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Stefan Van Aelst, Ph.D. - Publications

Affiliations: 
2000 Universitaire Instelling Antwerpen (Belgium) 
Area:
Statistics, Mathematics
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37 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2023 Kalogridis I, Claeskens G, Van Aelst S. Robust and efficient estimation of nonparametric generalized linear models. Test (Madrid, Spain). 1-24. PMID 37363066 DOI: 10.1007/s11749-023-00866-x  0.46
2016 Sinova B, Gil MA, Van Aelst S. M-Estimates of Location for the Robust Central Tendency of Fuzzy Data Ieee Transactions On Fuzzy Systems. 24: 945-956. DOI: 10.1109/TFUZZ.2015.2489245  0.379
2016 Van Aelst S. Stahel–Donoho estimation for high-dimensional data International Journal of Computer Mathematics. 93: 628-639. DOI: 10.1080/00207160.2014.933815  0.381
2016 Salibian-Barrera M, Van Aelst S, Yohai VJ. Robust tests for linear regression models based on τ-estimates Computational Statistics and Data Analysis. 93: 436-455. DOI: 10.1016/J.Csda.2014.09.012  0.423
2015 Sinova B, Van Aelst S. On the consistency of a spatial-type interval-valued median for random intervals Statistics and Probability Letters. 100: 130-136. DOI: 1016/j.spl.2015.02.014  0.381
2015 Van Aelst S. Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination Test. 24: 478-481. DOI: 10.1007/s11749-015-0456-0  0.327
2015 Benoit DF, Van Aelst S, Van den Poel D. Outlier-Robust Bayesian Multinomial Choice Modeling Journal of Applied Econometrics. DOI: 10.1002/jae.2482  0.418
2013 Van Aelst S, Willems G, Zamar RH. Robust and efficient estimation of the residual scale in linear regression Journal of Multivariate Analysis. 116: 278-296. DOI: 10.1016/j.jmva.2012.12.008  0.42
2013 Van Aelst S, Willems G. Fast and robust bootstrap for multivariate inference: The R package FRB Journal of Statistical Software. 53: 1-32. DOI: 10.1007/S10260-007-0048-6  0.458
2012 Van Aelst S, Vandervieren E, Willems G. A Stahel-Donoho estimator based on huberized outlyingness Computational Statistics and Data Analysis. 56: 531-542. DOI: 10.1016/J.Csda.2011.08.014  0.738
2011 van Aelst S, Willems G. Robust and efficient one-way MANOVA tests Journal of the American Statistical Association. 106: 706-718. DOI: 10.1198/jasa.2011.tm09748  0.34
2011 van Aelst S, Vandervieren E, Willems G. Stahel-Donoho estimators with cellwise weights Journal of Statistical Computation and Simulation. 81: 1-27. DOI: 10.1080/00949650903103873  0.733
2010 Khan JA, Van Aelst S, Zamar RH. Fast robust estimation of prediction error based on resampling Computational Statistics and Data Analysis. 54: 3121-3130. DOI: 10.1016/j.csda.2010.01.031  0.418
2010 van Aelst S, Willems G. Inference for robust canonical variate analysis Advances in Data Analysis and Classification. 4: 181-197. DOI: 10.1007/s11634-010-0063-6  0.435
2010 Van Aelst S, Vandervieren E, Willems G. Robust principal component analysis based on pairwise correlation estimators Proceedings of Compstat 2010 - 19th International Conference On Computational Statistics, Keynote, Invited and Contributed Papers. 573-580. DOI: 10.1007/978-3-7908-2604-3-59  0.725
2009 Roelant E, Van Aelst S, Croux C. Multivariate generalized S-estimators Journal of Multivariate Analysis. 100: 876-887. DOI: 10.1016/j.jmva.2008.09.002  0.501
2009 Roelant E, Van Aelst S, Willems G. The minimum weighted covariance determinant estimator Metrika. 70: 177-204. DOI: 10.1007/s00184-008-0186-3  0.442
