Christophe Croux

发表

Robust canonical correlations: A comparative study

Peter Filzmoser, J. A. Branco, Christophe Croux, 2005, Comput. Stat..

Machine Learning and Robust Data Mining

Stefan Van Aelst, Hongyuan Zha, Efstratios Gallopoulos, 2007, Comput. Stat. Data Anal..

Chemometrics and Intelligent Laboratory Systems

Christophe Croux, Irene Hoffmann, Sven Serneels, 2015 .

An Information Criterion for Variable Selection in Support Vector Machines

Christophe Croux, Gerda Claeskens, Johan Van Kerckhoven, 2007 .

Robust online monitoring of variability

Christophe Croux, Sarah Gelper, C. Croux, 2007 .

Robust standard errors for robust estimators

Christophe Croux, Geert Dhaene, Dirk Hoorelbeke, 2003 .

Robust Estimators for the Fixed Effects Panel Data Model

Maria Caterina Bramati, Christophe Croux, C. Croux, 2007 .

Sparse least trimmed squares regression for analyzing high-dimensional large data sets

Christophe Croux, Andreas Alfons, Sarah Gelper, 2013, 1304.4773.

Robust exponential smoothing of multivariate time series

Christophe Croux, Sarah Gelper, Koen Mahieu, 2010, Comput. Stat. Data Anal..

The shooting S-estimator for robust regression

Christophe Croux, Andreas Alfons, Viktoria Öllerer, 2015, Comput. Stat..

An Information Criterion for Variable Selection in Support Vector Machines

Christophe Croux, Gerda Claeskens, Johan Van Kerckhoven, 2008, J. Mach. Learn. Res..

Robust forecasting of short time series

Christophe Croux, Ruben Crevits, C. Croux, 2016 .

Robust sparse canonical correlation analysis

Christophe Croux, Ines Wilms, C. Croux, 2015, BMC Systems Biology.

S-Estimation for Penalized Regression Splines

Christophe Croux, Gerda Claeskens, Matias Salibian-Barrera, 2008 .

Robust Multivariate Methods: The Projection Pursuit Approach

Peter Filzmoser, Christophe Croux, Sven Serneels, 2005, GfKl.

The Predictive Power of the Business and Bank Sentiment of Firms: A High-Dimensional Granger Causality Approach

Christophe Croux, Sarah Gelper, Ines Wilms, 2015, Eur. J. Oper. Res..

Dynamics in International Market Segmentation of New Product Growth

Christophe Croux, Aurélie Lemmens, C. Stremersch, 2012 .

Multivariate generalized S-estimators

Stefan Van Aelst, Christophe Croux, Ella Roelant, 2009, J. Multivar. Anal..

Sparse Vector AutoRegressive Modeling

Christophe Croux, Sarah Gelper, Ines Wilms, 2015 .

RoPEUS: A New Robust Algorithm for Static Positioning in Ultrasonic Systems

Antonio Ramón Jiménez, Christophe Croux, José Carlos Prieto, 2009, Sensors.

Classification efficiencies for robust discrimination

Christophe Croux, C. Croux, 2006 .

Multi-class Vector AutoRegressive models

Christophe Croux, Luca Barbaglia, Ines Wilms, 2016 .

The Partial Robust M-approach

Peter Filzmoser, Christophe Croux, Sven Serneels, 2005, GfKl.

Implementing the Bianco and Yohai estimator for logistic regression

Christophe Croux, Gentiane Haesbroeck, C. Croux, 2003, Comput. Stat. Data Anal..

Special issue on robust analysis of complex data

Stefan Van Aelst, Elvezio Ronchetti, Christophe Croux, 2013, Comput. Stat. Data Anal..

Bagging a stacked classifier

Christophe Croux, Aurélie Lemmens, Kristel Joossens, 2004 .

Trimmed bagging of supervised classification rules (poster)

Christophe Croux, Aurélie Lemmens, Kristel Joossens, 2004 .

A comparison of algorithms for the multivariate L1-median

Peter Filzmoser, Heinrich Fritz, Christophe Croux, 2010, Comput. Stat..

Bagging and boosting classifiers

Christophe Croux, Aurélie Lemmens, C. Croux, 2003 .

Variable selection: the focussed paradigm

Christophe Croux, Gerda Claeskens, Johan Van Kerckhoven, 2007 .

Robust Forecasting with Exponential and Holt-Winters Smoothing

Christophe Croux, Roland Fried, Sarah Gelper, 2007 .

A modified Pareto/NBD approach for predicting customer lifetime value

Bart Baesens, Christophe Croux, Nicolas Glady, 2007, Expert Syst. Appl..

