212 citations · 299 across the 3 of their papers we have counts for
3 papers
Minimum Covariance Determinant and Extensions
Mia Hubert, Michiel Debruyne, Peter J. Rousseeuw
The Minimum Covariance Determinant (MCD) method is a highly robust estimator of multivariate location and scatter, for which a fast algorithm is available. Since estimating the cov…
Econometric applications of high-breakdown robust regression techniques
Asad Zaman, Peter J. Rousseeuw, Mehmet Orhan
A literature search shows that robust regression techniques are rarely used in applied econometrics. We list several misconceptions about robustness which lead to this situation. W…
Multivariate and functional classification using depth and distance
Mia Hubert, Peter J. Rousseeuw, Pieter Segaert
We construct classifiers for multivariate and functional data. Our approach is based on a kind of distance between data points and classes. The distance measure needs to be robust…