The Deepest Regression Method
By S. Van Aelst, Peter J. Rousseeuw, Mia Hubert, Anja Struyf. 2002
49 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/2ef9908b11468483b00f5efae783b3b981f893df
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
- Mia Hubert
- Peter J. Rousseeuw
- S. Van Aelst
- Han Hong
- Victor Chernozhukov
- Stefan Wager
- Susan Athey
- Christian Hansen
Citations in the corpus
- An MCMC approach to classical estimation (2003, methodology): “Aelst et al. (2002).”
- High-Breakdown Robust Multivariate Methods (2008, methodology): “Alternatively, Van Aelst and Willems (2005) introduced multivariate regression S-estimators and extended the fast robust bootstrap methodology of Salibian-Barrera and Zamar (2002) to this setting while Garćıa Ben, Mart́ınez and Yohai (2006) proposed τ -estimators for multivariate regression.”