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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

    Article

    A robust Hotelling test

    Hotelling's T 2 statistic is an important tool for inference about the center of a multivariate normal population. However, hypothesis tests and confidence intervals based on this statis...

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