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4 Result(s)

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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

    Fitting multiplicative models by robust alternating regressions

    In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algor...

    C. Croux, P. Filzmoser, G. Pison, P. J. Rousseeuw in Statistics and Computing (2003)

  3. 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)

  4. 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)