Implementing the Bianco and Yohai estimator for logistic regression

JOURNAL ARTICLE published October 2003 in Computational Statistics & Data Analysis

Authors: Christophe Croux | Gentiane Haesbroeck

The breakdown behavior of the maximum likelihood estimator in the logistic regression model

JOURNAL ARTICLE published December 2002 in Statistics & Probability Letters

Authors: Christophe Croux | Cécile Flandre | Gentiane Haesbroeck

Logistic Discrimination using Robust Estimators

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Christophe Croux | Gentiane Haesbroeck | Kristel Joossens

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

JOURNAL ARTICLE published July 1997 in Computational Statistics & Data Analysis

Authors: Christophe Croux | Gentiane Haesbroeck

Robust Estimation in the Logistic Regression Model

BOOK CHAPTER published 1996 in Robust Statistics, Data Analysis, and Computer Intensive Methods

Authors: Ana M. Bianco | Víctor J. Yohai

Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator

JOURNAL ARTICLE published November 1999 in Journal of Multivariate Analysis

Authors: Christophe Croux | Gentiane Haesbroeck

Logistic discrimination using robust estimators: An influence function approach

JOURNAL ARTICLE published March 2008 in Canadian Journal of Statistics

Authors: Christophe Croux | Gentiane Haesbroeck | Kristel Joossens

High breakdown point robust regression with censored data

JOURNAL ARTICLE published 1 February 2008 in The Annals of Statistics

Authors: Matías Salibian-Barrera | Víctor J. Yohai

Robust estimation for ordinal regression

JOURNAL ARTICLE published September 2013 in Journal of Statistical Planning and Inference

Authors: C. Croux | G. Haesbroeck | C. Ruwet

Maxbias Curves of Robust Location Estimators based on Subranges

JOURNAL ARTICLE published January 2002 in Journal of Nonparametric Statistics

Authors: Christophe Croux | Gentiane Haesbroeck

Asymptotics of the Repeated Median Slope Estimator

JOURNAL ARTICLE published 1 September 1994 in The Annals of Statistics

Authors: Ola Hossjer | Peter J. Rousseeuw | Christophe Croux

The Shooting S-Estimator for Robust Regression

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Viktoria Oellerer | Andreas Alfons | Christophe Croux

Asymptotic Normality of the `Synthetic Data' Regression Estimator for Censored Survival Data

JOURNAL ARTICLE published 1 June 1992 in The Annals of Statistics

Authors: Mai Zhou

High Breakdown Regression by Minimization of a Scale Estimator

BOOK CHAPTER published 1994 in Compstat

Authors: Christophe Croux | Peter J. Rousseeuw

Logistic Regression with Multiple Independent Variables: Opportunities and Pitfalls

BOOK CHAPTER published 2015 in Best Practices in Logistic Regression

High Breakdown-Point and High Efficiency Robust Estimates for Regression

JOURNAL ARTICLE published 1 June 1987 in The Annals of Statistics

Authors: Victor J. Yohai

A class of robust and fully efficient regression estimators

JOURNAL ARTICLE published 1 April 2002 in The Annals of Statistics

Authors: Daniel Gervini | Victor J. Yohai

Bias-Robust Estimates of Regression Based on Projections

JOURNAL ARTICLE published 1 June 1993 in The Annals of Statistics

Authors: Ricardo A. Maronna | Victor J. Yohai

Min-Max Bias Robust Regression

JOURNAL ARTICLE published 1 December 1989 in The Annals of Statistics

Authors: R. D. Martin | V. J. Yohai | R. H. Zamar

Robust Procedures for Regression Models with ARIMA Errors

BOOK CHAPTER published 1996 in COMPSTAT

Authors: A. M. Bianco | E. J. Martinez | M. Garcia Ben | V. J. Yohai