Peremans, Kris; Van Aelst, Stefan; Verdonck, Tim - In: Risks : open access journal 6 (2018) 4, pp. 1-18

The chain ladder method is a popular technique to estimate the future reserves needed to handle claims that are not fully settled. Since the predictions of the aggregate portfolio (consisting of different subportfolios) do not need to be equal to the sum of the predictions of the subportfolios,...

Persistent link: https://www.econbiz.de/10011906200