Stefan Van Aelst

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All published works

Action	Title	Year	Authors
+	Multi-Model Subset Selection	2024	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+	Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw	2024	Eva Cantoni Mia Hubert Davide La Vecchia Stefan Van Aelst
+	Fuzzy S-Estimators	2024	Beatriz Sinova Stefan Van Aelst
+	Robust and sparse logistic regression	2023	Dries Cornilly Lise Tubex Stefan Van Aelst Tim Verdonck
+ PDF Chat	Co-clustering contaminated data: a robust model-based approach	2023	Edoardo Fibbi Domenico Perrotta Francesca Torti Stefan Van Aelst Tim Verdonck
+ PDF Chat	Robust and efficient estimation of nonparametric generalized linear models	2023	Ioannis Kalogridis Gerda Claeskens Stefan Van Aelst
+ PDF Chat	Robust Inference and Modeling of Mean and Dispersion for Generalized Linear Models	2022	Jolien Ponnet Pieter Segaert Stefan Van Aelst Tim Verdonck
+ PDF Chat	Robust penalized estimators for functional linear regression	2022	Ioannis Kalogridis Stefan Van Aelst
+ PDF Chat	Robust optimal estimation of location from discretely sampled functional data	2022	Ioannis Kalogridis Stefan Van Aelst
+	Robust and efficient estimation of nonparametric generalized linear models	2022	Gerda Claeskens Ioannis Kalogridis Stefan Van Aelst
+	Multi-Model Subset Selection	2022	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+ PDF Chat	Robust penalized spline estimation with difference penalties	2021	Ioannis Kalogridis Stefan Van Aelst
+	Split Modeling for High-Dimensional Logistic Regression	2021	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+	Data-Driven Diverse Ensembles of Logistic Regression Models	2021	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+	Data-Driven Diverse Logistic Regression Ensembles	2021	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+	Robust penalized spline estimation with difference penalties	2020	Ioannis Kalogridis Stefan Van Aelst
+ PDF Chat	M-type penalized splines with auxiliary scale estimation	2020	Ioannis Kalogridis Stefan Van Aelst
+ PDF Chat	M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data	2020	Beatriz Sinova Stefan Van Aelst Pedro Terán
+ PDF Chat	Outlier robust modeling of survival curves in the presence of potentially time-varying coefficients	2020	Jorne Lionel Biccler Martin Bøgsted Stefan Van Aelst Tim Verdonck
+	ltsspca: Sparse Principal Component Based on Least Trimmed Squares	2019	Zhaoran Wang Stefan Van Aelst
+ PDF Chat	Sparse Principal Component Analysis Based on Least Trimmed Squares	2019	Yixin Wang Stefan Van Aelst
+	M-type penalized splines for functional linear regression	2019	Ioannis Kalogridis Stefan Van Aelst
+	Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data	2019	Beatriz Sinova Stefan Van Aelst
+	Robust functional regression based on principal components	2019	Ioannis Kalogridis Stefan Van Aelst
+ PDF Chat	Comments on: Data science, big data and statistics	2019	Stefan Van Aelst Ruben H. Zamar
+ PDF Chat	Fast computation of robust subspace estimators	2019	Holger Cevallos-Valdiviezo Stefan Van Aelst
+	Robust penalized estimators for functional linear regression	2019	Ioannis Kalogridis Stefan Van Aelst