Multivariate Out-of-Sample Tests for Granger Causality

Christophe Croux, Sarah Gelper, C. Croux, 2006, Comput. Stat. Data Anal..

Variable selection for time series forecasting using the groupwise LARS algorithm

Christophe Croux, Sarah Gelper, C. Croux, 2008 .

Robust online estimation of scale

Christophe Croux, Sarah Gelper, C. Croux, 2008 .

Robust estimation of linear state space models

Christophe Croux, Ruben Crevits, 2019, Commun. Stat. Simul. Comput..

Are good leverage points good or bad

Christophe Croux, C. Croux, 2006 .

Robust and sparse estimation of tensor decompositions

Visa Koivunen, Hyon-Jung Kim, Esa Ollila, 2013, 2013 IEEE Global Conference on Signal and Information Processing.

Robust estimation of GARCH models

Christophe Croux, Kris Boudt, John Danielsson, 2009 .

Forecasting Using Robust Exponential Smoothing with Damped Trend and Seasonal Components

Christophe Croux, Ruben Crevits, 2017 .

Jump Robust Daily Covariance Estimation by Disentangling Variance and Correlation Components

Christophe Croux, Kris Boudt, Jonathan Cornelissen, 2010, Comput. Stat. Data Anal..

Robust online scale estimation in time series

Ursula Gather, Christophe Croux, Sarah Gelper, 2007 .

Bagging and Boosting Classification Trees to Predict Churn

Christophe Croux, Aurélie Lemmens, C. Croux, 2006 .

Robust regression in high-dimensions: sparse S and sparse MM

Christophe Croux, Viktoria Oellerer, C. Croux, 2014 .

Influence functions of the Spearman and Kendall correlation measures

Catherine Dehon, Christophe Croux, C. Croux, 2010, Stat. Methods Appl..

Regressions

Peter Filzmoser, Christophe Croux, Peter Rousseeuw, 2019, Energy Transfers by Convection.

Multi-Class Vector Autoregressive Models for Multi-Store Sales Data

Christophe Croux, Luca Barbaglia, Ines Wilms, 2016, 1605.03325.

The Gaussian rank correlation estimator: robustness properties

Christophe Croux, Kris Boudt, Jonathan Cornelissen, 2010, Statistics and Computing.

TOMCAT: A MATLAB toolbox for multivariate calibration techniques

Christophe Croux, Sven Serneels, Michal Daszykowski, 2007 .

Robust Estimation of the Vector Autoregressive Model by a Least Trimmed Squares Procedure

Christophe Croux, Kristel Joossens, K. Joossens, 2008 .

Robust Sparse Principal Component Analysis

Peter Filzmoser, Heinrich Fritz, Christophe Croux, 2013, Technometrics.

Sparse estimation of multi-class vector autoregressive models

Christophe Croux, Luca Barbaglia, Ines Wilms, 2017 .

Robust fitting of factor models for two-way tables

Peter Filzmoser, Christophe Croux, P. Filzmoser, 1998 .

Special issue on robust analysis of complex data

Stefan Van Aelst, Juan Romo, Christophe Croux, 2013, Comput. Stat. Data Anal..

Sparse precision matrix estimation under elementwise contamination

Christophe Croux, Viktoria Oellerer, C. Croux, 2014 .

Discussion: Computational aspects of robust statistical methods

Christophe Croux, C. Croux, 2004 .

A first step towards robust regression under elementwise contamination

Christophe Croux, Andreas Alfons, Viktoria Oellerer, 2014 .

Robust M-Estimation of Multivariate GARCH models

Christophe Croux, Kris Boudt, C. Croux, 2010, Comput. Stat. Data Anal..

The Annals of Computational and Financial Econometrics, first issue

Lynda Khalaf, Peter Winker, Achim Zeileis, 2012, Comput. Stat. Data Anal..

Influence and diagnostics in logistic discrimination

Christophe Croux, Gentiane Haesbroeck, Kristel Joossens, 2005 .

Modeling churn using customer lifetime value

Bart Baesens, Christophe Croux, Nicolas Glady, 2009, Eur. J. Oper. Res..

Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini

Christophe Croux, 2018, Stat. Methods Appl..

Statistical Inference for a Robust Measure of Multiple Correlation

Catherine Dehon, Christophe Croux, 2002, COMPSTAT.

Sparse vector autoregressive models with an application in marketing

Christophe Croux, Sarah Gelper, Ines Wilms, 2015 .

