Neil C. Schwertman
Computational Statistics & Data Analysis · 2001–2009
A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Neil C. Schwertman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Neil C. Schwertman overall
Papers from Neil C. Schwertman's perspective
Ordered by how strongly the researchers Neil C. Schwertman trusts endorse each paper. Same corpus, a different order for every researcher.
- Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
- The elements of graphing data (The Visual Computer)
- Kendall's Advanced Theory of Statistics.
- A Fast Algorithm for the Minimum Covariance Determinant Estimator
- Analyse canonique basée sur des estimateurs robustes de la matrice de covariance
- MULTIVARIATE REGRESSION S-ESTIMATORS FOR ROBUST ESTIMATION AND INFERENCE
- Breakdown and groups
- Support vector machines
- Robust regression with both continuous and categorical predictors
- Breakdown points of t-type regression estimators
Their papers
- A simple more general boxplot method for identifying outliers (2004) — 308 citations
- Is the Property of Being Positively Correlated Transitive? (2001) — 132 citations
- A comparison of two boxplot methods for detecting univariate outliers which adjust for sample size and asymmetry (2009) — 51 citations