+	Split regression modeling	2018	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+ PDF Chat	Robust variable screening for regression using factor profiling	2018	Yixin Wang Stefan Van Aelst
+ PDF Chat	Robust Bayesian seemingly unrelated regression model	2018	Chamberlain Mbah Kris Peremans Stefan Van Aelst Dries F. Benoit
+ PDF Chat	A Robust General Multivariate Chain Ladder Method	2018	Kris Peremans Stefan Van Aelst Tim Verdonck
+ PDF Chat	Empirical Comparison of the Performance of Location Estimates of Fuzzy Number-Valued Data	2018	Beatriz Sinova Stefan Van Aelst
+ PDF Chat	Robust inference for seemingly unrelated regression models	2018	Kris Peremans Stefan Van Aelst
+ PDF Chat	A spatial-type interval-valued median for random intervals	2018	Beatriz Sinova Stefan Van Aelst
+	Fast Computation of Robust Subspace Estimators	2018	Holger Cevallos Valdiviezo Stefan Van Aelst
+ PDF Chat	M-estimators of location for functional data	2018	Beatriz Sinova Gil González‐Rodríguez Stefan Van Aelst
+	Split Regression Modeling	2018	Anthony Christidis Stefan Van Aelst Ruben H. Zamar
+	Fast Computation of Robust Subspace Estimators	2018	Holger Cevallos-Valdiviezo Stefan Van Aelst
+ PDF Chat	Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function	2017	Beatriz Sinova Stefan Van Aelst
+	2nd special issue on robust analysis of complex data	2017	Samuel Mueller Graciela Boente Christophe Croux Juan Romo Stefan Van Aelst
+	Robust variable screening for regression using factor profiling	2017	Zhaoran Wang Stefan Van Aelst
+ PDF Chat	Robust bootstrap procedures for the chain-ladder method	2016	Kris Peremans Pieter Segaert Stefan Van Aelst Tim Verdonck
+ PDF Chat	Tukey’s Biweight Loss Function for Fuzzy Set-Valued M-estimators of Location	2016	Beatriz Sinova Stefan Van Aelst
+	Fast and robust bootstrap in seemingly unrelated regression models	2016	Kris Peremans Stefan Van Aelst
+	Robust Principal Components by Least Trimmed Squares for High-Dimensional and Functional Data	2016	Stefan Van Aelst Holger Cevallos Valdiviezo Matías Salibián‐Barrera
+	Robust Principal Components for High-Dimensional Data	2016	Stefan Van Aelst Holger Cevallos Valdiviezo Matías Salibián‐Barrera
+ PDF Chat	M-Estimates of Location for the Robust Central Tendency of Fuzzy Data	2015	Beatriz Sinova Marı́a Ángeles Gil Stefan Van Aelst
+	Special Issue on Advances in Data Mining and Robust Statistics	2015	Michael W. Berry Jung Jin Lee Giovanni Montana Stefan Van Aelst Ruben H. Zamar
+ PDF Chat	Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination	2015	Stefan Van Aelst
+ PDF Chat	Tree-based prediction on incomplete data using imputation or surrogate decisions	2015	Holger Cevallos-Valdiviezo Stefan Van Aelst
+ PDF Chat	On the consistency of a spatial-type interval-valued median for random intervals	2015	Beatriz Sinova Stefan Van Aelst
+	Least trimmed squares estimators for functional principal component analysis	2015	Holger Cevallos Stefan Van Aelst Matías Salibián‐Barrera
+	On the consistency of a spatial-type interval-valued median for random intervals	2014	Beatriz Sinova Stefan Van Aelst
+	Robustness in the Linear Regression M+N105odel	2014	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+	Outliers	2014	Stefan Van Aelst
