Details about Peter Rousseeuw
Access statistics for papers by Peter Rousseeuw.
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Short-id: pro350
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Working Papers
2002
- Inflation, relative prices and nominal rigidities
Working Paper Research, National Bank of Belgium View citations (18)
See also Chapter Inflation, relative prices and nominal rigidities, BIS Papers chapters, Bank for International Settlements (2003) View citations (16) (2003)
2001
- The hidden logistic regression model
Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
2000
- Econometric applications of high-breakdown robust regression techniques
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article Econometric applications of high-breakdown robust regression techniques, Economics Letters, Elsevier (2001) View citations (59) (2001)
- The Competitive Advantage of Seaports
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
See also Journal Article The Competitive Advantage of Seaports, Maritime Economics & Logistics, Palgrave Macmillan (2000) View citations (8) (2000)
1999
- Measuring overlap in logistic regression
Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (5)
1990
- Robust Regression with a Distributed Intercept Using Least Median of Squares: Theory and Application to Earnings Functions with Dummy Variables for Sectors
Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät
Journal Articles
2025
- Distance Covariance, Independence, and Pairwise Differences
The American Statistician, 2025, 79, (1), 122-128
2024
- The Cellwise Minimum Covariance Determinant Estimator
Journal of the American Statistical Association, 2024, 119, (548), 2610-2621
2020
- Clustering genomic words in human DNA using peaks and trends of distributions
Advances in Data Analysis and Classification, 2020, 14, (1), 57-76
2019
- A generalized spatial sign covariance matrix
Journal of Multivariate Analysis, 2019, 171, (C), 94-111 View citations (2)
- Robust Monitoring of Time Series with Application to Fraud Detection
Econometrics and Statistics, 2019, 9, (C), 108-121 View citations (10)
2018
- Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
Statistical Methods & Applications, 2018, 27, (4), 589-594
2017
- Multivariate and functional classification using depth and distance
Advances in Data Analysis and Classification, 2017, 11, (3), 445-466 View citations (9)
2015
- Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2015, 24, (3), 473-477 View citations (1)
- Multivariate functional outlier detection
Statistical Methods & Applications, 2015, 24, (2), 177-202 View citations (44)
- Rejoinder to ‘multivariate functional outlier detection’
Statistical Methods & Applications, 2015, 24, (2), 269-277 View citations (41)
2014
- Shape bias of robust covariance estimators: an empirical study
Statistical Papers, 2014, 55, (1), 15-28 View citations (3)
2010
- Special Issue on Robust Methods for Classification and Data Analysis
Advances in Data Analysis and Classification, 2010, 4, (2), 85-87
2009
- Robust PCA for skewed data and its outlier map
Computational Statistics & Data Analysis, 2009, 53, (6), 2264-2274 View citations (12)
2004
- Comment
Journal of the American Statistical Association, 2004, 99, 966-969
2003
- Robust factor analysis
Journal of Multivariate Analysis, 2003, 84, (1), 145-172 View citations (31)
- Robustness against separation and outliers in logistic regression
Computational Statistics & Data Analysis, 2003, 43, (3), 315-332 View citations (13)
2002
- Robust estimation in very small samples
Computational Statistics & Data Analysis, 2002, 40, (4), 741-758 View citations (3)
- The Deepest Regression Method
Journal of Multivariate Analysis, 2002, 81, (1), 138-166 View citations (19)
2001
- Econometric applications of high-breakdown robust regression techniques
Economics Letters, 2001, 71, (1), 1-8 View citations (59)
See also Working Paper Econometric applications of high-breakdown robust regression techniques, MPRA Paper (2000) View citations (4) (2000)
- Measuring overlap in binary regression
Computational Statistics & Data Analysis, 2001, 37, (1), 65-75 View citations (9)
- Robust estimation of the conditional median function at elliptical models
Statistics & Probability Letters, 2001, 51, (4), 361-368 View citations (3)
2000
- High-dimensional computation of the deepest location
Computational Statistics & Data Analysis, 2000, 34, (4), 415-426 View citations (12)
- Robustness of Deepest Regression
Journal of Multivariate Analysis, 2000, 73, (1), 82-106 View citations (10)
- The Competitive Advantage of Seaports
Maritime Economics & Logistics, 2000, 2, (2), 69-82 View citations (8)
See also Working Paper The Competitive Advantage of Seaports, ULB Institutional Repository (2000) View citations (8) (2000)
1999
- Displaying a clustering with CLUSPLOT
Computational Statistics & Data Analysis, 1999, 30, (4), 381-392 View citations (3)
- Halfspace Depth and Regression Depth Characterize the Empirical Distribution
Journal of Multivariate Analysis, 1999, 69, (1), 135-153 View citations (22)
1998
- The Catline for Deep Regression
Journal of Multivariate Analysis, 1998, 66, (2), 270-296 View citations (3)
1997
- Clustering in an Object-Oriented Environment
Journal of Statistical Software, 1997, 001, (i04) View citations (16)
- Integrating robust clustering techniques in S-PLUS
Computational Statistics & Data Analysis, 1997, 26, (1), 17-37 View citations (12)
1996
- Bivariate Location Depth
Journal of the Royal Statistical Society Series C, 1996, 45, (4), 516-526 View citations (33)
- Computing depth contours of bivariate point clouds
Computational Statistics & Data Analysis, 1996, 23, (1), 153-168 View citations (24)
- Fuzzy clustering using scatter matrices
Computational Statistics & Data Analysis, 1996, 23, (1), 135-151 View citations (7)
- Preface
Computational Statistics & Data Analysis, 1996, 23, (1), 1-1
- Regression-free and robust estimation of scale for bivariate data
Computational Statistics & Data Analysis, 1996, 21, (1), 67-85 View citations (3)
1995
- The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality
Journal of Multivariate Analysis, 1995, 52, (1), 45-72
1994
- Asymptotics of Generalized S-Estimators
Journal of Multivariate Analysis, 1994, 51, (1), 148-177 View citations (22)
- Robust regression with a distributed intercept using least median of squares
Computational Statistics & Data Analysis, 1994, 17, (1), 65-76 View citations (8)
- The bias of k-step M-estimators
Statistics & Probability Letters, 1994, 20, (5), 411-420 View citations (10)
- Unconventional features of positive-breakdown estimators
Statistics & Probability Letters, 1994, 19, (5), 417-431 View citations (6)
1993
- A resampling design for computing high-breakdown regression
Statistics & Probability Letters, 1993, 18, (2), 125-128 View citations (5)
1992
- A comparison of some quick algorithms for robust regression
Computational Statistics & Data Analysis, 1992, 14, (1), 107-116 View citations (2)
1991
- A diagnostic plot for regression outliers and leverage points
Computational Statistics & Data Analysis, 1991, 11, (1), 127-129 View citations (2)
1988
- A robust scale estimator based on the shortest half
Statistica Neerlandica, 1988, 42, (2), 103-116 View citations (26)
1984
- Applying robust regression to insurance
Insurance: Mathematics and Economics, 1984, 3, (1), 67-72 View citations (5)
Chapters
2003
- Inflation, relative prices and nominal rigidities
A chapter in Monetary policy in a changing environment, 2003, vol. 19, pp 81-105 View citations (16)
See also Working Paper Inflation, relative prices and nominal rigidities, National Bank of Belgium (2002) View citations (18) (2002)
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