Academic Bibliography

Search 200 years of publications by Ghent University researchers.

Gert Willems

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Fast and robust bootstrap for multivariate inference: the R package FRB

Stefan Van Aelst (UGent) and Gert Willems (UGent)

(2013) JOURNAL OF STATISTICAL SOFTWARE. 53(3). p.1-32
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Robust and efficient estimation of the residual scale in linear regression

Stefan Van Aelst (UGent) , Gert Willems (UGent) and Ruben H Zamar

(2013) JOURNAL OF MULTIVARIATE ANALYSIS. 116. p.278-296
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A Stahel-Donoho estimator based on huberized outlyingness

Stefan Van Aelst (UGent) , Ellen Vandervieren and Gert Willems (UGent)

(2012) COMPUTATIONAL STATISTICS & DATA ANALYSIS. 56(3). p.531-542
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Robust and efficient one-way MANOVA tests

Stefan Van Aelst (UGent) and Gert Willems (UGent)

(2011) JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 106(494). p.706-718
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Stahel-Donoho estimators with cellwise weights

Stefan Van Aelst (UGent) , E Vandervieren and Gert Willems (UGent)

(2011) JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. 81(1). p.1-27
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Selecting variables in two-group robust linear discriminant analysis

Stefan Van Aelst (UGent) and Gert Willems (UGent)

(2010) Proceedings in computational statistics 2010. p.1677-1684
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Robust principal component analysis based on pairwise correlation estimators

Stefan Van Aelst (UGent) , Ellen Vandervieren and Gert Willems (UGent)

(2010) Proceedings in computational statistics 2010. p.573-580
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Inference for robust canonical variate analysis

Stefan Van Aelst (UGent) and Gert Willems (UGent)

(2010) ADVANCES IN DATA ANALYSIS AND CLASSIFICATION. 4(2-3). p.181-197
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The minimum weighted covariance determinant estimator

Ella Roelant (UGent) , Stefan Van Aelst (UGent) and Gert Willems (UGent)

(2009) METRIKA. 70(2). p.177-204
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The fast-tau estimator for regression

Matias Salibian-Barrera, Gert Willems (UGent) and Ruben Zamar

(2008) JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS. 17(3). p.659-682

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