+ PDF Chat	Robust tests for linear regression models based on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si118.gif" display="inline" overflow="scroll"><mml:mi>τ</mml:mi></mml:math>-estimates	2014	Matías Salibián‐Barrera Stefan Van Aelst Vı́ctor J. Yohai
+ PDF Chat	Stahel–Donoho estimation for high-dimensional data	2014	Stefan Van Aelst
+ PDF Chat	A parameterized metric between fuzzy numbers and its parameter interpretation	2014	Beatriz Sinova Marı́a Ángeles Gil Marı́a Teresa López Stefan Van Aelst
+ PDF Chat	A statistical basis for harmonization of thyroid stimulating hormone immunoassays using a robust factor analysis model	2014	Dietmar Stöckl Katleen Van Uytfanghe Stefan Van Aelst Linda M. Thienpont
+	Robust least angle regression with categorical variables	2014	Stefan Van Aelst Ruben H. Zamar Hongyang Zhang
+	Robust Likelihood Ratio Type Tests based on Fast and Robust Bootstrap	2014	Stefan Van Aelst
+	Least angle regression with categorical variables	2014	Stefan Van Aelst Ruben H. Zamar Hongyang Zhang
+	Outlier Detection and Robust Variable Selection for Least Angle Regression	2014	Sh. Shahriari Susana Faria A. Manuela Gonçalves Stefan Van Aelst
+	On the consistency of a spatial-type interval-valued median for random intervals	2014	Beatriz Sinova Stefan Van Aelst
+	Special issue on robust analysis of complex data	2013	Christophe Croux Elvezio Ronchetti Matías Salibián‐Barrera Stefan Van Aelst
+	Fast and Robust Bootstrap for Multivariate Inference: The R Package FRB	2013	Stefan Van Aelst Gert Willems
+	Robust and efficient estimation of the residual scale in linear regression	2013	Stefan Van Aelst Gert Willems Ruben H. Zamar
+	Qualitative Robustness of Bootstrap Approximations for Kernel Based Methods	2013	Andreas Christmann Matías Salibián‐Barrera Stefan Van Aelst
+	Fast and Robust Bootstrap for Multivariate Inference: The<i>R</i>Package<b>FRB</b>	2013	Stefan Van Aelst Gert Willems
+	A fast algorithm for S-estimation in robust heteroscedastic regression	2013	Peter Slock Stefan Van Aelst Matías Salibián‐Barrera
+	Robust and efficient residual scale estimators	2013	Stefan Van Aelst Gert Willems Ruben H. Zamar
+	An Alternative Approach to the Median of a Random Interval Using an L 2 Metric	2012	Beatriz Sinova Gil González‐Rodríguez Stefan Van Aelst
+	<scp>H</scp>otelling's<scp>T</scp><sup>2</sup>Tests (Robust Versions Of)	2012	Marc Hallin Stefan Van Aelst
+ PDF Chat	Outliers	2012	Stefan Van Aelst
+	Comparing the Medians of a Random Interval Defined by Means of Two Different L 1 Metrics	2012	Beatriz Sinova Stefan Van Aelst
+	Comparing the Representativeness of the 1-norm Median for Likert and Free-response Fuzzy Scales	2012	Sara de la Rosa de Sáa Stefan Van Aelst
+	Robust likelihood ratio type tests for regression tau estimators	2012	Stefan Van Aelst Matías Salibián‐Barrera Vı́ctor J. Yohai
+	Likelihood ratio type tests in robust regression	2012	Stefan Van Aelst Matías Salibián‐Barrera Vı́ctor J. Yohai
+	Likelihood Ratio Type Tests for tau Regression	2012	Stefan Van Aelst Matías Salibián‐Barrera Vı́ctor J. Yohai
+	Robust Estimation of Correlation	2012	Stefan Van Aelst
+	Robust ANOVA tests for linear models	2012	Stefan Van Aelst Matías Salibián‐Barrera Vı́ctor J. Yohai
+	Hotelling's T2 test (robust versions of)	2012	Marc Hallin Stefan Van Aelst
