33 citations · 34 across the 2 of their papers we have counts for
2 papers
stat.ME2015★ 33 cited
The shooting S-estimator for robust regression
Viktoria Öllerer, Andreas Alfons, Christophe Croux
To perform multiple regression, the least squares estimator is commonly used. However, this estimator is not robust to outliers. Therefore, robust methods such as S-estimation have…
stat.ME2015★ 1 cited
Robust high-dimensional precision matrix estimation
Viktoria Öllerer, Christophe Croux
The dependency structure of multivariate data can be analyzed using the covariance matrix . In many fields the precision matrix is even more informative. As the sample…