A Fast Algorithm for Robust Principal Components Based on Projection Pursuit

Christophe Croux, Anne Ruiz-Gazen, C. Croux, 1996 .

Multiclass vector auto‐regressive models for multistore sales data

Christophe Croux, Luca Barbaglia, Ines Wilms, 2018 .

Robust Online Scale Estimation in Time Series: A Regression-Free Approach

Ursula Gather, Christophe Croux, Sarah Gelper, 2007 .

Robust groupwise least angle regression

Christophe Croux, Sarah Gelper, Andreas Alfons, 2016, Comput. Stat. Data Anal..

Sparse Least Trimmed Squares Regression

Christophe Croux, Sarah Gelper, Andreas Alfons, 2011 .

Sparse S and MM regression

Christophe Croux, Viktoria Oellerer, C. Croux, 2014 .

Location adjustment for the minimum volume ellipsoid estimator

Christophe Croux, Peter Rousseeuw, Gentiane Haesbroeck, 2002, Stat. Comput..

Outlier robust filtering

Christophe Croux, Ruben Crevits, C. Croux, 2016 .

Robust Control Charts for Time Series Data

Christophe Croux, Sarah Gelper, Koen Mahieu, 2010, Expert Syst. Appl..

Robust variable section with the sparse shooting S

Christophe Croux, Ines Wilms, C. Croux, 2016 .

Robust Factorization of a Data Matrix

Peter Filzmoser, Christophe Croux, P. Filzmoser, 1998, COMPSTAT.

IEEE Global Conference on Signal and Information Processing; Austin, USA; December 3 - 5, 2013

Visa Koivunen, Hyon-Jung Kim, Esa Ollila, 2013 .

Sparse regression for large data sets with outliers

Christophe Croux, Ines Wilms, Lea Bottmer, 2021, Eur. J. Oper. Res..

Partial robust M-regression

Peter Filzmoser, Christophe Croux, Sven Serneels, 2005 .

Computational aspects of robust Holt-Winters smoothing based on M-estimation

Christophe Croux, Roland Fried, Sarah Gelper, 2008 .

Estimators of the multiple correlation coefficient: Local robustness and confidence intervals

Catherine Dehon, Christophe Croux, C. Dehon, 2003 .

Multiple group linear discriminant analysis: robustness and error rate

Peter Filzmoser, Christophe Croux, Kristel Joossens, 2006 .

Identifying demand effects in a large network of product categories

Christophe Croux, Sarah Gelper, Ines Wilms, 2015, 1506.01589.

The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies

Hannu Oja, Esa Ollila, Christophe Croux, 2003 .

Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform

Christophe Croux, Julapa Jagtiani, C. Croux, 2020 .

Lasso-Based Forecast Combinations for Forecasting Realized Variances

Christophe Croux, Ines Wilms, Jeroen Rombouts, 2016 .

Maxbias Curves of Robust Location Estimators based on Subranges

Christophe Croux, Gentiane Haesbroeck, C. Croux, 2002 .

Outlier resistant estimators for canonical correlation analysis

Catherine Dehon, Peter Filzmoser, Christophe Croux, 2000 .

Outlyingness Weighted Covariation

Christophe Croux, Kris Boudt, Kris Boudt, 2008 .

Testing the information matrix equality with robust estimators

Christophe Croux, Geert Dhaene, Dirk Hoorelbeke, 2006 .

Influence properties of partial least squares regression

Christophe Croux, Sven Serneels, Pierre J. Van Espen, 2004 .

Sovereign credit rating determinants: A comparison before and after the European debt crisis

Christophe Croux, C. Croux, Peter Reusens, 2017 .

Maxbias curves of robust scale estimators based on subranges

Christophe Croux, Gentiane Haesbroeck, C. Croux, 2001 .

Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys

Christophe Croux, Aurélie Lemmens, Marnik G. Dekimpe, 2008 .

Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection

Christophe Croux, Kris Boudt, S. Laurent, 2008 .

Robust and Sparse Factor Modelling

Christophe Croux, Peter Exterkate, 2011 .

Robustness versus Efficiency for Nonparametric Correlation Measures

Catherine Dehon, Christophe Croux, C. Croux, 2008 .

The European Consumer: United in Diversity?

Christophe Croux, Aurélie Lemmens, Marnik G. Dekimpe, 2005 .

Linearity of calibration curves: use and misuse of the correlation coefficient

Christophe Croux, Hedwig Beernaert, Marc Elskens, 2002 .

Logistic discrimination using robust estimators: An influence function approach

Christophe Croux, Gentiane Haesbroeck, Kristel Joossens, 2008 .