+ PDF Chat	The median of a random fuzzy number. The 1-norm distance approach	2011	Beatriz Sinova Marı́a Ángeles Gil Ana Colubi Stefan Van Aelst
+	On the stability of bootstrap estimators	2011	Andreas Christmann Matías Salibián‐Barrera Stefan Van Aelst
+ PDF Chat	A Stahel–Donoho estimator based on huberized outlyingness	2011	Stefan Van Aelst Ellen Vandervieren Gert Willems
+ PDF Chat	Robust and Efficient One-Way MANOVA Tests	2011	Stefan Van Aelst Gert Willems
+	Concepts and methods in robust statistics	2011	Stefan Van Aelst
+	Robust correlations revisited	2011	Stefan Van Aelst
+	On the stability of bootstrap estimators	2011	Andreas Christmann Matías Salibián‐Barrera Stefan Van Aelst
+ PDF Chat	Special issue on variable selection and robust procedures	2010	Stefan Van Aelst Roy E. Welsch Ruben H. Zamar
+ PDF Chat	Inference for robust canonical variate analysis	2010	Stefan Van Aelst Gert Willems
+ PDF Chat	Fast robust estimation of prediction error based on resampling	2010	Jafar A Khan Stefan Van Aelst Ruben H. Zamar
+	Robust Principal Component Analysis Based on Pairwise Correlation Estimators	2010	Stefan Van Aelst Ellen Vandervieren Gert Willems
+	Robust Variable Selection in Discriminant Analysis	2010	Stefan Van Aelst Gert Willems
+	Selecting Variables in Two-Group Robust Linear Discriminant Analysis	2010	Stefan Van Aelst Gert Willems
+	Applications of fast robust bootstrap inference	2010	Stefan Van Aelst Gert Willems
+	Maximum Bias due to Missing Data	2010	Stefan Van Aelst Ruben H. Zamar
+	Robust Bootstrap Inference: Recent Developments	2010	Stefan Van Aelst Gert Willems
+ PDF Chat	Stahel-Donoho estimators with cellwise weights	2009	Stefan Van Aelst Ellen Vandervieren Gert Willems
+ PDF Chat	Minimum volume ellipsoid	2009	Stefan Van Aelst Peter J. Rousseeuw
+	FRB: Fast and Robust Bootstrap	2009	Ella Roelant Stefan Van Aelst Gert Willems
+ PDF Chat	Propagation of outliers in multivariate data	2009	Fatemah Alqallaf Stefan Van Aelst Vı́ctor J. Yohai Ruben H. Zamar
+ PDF Chat	Robust Linear Clustering	2008	Luis Ángel García-Escudero Alfonso Gordaliza R. San Martín Stefan Van Aelst Ruben H. Zamar
+	Multivariate generalized S-estimators	2008	Ella Roelant Stefan Van Aelst Christophe Croux
+	Fast Robust Variable Selection	2008	Stefan Van Aelst Jafar A Khan Ruben H. Zamar
+ PDF Chat	The minimum weighted covariance determinant estimator	2008	Ella Roelant Stefan Van Aelst Gert Willems
+ PDF Chat	Robust model selection using fast and robust bootstrap	2008	Matías Salibián‐Barrera Stefan Van Aelst
+ PDF Chat	High-Breakdown Robust Multivariate Methods	2008	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+ PDF Chat	Robust Linear Model Selection Based on Least Angle Regression	2007	Jafar A Khan Stefan Van Aelst Ruben H. Zamar
+	Machine Learning and Robust Data Mining	2007	Christophe Croux Efstratios Gallopoulos Stefan Van Aelst Hongyuan Zha
+ PDF Chat	Fast and robust bootstrap	2007	Matías Salibián‐Barrera Stefan Van Aelst Gert Willems
+ PDF Chat	Building a robust linear model with forward selection and stepwise procedures	2007	Jafar A Khan Stefan Van Aelst Ruben H. Zamar
+	Robust linear clustering around affine subspaces	2007	Ricardo A. San Martín Luis Ángel García-Escudero Alfonso Gordaliza Stefan Van Aelst Ruben H. Zamar
