Influence functions of the Spearman and Kendall correlation measures von Croux, Christophe, Dehon, Catherine

Volltext

Robust Regression in Stata von Verardi, Vincenzo, Croux, Christophe

Volltext

Depression and socio-economic risk factors: 7-year longitudinal population study von Lorant, Vincent, Croux, Christophe, Weich, Scott, Deliège, Denise, Mackenbach, Johan, Ansseau, Marc

Volltext

Sparse canonical correlation analysis from a predictive point of view von Wilms, Ines, Croux, Christophe

Volltext

Robust and sparse multigroup classification by the optimal scoring approach von Ortner, Irene, Filzmoser, Peter, Croux, Christophe

Volltext

Sovereign credit rating determinants: A comparison before and after the European debt crisis von Reusens, Peter, Croux, Christophe

Volltext

High breakdown estimators for principal components: the projection-pursuit approach revisited von Croux, Christophe, Ruiz-Gazen, Anne

Volltext

The Gaussian rank correlation estimator: robustness properties von Boudt, Kris, Cornelissen, Jonathan, Croux, Christophe

Volltext

Sparse least trimmed squares regression for analyzing high-dimensional large data sets von Alfons, Andreas, Croux, Christophe, Gelper, Sarah

Volltext

Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models von Croux, Christophe, Gijbels, Irène, Prosdocimi, Ilaria

Volltext

Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion von Claeskens, Gerda, Croux, Christophe, Van Kerckhoven, Johan

Volltext

A comparison of algorithms for the multivariate L 1-median von Fritz, Heinrich, Filzmoser, Peter, Croux, Christophe

Volltext

Unveiling the relationship between the transaction timing, spending and dropout behavior of customers von Glady, Nicolas, Lemmens, Aurélie, Croux, Christophe

Volltext

Volatility spillovers in commodity markets: A large t-vector autoregressive approach von Barbaglia, Luca, Croux, Christophe, Wilms, Ines

Volltext

Implementing the Bianco and Yohai estimator for logistic regression von Croux, Christophe, Haesbroeck, Gentiane

Volltext

A Measure of Comovement for Economic Variables: Theory and Empirics von Croux, Christophe, Forni, Mario, Reichlin, Lucrezia

Volltext

Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys von Lemmens, Aurélie, Croux, Christophe, Dekimpe, Marnik G.

Volltext

Alternatives to the Median Absolute Deviation von Rousseeuw, Peter J., Croux, Christophe

Volltext

Jump robust daily covariance estimation by disentangling variance and correlation components von Boudt, Kris, Cornelissen, Jonathan, Croux, Christophe

Volltext

Sparse regression for large data sets with outliers von Bottmer, Lea, Croux, Christophe, Wilms, Ines

Volltext