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Robust regression with a distributed intercept using least median of square : theory and application to earnings functions with dummy variables for sectors

Rousseeuw, Peter J. - 1990

Persistent link: https://www.econbiz.de/10013416199

Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...

Persistent link: https://www.econbiz.de/10010298200

Testing the information matrix equality with robust estimators

Croux, Christophe; Dhaene, Geert; Hoorelbeke, Dirk - 2003

Persistent link: https://www.econbiz.de/10001765884

Robust estimators for the fixed effects panel data model

Bramati, Maria Caterina; Croux, Christophe - 2003

Persistent link: https://www.econbiz.de/10001820238

Maxbias curves of robust scale estimators based on subranges

Croux, Christophe; Haesbroeck, Gentiane - In: Metrika : international journal for theoretical and … 53 (2001) 2, pp. 101-122

Persistent link: https://www.econbiz.de/10001626383

Testing the information matrix equality with robust estimators

Croux, Christophe; Dhaene, Geert; Hoorelbeke, Dirk - 2003

Persistent link: https://www.econbiz.de/10001747992

Dimension reduction of the explanatory variables in multiple linear regression

Filzmoser, Peter; Croux, Christophe - 2002

Persistent link: https://www.econbiz.de/10001721659

The breakdown behavior of the maximum likelihood estimator in the logistic regression model

Croux, Christophe; Flandre, Cécile; Haesbroeck, Gentiane - 2002

Persistent link: https://www.econbiz.de/10001649458

Robust estimation of the vector autoregressive model by a trimmed least squares procedure

Joossens, Kristel; Croux, Christophe - 2004

Persistent link: https://www.econbiz.de/10002624169

Partial robust m-regression

Serneels, Sven; Croux, Christophe; Filzmoser, Peter - 2004

Persistent link: https://www.econbiz.de/10002503551

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