Asymptotics of Generalized S-Estimators

Peter J. Rousseeuw, Christophe Croux, Ola Hössjer, 1994 .

An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator

Christophe Croux, Gentiane Haesbroeck, C. Croux, 1997 .

High breakdown estimators for principal components: the projection-pursuit approach revisited

Christophe Croux, Anne Ruiz-Gazen, C. Croux, 2005 .

Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

Christophe Croux, Viktoria Oellerer, C. Croux, 2015 .

Influence of observations on the misclassification probability in quadratic discriminant analysis

Christophe Croux, Kristel Joossens, K. Joossens, 2005 .

Forecasting using sparse cointegration

Christophe Croux, Ines Wilms, C. Croux, 2016 .

Poverty Dynamics in Europe

Christophe Croux, C. Croux, M. Callens, 2009 .

Robust Forecasting with Exponential and Holt-Winters Smoothing

Christophe Croux, Roland Fried, Sarah Gelper, 2007 .

Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain

Christophe Croux, Sarah Gelper, Aurélie Lemmens, 2007 .

Consumer confidence in Europe: United in diversity

Christophe Croux, Aurélie Lemmens, Marnik G. Dekimpe, 2007 .

Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns

Christophe Croux, Kris Boudt, Brian G. Peterson, 2007 .

Robust Redundancy Analysis by Alternating Regression

Peter Filzmoser, J. A. Branco, Christophe Croux, 2004 .

Predicting Customer Wallet Without Survey Data

Christophe Croux, Nicolas Glady, C. Croux, 2009 .

Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models

Christophe Croux, Irène Gijbels, Ilaria Prosdocimi, 2010, Biometrics.

Factor Analysis in a Robust Way

Peter Filzmoser, Peter J. Rousseeuw, Christophe Croux, 1999 .

The Predictive Power of the European Economic Sentiment Indicator

Christophe Croux, Sarah Gelper, C. Croux, 2007 .

Robust Estimation for Ordinal Regression

Christophe Croux, Christel Ruwet, Gentiane Haesbroeck, 2013 .

The bias of k-step M-estimators

Peter J. Rousseeuw, Christophe Croux, 1994 .

On The Predictive Content Of Production Surveys: A Pan-European Study

Christophe Croux, Aurélie Lemmens, Marnik G. Dekimpe, 2004 .

Robust continuum regression

Peter Filzmoser, Christophe Croux, Sven Serneels, 2005 .

INFLUENCE FUNCTION AND ASYMPTOTIC EFFICIENCY OF THE AFFINE EQUIVARIANT RANK COVARIANCE MATRIX

Hannu Oja, Esa Ollila, Christophe Croux, 2004 .

On the Construction of the European Economic Sentiment Indicator

Christophe Croux, Sarah Gelper, C. Croux, 2010 .

CLASSIFICATION EFFICIENCIES FOR ROBUST LINEAR DISCRIMINANT ANALYSIS

Peter Filzmoser, Christophe Croux, Kristel Joossens, 2008 .

Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion

Christophe Croux, Gerda Claeskens, Johan Van Kerckhoven, 2006, Biometrics.

Efficient high-breakdown M-estimators of scale☆

Christophe Croux, C. Croux, 1994 .

Least angle regression for time series forecasting with many predictors

Christophe Croux, Sarah Gelper, C. Croux, 2008 .

A Measure of Comovement for Economic Variables: Theory and Empirics

Christophe Croux, Lucrezia Reichlin, Mario Forni, 1999, Review of Economics and Statistics.

Time-Efficient Algorithms for Two Highly Robust Estimators of Scale

Peter J. Rousseeuw, Christophe Croux, P. Rousseeuw, 1992 .

The influence function of penalized regression estimators

Christophe Croux, Andreas Alfons, C. Croux, 2015, 1501.01208.

Billboard and cinema advertising: : Missed opportunity or spoiled arms?

Christophe Croux, Marnik G. Dekimpe, C. Croux, 2014 .

Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices

Hannu Oja, Sara Taskinen, Esa Ollila, 2006 .

Robust Methods for Canonical Correlation Analysis

Catherine Dehon, Peter Filzmoser, Christophe Croux, 2000 .

Robust Multivariate Methods in Chemometrics

Peter Filzmoser, Christophe Croux, Sven Serneels, 2020 .

Projection pursuit based measures of association

Peter Filzmoser, Christophe Croux, P. Filzmoser, 2003 .

Sparse and Robust Factor Modelling

Christophe Croux, Peter Exterkate, Peter Exterkate, 2011 .