2009 Van Aelst S, Rousseeuw P. Minimum volume ellipsoid Wiley Interdisciplinary Reviews: Computational Statistics. 1: 71-82. DOI: 10.1002/Wics.19  0.37
2008 Hubert M, Rousseeuw PJ, Van Aelst S. High-breakdown robust multivariate methods Statistical Science. 23: 92-119. DOI: 10.1214/088342307000000087  0.641
2008 Agulló J, Croux C, Van Aelst S. The multivariate least-trimmed squares estimator Journal of Multivariate Analysis. 99: 311-338. DOI: 10.1016/j.jmva.2006.06.005  0.494
2008 Salibian-Barrera M, Van Aelst S. Robust model selection using fast and robust bootstrap Computational Statistics and Data Analysis. 52: 5121-5135. DOI: 10.1016/J.Csda.2008.05.007  0.379
2007 Khan JA, Van Aelst S, Zamar RH. Robust linear model selection based on least angle regression Journal of the American Statistical Association. 102: 1289-1299. DOI: 10.1198/016214507000000950  0.314
2007 Roelant E, Van Aelst S. An L1-type estimator of multivariate location and shape Statistical Methods and Applications. 15: 381-393. DOI: 10.1007/s10260-006-0030-8  0.434
2006 Salibián-Barrera M, Van Aelst S, Willems G. Principal components analysis based on multivariate MM estimators with fast and robust bootstrap Journal of the American Statistical Association. 101: 1198-1211. DOI: 10.1198/016214506000000096  0.49
2005 Willems G, Van Aelst S. Fast and robust bootstrap for LTS Computational Statistics and Data Analysis. 48: 703-715. DOI: 10.1016/j.csda.2004.03.018  0.496
2005 Van Aelst S, Willems G. Multivariate regression S-estimators for robust estimation and inference Statistica Sinica. 15: 981-1001.  0.474
2004 Rousseeuw PJ, Van Aelst S, Van Driessen K, Agulló J. Robust multivariate regression Technometrics. 46: 293-305. DOI: 10.1198/004017004000000329  0.699
2004 Hubert M, Rousseeuw PJ, Van Aelst S. Multivariate Outlier Detection and Robustness Handbook of Statistics. 24: 263-302. DOI: 10.1016/S0169-7161(04)24010-X  0.698
2003 Crox C, Van Aelst S, Dehon C. Bounded influence regression using high breakdown scatter matrices Annals of the Institute of Statistical Mathematics. 55: 265-285. DOI: 10.1023/A:1026369802256  0.454
2002 Willems G, Pison G, Rousseeuw PJ, Van Aelst S. A robust Hotelling test Metrika. 55: 125-138. DOI: 10.1007/S001840200192  0.606
2002 Pison G, Van Aelst S, Willems G. Small sample corrections for LTS and MCD Metrika. 55: 111-123. DOI: 10.1007/S001840200191  0.404
2002 Van Aelst S, Rousseeuw PJ, Hubert M, Struyf A. The deepest regression method Journal of Multivariate Analysis. 81: 138-166. DOI: 10.1006/Jmva.2001.1997  0.722
2002 Van Aelst S, Rousseeuw PJ, Hubert M, Struyf A. On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times Journal of Multivariate Analysis. 81: 128-137. DOI: 10.1006/Jmva.2001.1996  0.662
2002 Croux C, Van Aelst S. Nearest-neighbor variance estimation (NNVE): Robust covariance estimation via nearest-neighbor cleaning - Comment Journal of the American Statistical Association. 97: 1006-1009.  0.465
2002 Hubert M, Rousseeuw PJ, Van Aelst S. Inconsistency of resampling algorithm for high breakdown regression estimators and a new algorithm: Comment Journal of the American Statistical Association. 97: 151-153.  0.586
2001 Rousseeuw PJ, Van Aelst S, Rambali B, Smeyers-Verbeke J. Deepest regression in analytical chemistry Analytica Chimica Acta. 446: 245-256. DOI: 10.1016/S0003-2670(01)01034-0  0.626
2000 Van Aelst S, Rousseeuw PJ. Robustness of Deepest Regression Journal of Multivariate Analysis. 73: 82-106. DOI: 10.1006/Jmva.1999.1870  0.607
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