+	A Survey of Robust Statistics - Comment	2007	Peter J. Rousseeuw Stefan Van Aelst
+ PDF Chat	An L1-type estimator of multivariate location and shape	2006	Ella Roelant Stefan Van Aelst
+ PDF Chat	Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap	2006	Matías Salibián‐Barrera Stefan Van Aelst Gert Willems
+ PDF Chat	The multivariate least-trimmed squares estimator	2006	José Julio Espina Agulló Christophe Croux Stefan Van Aelst
+	A robust linear grouping algorithm	2006	Greet Pison Stefan Van Aelst Ruben H. Zamar
+	Robust estimation of Cronbach's alpha	2005	Andreas Christmann Stefan Van Aelst
+	Multivariate Outlier Detection and Robustness	2005	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+	MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE	2005	Stefan Van Aelst Gert Willems
+ PDF Chat	Linear grouping using orthogonal regression	2004	Stefan Van Aelst Xiaogang Wang Ruben H. Zamar Rong Zhu
+	Robustness	2004	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+ PDF Chat	Robust Multivariate Regression	2004	Peter J. Rousseeuw Stefan Van Aelst Katrien Van Driessen Jose A Gulló
+ PDF Chat	Diagnostic Plots for Robust Multivariate Methods	2004	Greet Pison Stefan Van Aelst
+ PDF Chat	Fast and robust bootstrap for LTS	2004	Gert Willems Stefan Van Aelst
+	The Multivariate Least Weighted Squared Distances Estimator	2004	Ella Roelant Stefan Van Aelst Gert Willems
+	Bounded influence regression using high breakdown scatter matrices	2003	Christophe Croux Stefan Van Aelst Catherine Dehon
+ PDF Chat	Small Sample Corrections for LTS and MCD	2003	Greet Pison Stefan Van Aelst Gert Willems
+	A Robust Hotelling Test	2003	Gert Willems Greet Pison Peter J. Rousseeuw Stefan Van Aelst
+	Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning - Comment.	2002	Christophe Croux Stefan Van Aelst
+	A robust Hotelling test	2002	Gert Willems Greet Pison Peter J. Rousseeuw Stefan Van Aelst
+	The Deepest Regression Method	2002	Stefan Van Aelst Peter J. Rousseeuw Mia Hubert Anja Struyf
+ PDF Chat	Small sample corrections for LTS and MCD	2002	Greet Pison Stefan Van Aelst Gert Willems
+	Robust Bootstrap for S-estimators of Multivariate Regression	2002	Stefan Van Aelst Gert Willems
+	A Hotelling Test Based on MCD	2002	Gert Willems Greet Pison Peter J. Rousseeuw Stefan Van Aelst
+	Inconsistency of resampling algorithms for high-breakdown regression estimators and a new algorithm - Comment	2002	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+	Analyzing Data with Robust Multivariate Methods and Diagnostic Plots	2002	Greet Pison Stefan Van Aelst
+ PDF Chat	Deepest regression in analytical chemistry	2001	Peter J. Rousseeuw Stefan Van Aelst Bisoendath Rambali J. Smeyers–Verbeke
+ PDF Chat	Robust estimation of the conditional median function at elliptical models	2001	Christophe Croux Catherine Dehon Peter J. Rousseeuw Stefan Van Aelst
+	Similarities Between Location Depth and Regression Depth	2001	Mia Hubert Peter J. Rousseeuw Stefan Van Aelst
+	Robustness of Deepest Regression	2000	Stefan Van Aelst Peter J. Rousseeuw
+	A Robust Method for Multivariate Regression	2000	Stefan Van Aelst Katrien Van Driessen Peter J. Rousseeuw
+	An algorithm for deepest multiple regression	2000	Peter J. Rousseeuw Stefan Van Aelst
