3 papers
stat.ME2025
Robust Distance Covariance
Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw
Distance covariance is a popular measure of dependence between random variables. It has some robustness properties, but not all. We prove that the influence function of the usual d…
stat.CO2025
Independent Component Analysis by Robust Distance Correlation
Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw +2
Independent component analysis (ICA) is a powerful tool for decomposing a multivariate signal or distribution into fully independent sources, not just uncorrelated ones. Unfortunat…
stat.CO2024
RobPy: a Python Package for Robust Statistical Methods
Sarah Leyder, Jakob Raymaekers, Peter J. Rousseeuw +2
Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. W…