Christophe Croux

Orcid: 0000-0003-2912-3437

According to our database1, Christophe Croux authored at least 37 papers between 1998 and 2022.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2022
Sparse regression for large data sets with outliers.
Eur. J. Oper. Res., 2022

2020
Robust and sparse multigroup classification by the optimal scoring approach.
Data Min. Knowl. Discov., 2020

2019
Robust estimation of linear state space models.
Commun. Stat. Simul. Comput., 2019

2018
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.
Stat. Methods Appl., 2018

2017
2nd special issue on robust analysis of complex data.
Comput. Stat. Data Anal., 2017

2016
The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach.
Eur. J. Oper. Res., 2016

The shooting S-estimator for robust regression.
Comput. Stat., 2016

Robust groupwise least angle regression.
Comput. Stat. Data Anal., 2016

Robust sparse canonical correlation analysis.
BMC Syst. Biol., 2016

2013
Robust Sparse Principal Component Analysis.
Technometrics, 2013

Special issue on robust analysis of complex data.
Comput. Stat. Data Anal., 2013

Robust and sparse estimation of tensor decompositions.
Proceedings of the IEEE Global Conference on Signal and Information Processing, 2013

2012
The Gaussian rank correlation estimator: robustness properties.
Stat. Comput., 2012

A comparison of algorithms for the multivariate <i>L</i> <sub>1</sub>-median.
Comput. Stat., 2012

Jump robust daily covariance estimation by disentangling variance and correlation components.
Comput. Stat. Data Anal., 2012

The Annals of Computational and Financial Econometrics, first issue.
Comput. Stat. Data Anal., 2012

2011
Robust control charts for time series data.
Expert Syst. Appl., 2011

2010
Influence functions of the Spearman and Kendall correlation measures.
Stat. Methods Appl., 2010

Robust exponential smoothing of multivariate time series.
Comput. Stat. Data Anal., 2010

Robust M-estimation of multivariate GARCH models.
Comput. Stat. Data Anal., 2010

The <i>k</i>-step spatial sign covariance matrix.
Adv. Data Anal. Classif., 2010

2009
RoPEUS: A New Robust Algorithm for Static Positioning in Ultrasonic Systems.
Sensors, 2009

Multivariate generalized S-estimators.
J. Multivar. Anal., 2009

A modified Pareto/NBD approach for predicting customer lifetime value.
Expert Syst. Appl., 2009

Modeling churn using customer lifetime value.
Eur. J. Oper. Res., 2009

2008
An Information Criterion for Variable Selection in Support Vector Machines.
J. Mach. Learn. Res., 2008

2007
Multivariate out-of-sample tests for Granger causality.
Comput. Stat. Data Anal., 2007

Trimmed bagging.
Comput. Stat. Data Anal., 2007

Machine Learning and Robust Data Mining.
Comput. Stat. Data Anal., 2007

2005
Robust canonical correlations: A comparative study.
Comput. Stat., 2005

The Partial Robust M-approach.
Proceedings of the From Data and Information Analysis to Knowledge Engineering, 2005

Robust Multivariate Methods: The Projection Pursuit Approach.
Proceedings of the From Data and Information Analysis to Knowledge Engineering, 2005

2003
Fitting multiplicative models by robust alternating regressions.
Stat. Comput., 2003

Implementing the Bianco and Yohai estimator for logistic regression.
Comput. Stat. Data Anal., 2003

2002
Location adjustment for the minimum volume ellipsoid estimator.
Stat. Comput., 2002

Statistical Inference for a Robust Measure of Multiple Correlation.
Proceedings of the COMPSTAT 2002, 2002

1998
Robust Factorization of a Data Matrix.
Proceedings of the COMPSTAT 1998, 1998


  Loading...