+	Regression Depth: Rejoinder	1999	Peter J. Rousseeuw Stefan Van Aelst Mia Hubert
+	Rejoinder	1999	Peter J. Rousseeuw Stefan Van Aelst Mia Hubert
+	The Deepest Fit	1998	Peter J. Rousseeuw Stefan Van Aelst

Common Coauthors

Coauthor	Papers Together
Gert Willems	26
Peter J. Rousseeuw	21
Beatriz Sinova	16
Ruben H. Zamar	16
Matías Salibián‐Barrera	16
Ioannis Kalogridis	10
Mia Hubert	10
Christophe Croux	8
Ruben H. Zamar	8
Greet Pison	8
Anthony Christidis	7
Vı́ctor J. Yohai	6
Tim Verdonck	6
Ella Roelant	5
Kris Peremans	5
Jafar A Khan	4
Andreas Christmann	4
Ellen Vandervieren	3
Holger Cevallos Valdiviezo	3
Marı́a Ángeles Gil	3
Holger Cevallos-Valdiviezo	3
Pieter Segaert	2
Zhaoran Wang	2
Gil González–Rodríguez	2
Marc Hallin	2
Catherine Dehon	2
Gerda Claeskens	2
Luis Ángel García-Escudero	2
Hongyang Zhang	2
Alfonso Gordaliza	2
Katrien Van Driessen	2
Anja Struyf	1
Bisoendath Rambali	1
Ricardo A. San Martín	1
Chamberlain Mbah	1
Dries F. Benoit	1
Edoardo Fibbi	1
Lise Tubex	1
Wei Wang	1
Rong Zhu	1
R. San Martín	1
Jung Jin Lee	1
Yixin Wang	1
Pedro Terán	1
Linda M. Thienpont	1
Samuel Mueller	1
Yixin Wang	1
Giovanni Montana	1
Peter Slock	1
Sara de la Rosa de Sáa	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Least Median of Squares Regression	1984	Peter J. Rousseeuw	39
+	Robust Statistics: The Approach Based on Influence Functions	1987	David Ruppert Frank R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	31
+	Robust Regression and Outlier Detection	1989	Gregory F. Piepel Peter J. Rousseeuw Annick M. Leroy	26
+	A Fast Algorithm for the Minimum Covariance Determinant Estimator	1999	Peter J. Rousseeuw Katrien Van Driessen	26
+	Robust Regression and Outlier Detection	1987	Peter J. Rousseeuw Annick M. Leroy	25
+	Robust Regression by Means of S-Estimators	1984	Peter J. Rousseeuw V. J. Yohai	24
+	Robust Statistics: Theory and Methods	2006	Ricardo A. Maronna R. Douglas Martin Vı́ctor J. Yohai	23
+ PDF Chat	Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap	2006	Matías Salibián‐Barrera Stefan Van Aelst Gert Willems	23
+ PDF Chat	Asymptotic Behaviour of $S$-Estimates of Multivariate Location Parameters and Dispersion Matrices	1987	P. L. Davies	22
+	A Fast Algorithm for the Minimum Covariance Determinant Estimator	1999	Peter J. Rousseeuw Katrien Van Driessen	22
+ PDF Chat	On the Relation between $S$-Estimators and $M$-Estimators of Multivariate Location and Covariance	1989	Hendrik P. Lopuhaä	22
+ PDF Chat	Bootrapping robust estimates of regression	2002	Matías Salibián‐Barrera Ruben H. Zamar	20
+	Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator	1999	Christophe Croux Gentiane Haesbroeck	20
+ PDF Chat	Breakdown Points of Affine Equivariant Estimators of Multivariate Location and Covariance Matrices	1991	Hendrik P. Lopuhaä Peter J. Rousseeuw	19
+ PDF Chat	High Breakdown-Point and High Efficiency Robust Estimates for Regression	1987	Vı́ctor J. Yohai	19
+	MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE	2005	Stefan Van Aelst Gert Willems	18
+	Unmasking Multivariate Outliers and Leverage Points	1990	Peter J. Rousseeuw Bert C. van Zomeren	18
+ PDF Chat	Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies	2000	Christophe Croux Gentiane Haesbroeck	17
+ PDF Chat	On the uniqueness of S-functionals and M-functionals under nonelliptical distributions	2000	Kay Tatsuoka David E. Tyler	17
