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  1. No Access

    Chapter and Conference Paper

    A Study of Belgian Inflation, Relative Prices and Nominal Rigidities using New Robust Measures of Skewness and Tail Weight

    This paper studies the distribution of Belgian consumer price changes and its interaction with aggregate inflation over the period June 1976-September 2000. Given the fat-tailed nature of this distribution, bo...

    L. Aucremanne, G. Brys, M. Hubert… in Theory and Applications of Recent Robust M… (2004)

  2. No Access

    Chapter and Conference Paper

    Robust PCA for High-dimensional Data

    Principal component analysis (PCA) is a well-known technique for dimension reduction. Classical PCA is based on the empirical mean and covariance matrix of the data, and hence is strongly affected by outlying ...

    M. Hubert, P. J. Rousseeuw, S. Verboven in Developments in Robust Statistics (2003)

  3. No Access

    Chapter and Conference Paper

    A Robust Hotelling Test

    Hotelling’s T2 statistic is an important tool for inference about the center of a multivariate normal population. However, hypothesis tests and confidence intervals based on this statistic can be adversely affect...

    G. Willems, G. Pison, P. J. Rousseeuw, S. Van Aelst in Developments in Robust Statistics (2003)

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    Chapter and Conference Paper

    A Hotelling Test Based on MCD

    Hypothesis tests and confidence intervals based on the classical Hotelling T 2 statistic can be adversely affected by outliers. Therefore, we construct an alternative inference technique based on a ...

    G. Willems, G. Pison, P. J. Rousseeuw, S. Van Aelst in Compstat (2002)

  5. No Access

    Chapter and Conference Paper

    A robust version of principal factor analysis

    Our aim is to construct a factor analysis method that can resist the effect of outliers. We start with a highly robust initial covariance estimator, after which the factors can be obtained from maximum likelih...

    G. Pison, P. J. Rousseeuw, P. Filzmoser, C. Croux in COMPSTAT (2000)

  6. No Access

    Chapter and Conference Paper

    ISODEPTH: A Program for Depth Contours

    Depth is a multivariate generalization of the concept of rank. The depth of a point relative to a data cloud gives an indication of how deep the point lies inside the cloud. The (average of the) point(s) with ...

    I. Ruts, P. J. Rousseeuw in COMPSTAT (1996)

  7. No Access

    Chapter and Conference Paper

    Some Proposals for Fast HBD Regression

    Existing high-breakdown regression estimators need substantial computation time. In this paper we propose a fast estimator for robust regression with a breakdown point of 1/3. This is not the highest value pos...

    P. J. Rousseeuw, B. C. van Zomeren in Compstat (1990)