Details about Peter Rousseeuw

Access statistics for papers by Peter Rousseeuw.

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Short-id: pro350

Working Papers

2002

1. 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

2. The hidden logistic regression model
   Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

2000

3. 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)
4. 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

5. Measuring overlap in logistic regression
   Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen View citations (5)

1990

6. 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

1. Distance Covariance, Independence, and Pairwise Differences
   The American Statistician, 2025, 79, (1), 122-128

2024

2. The Cellwise Minimum Covariance Determinant Estimator
   Journal of the American Statistical Association, 2024, 119, (548), 2610-2621

2020

3. Clustering genomic words in human DNA using peaks and trends of distributions
   Advances in Data Analysis and Classification, 2020, 14, (1), 57-76

2019

4. A generalized spatial sign covariance matrix
   Journal of Multivariate Analysis, 2019, 171, (C), 94-111 View citations (2)
5. Robust Monitoring of Time Series with Application to Fraud Detection
   Econometrics and Statistics, 2019, 9, (C), 108-121 View citations (11)

2018

6. 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

7. Multivariate and functional classification using depth and distance
   Advances in Data Analysis and Classification, 2017, 11, (3), 445-466 View citations (9)

2015

8. 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)
9. Multivariate functional outlier detection
   Statistical Methods & Applications, 2015, 24, (2), 177-202 View citations (44)
10. Rejoinder to ‘multivariate functional outlier detection’
    Statistical Methods & Applications, 2015, 24, (2), 269-277 View citations (41)

2014

11. Shape bias of robust covariance estimators: an empirical study
    Statistical Papers, 2014, 55, (1), 15-28 View citations (3)

2010

12. Special Issue on Robust Methods for Classification and Data Analysis
    Advances in Data Analysis and Classification, 2010, 4, (2), 85-87

2009

13. Robust PCA for skewed data and its outlier map
    Computational Statistics & Data Analysis, 2009, 53, (6), 2264-2274 View citations (12)

2004

14. Comment
    Journal of the American Statistical Association, 2004, 99, 966-969

2003

15. Robust factor analysis
    Journal of Multivariate Analysis, 2003, 84, (1), 145-172 View citations (31)
16. Robustness against separation and outliers in logistic regression
    Computational Statistics & Data Analysis, 2003, 43, (3), 315-332 View citations (13)

2002

17. Robust estimation in very small samples
    Computational Statistics & Data Analysis, 2002, 40, (4), 741-758 View citations (3)
18. The Deepest Regression Method
    Journal of Multivariate Analysis, 2002, 81, (1), 138-166 View citations (19)

2001

19. 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)
20. Measuring overlap in binary regression
    Computational Statistics & Data Analysis, 2001, 37, (1), 65-75 View citations (9)
21. Robust estimation of the conditional median function at elliptical models
    Statistics & Probability Letters, 2001, 51, (4), 361-368 View citations (3)

2000

22. High-dimensional computation of the deepest location
    Computational Statistics & Data Analysis, 2000, 34, (4), 415-426 View citations (12)
23. Robustness of Deepest Regression
    Journal of Multivariate Analysis, 2000, 73, (1), 82-106 View citations (10)
24. 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

25. Displaying a clustering with CLUSPLOT
    Computational Statistics & Data Analysis, 1999, 30, (4), 381-392 View citations (3)
26. Halfspace Depth and Regression Depth Characterize the Empirical Distribution
    Journal of Multivariate Analysis, 1999, 69, (1), 135-153 View citations (22)

1998

27. The Catline for Deep Regression
    Journal of Multivariate Analysis, 1998, 66, (2), 270-296 View citations (3)

1997

28. Clustering in an Object-Oriented Environment
    Journal of Statistical Software, 1997, 001, (i04) View citations (16)
29. Integrating robust clustering techniques in S-PLUS
    Computational Statistics & Data Analysis, 1997, 26, (1), 17-37 View citations (12)

1996

30. Bivariate Location Depth
    Journal of the Royal Statistical Society Series C, 1996, 45, (4), 516-526 View citations (33)
31. Computing depth contours of bivariate point clouds
    Computational Statistics & Data Analysis, 1996, 23, (1), 153-168 View citations (24)
32. Fuzzy clustering using scatter matrices
    Computational Statistics & Data Analysis, 1996, 23, (1), 135-151 View citations (7)
33. Preface
    Computational Statistics & Data Analysis, 1996, 23, (1), 1-1
34. Regression-free and robust estimation of scale for bivariate data
    Computational Statistics & Data Analysis, 1996, 21, (1), 67-85 View citations (3)

1995

35. The Repeated Median Intercept Estimator: Influence Function and Asymptotic Normality
    Journal of Multivariate Analysis, 1995, 52, (1), 45-72

1994

36. Asymptotics of Generalized S-Estimators
    Journal of Multivariate Analysis, 1994, 51, (1), 148-177 View citations (22)
37. Robust regression with a distributed intercept using least median of squares
    Computational Statistics & Data Analysis, 1994, 17, (1), 65-76 View citations (8)
38. The bias of k-step M-estimators
    Statistics & Probability Letters, 1994, 20, (5), 411-420 View citations (10)
39. Unconventional features of positive-breakdown estimators
    Statistics & Probability Letters, 1994, 19, (5), 417-431 View citations (6)

1993

40. A resampling design for computing high-breakdown regression
    Statistics & Probability Letters, 1993, 18, (2), 125-128 View citations (5)

1992

41. A comparison of some quick algorithms for robust regression
    Computational Statistics & Data Analysis, 1992, 14, (1), 107-116 View citations (2)

1991

42. A diagnostic plot for regression outliers and leverage points
    Computational Statistics & Data Analysis, 1991, 11, (1), 127-129 View citations (2)

1988

43. A robust scale estimator based on the shortest half
    Statistica Neerlandica, 1988, 42, (2), 103-116 View citations (27)

1984

44. Applying robust regression to insurance
    Insurance: Mathematics and Economics, 1984, 3, (1), 67-72 View citations (5)

Chapters

2003

1. 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)