+	Robust Statistics: The Approach Based on Influence Functions.	1987	Christopher Jennison F. R. Hampel Elvezio Ronchetti Peter J. Rousseeuw Werner A. Stahel	16
+ PDF Chat	Robust Estimation of a Location Parameter	1964	Peter J. Huber	16
+	Robust Statistics	1981	Peter J. Huber	16
+ PDF Chat	Robust $M$-Estimators of Multivariate Location and Scatter	1976	Ricardo A. Maronna	15
+	Multivariate Estimation with High Breakdown Point	1985	Peter J. Rousseeuw	15
+	Robust Statistics	2006	Ricardo A. Maronna R. Douglas Martin Vı́ctor J. Yohai	14
+ PDF Chat	Robust Multivariate Regression	2004	Peter J. Rousseeuw Stefan Van Aelst Katrien Van Driessen Jose A Gulló	14
+ PDF Chat	Propagation of outliers in multivariate data	2009	Fatemah Alqallaf Stefan Van Aelst Vı́ctor J. Yohai Ruben H. Zamar	13
+	Applied Multivariate Statistical Analysis.	1988	Andrea Johnson Dean W. Wichern	13
+	A Fast Algorithm for S-Regression Estimates	2006	Matías Salibián‐Barrera Vı́ctor J. Yohai	13
+ PDF Chat	Asymptotics of reweighted estimators of multivariate location and scatter	1999	Hendrik P. Lopuhaä	13
+ PDF Chat	Small sample corrections for LTS and MCD	2002	Greet Pison Stefan Van Aelst Gert Willems	12
+ PDF Chat	Robust Linear Model Selection Based on Least Angle Regression	2007	Jafar A Khan Stefan Van Aelst Ruben H. Zamar	12
+	High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale	1988	Vı́ctor J. Yohai Ruben H. Zamar	12
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	12
+	ROBPCA: A New Approach to Robust Principal Component Analysis	2005	Mia Hubert Peter J. Rousseeuw Karlien Vanden Branden	12
+ PDF Chat	Asymptotics for the Minimum Covariance Determinant Estimator	1993	Ronald W. Butler P. L. Davies Myoungshic Jhun	12
+ PDF Chat	Robust Inference for Generalized Linear Models	2001	Eva Cantoni Elvezio Ronchetti	11
+	High Breakdown Estimation for Multiple Populations with Applications to Discriminant Analysis	2000	Xuming He Wing K. Fung	11
+	Robust Estimates of Location and Dispersion for High-Dimensional Datasets	2002	Ricardo A. Maronna Ruben H. Zamar	11
+ PDF Chat	The multivariate least-trimmed squares estimator	2006	José Julio Espina Agulló Christophe Croux Stefan Van Aelst	11
+ PDF Chat	Min-Max Bias Robust Regression	1989	R. Douglas Martin V. J. Yohai Ruben H. Zamar	10
+	Fuzzy random variables	1986	Madan L. Puri Dan A. Ralescu	10
+	Principal Components and Orthogonal Regression Based on Robust Scales	2005	Ricardo A. Maronna	10
+ PDF Chat	The median of a random fuzzy number. The 1-norm distance approach	2011	Beatriz Sinova Marı́a Ángeles Gil Ana Colubi Stefan Van Aelst	10
+	High breakdown estimators for principal components: the projection-pursuit approach revisited	2004	Christophe Croux Anne Ruiz‐Gazen	10
+ PDF Chat	Robust linear discriminant analysis using S‐estimators	2001	Christophe Croux Catherine Dehon	10
+	Least Median of Squares Regression	1984	Peter J. Rousseeuw	10
+ PDF Chat	Constrained M-estimation for multivariate location and scatter	1996	John T. Kent David E. Tyler	9
+ PDF Chat	Robust model selection using fast and robust bootstrap	2008	Matías Salibián‐Barrera Stefan Van Aelst	9
+	Robust factor analysis	2003	Greet Pison Peter J. Rousseeuw Peter Filzmoser Christophe Croux	9