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ORCIDStefan Van Aelst
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2020 – today
- 2024
[j38]Edoardo Fibbi
, Domenico Perrotta, Francesca Torti, Stefan Van Aelst, Tim Verdonck:
Co-clustering contaminated data: a robust model-based approach. Adv. Data Anal. Classif. 18(1): 121-161 (2024)- [j37]Dries Cornilly, Lise Tubex, Stefan Van Aelst, Tim Verdonck:
Robust and sparse logistic regression. Adv. Data Anal. Classif. 18(3): 663-679 (2024) - [j36]Ying Chen, Patrick J. F. Groenen, Kwan-Liu Ma, Stefan Van Aelst:
Editorial. J. Data Sci. Stat. Vis. 4(2) (2024) - 2023
- [j35]Ioannis Kalogridis, Stefan Van Aelst:
Robust penalized estimators for functional linear regression. J. Multivar. Anal. 194: 105104 (2023) - 2021
- [j34]Beatriz Sinova, Stefan Van Aelst, Pedro Terán:
M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data. Adv. Data Anal. Classif. 15(2): 267-288 (2021) - [j33]Stefan Van Aelst, Patrick J. F. Groenen:
Editorial Founding Issue. J. Data Sci. Stat. Vis. 1(1) (2021) - 2020
- [j32]Yixin Wang, Stefan Van Aelst:
Sparse Principal Component Analysis Based on Least Trimmed Squares. Technometrics 62(4): 473-485 (2020)
2010 – 2019
- 2019
- [j31]Holger Cevallos-Valdiviezo, Stefan Van Aelst:
Fast computation of robust subspace estimators. Comput. Stat. Data Anal. 134: 171-185 (2019) - [j30]Chamberlain Mbah, Kris Peremans, Stefan Van Aelst, Dries F. Benoit:
Robust Bayesian seemingly unrelated regression model. Comput. Stat. 34(3): 1135-1157 (2019) - [j29]Beatriz Sinova, Stefan Van Aelst:
Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data. Int. J. Approx. Reason. 113: 1-13 (2019) - [j28]Ioannis Kalogridis, Stefan Van Aelst:
Robust functional regression based on principal components. J. Multivar. Anal. 173: 393-415 (2019) - [j27]Yixin Wang, Stefan Van Aelst:
Robust variable screening for regression using factor profiling. Stat. Anal. Data Min. 12(2): 70-87 (2019) - 2018
- [j26]Beatriz Sinova, Stefan Van Aelst:
Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function. Int. J. Approx. Reason. 93: 219-237 (2018) - [j25]Kris Peremans, Stefan Van Aelst:
Robust inference for seemingly unrelated regression models. J. Multivar. Anal. 167: 212-224 (2018) - [c8]Beatriz Sinova, Stefan Van Aelst:
Empirical Comparison of the Performance of Location Estimates of Fuzzy Number-Valued Data. SMPS 2018: 191-199 - 2017
- [j24]Samuel Müller, Graciela Boente, Christophe Croux, Juan Romo, Stefan Van Aelst:
2nd special issue on robust analysis of complex data. Comput. Stat. Data Anal. 113: 395-397 (2017) - 2016
- [j23]Michael W. Berry, Jung Jin Lee, Giovanni Montana, Stefan Van Aelst, Ruben H. Zamar:
Special Issue on Advances in Data Mining and Robust Statistics. Comput. Stat. Data Anal. 93: 388-389 (2016) - [j22]Matías Salibián Barrera, Stefan Van Aelst, Victor J. Yohai:
Robust tests for linear regression models based on τ-estimates. Comput. Stat. Data Anal. 93: 436-455 (2016) - [j21]Stefan Van Aelst:
Stahel-Donoho estimation for high-dimensional data. Int. J. Comput. Math. 93(4): 628-639 (2016) - [j20]Beatriz Sinova, María Angeles Gil, Stefan Van Aelst:
M-Estimates of Location for the Robust Central Tendency of Fuzzy Data. IEEE Trans. Fuzzy Syst. 24(4): 945-956 (2016) - [c7]Beatriz Sinova, Stefan Van Aelst:
Tukey's Biweight Loss Function for Fuzzy Set-Valued M-estimators of Location. SMPS 2016: 447-454 - 2015
- [j19]Holger Cevallos-Valdiviezo, Stefan Van Aelst:
Tree-based prediction on incomplete data using imputation or surrogate decisions. Inf. Sci. 311: 163-181 (2015) - 2014
- [j18]S. Ejaz Ahmed, Gerda Claeskens, Hidetoshi Shimodaira, Stefan Van Aelst:
Special issue on Model Selection and High Dimensional Data Reduction. Comput. Stat. Data Anal. 71: 652-653 (2014) - [j17]Beatriz Sinova, María Angeles Gil, María Teresa López, Stefan Van Aelst:
A parameterized L2 metric between fuzzy numbers and its parameter interpretation. Fuzzy Sets Syst. 245: 101-115 (2014) - [c6]Shirin Shahriari, Susana Faria, Arminda Manuela Gonçalves, Stefan Van Aelst:
Outlier Detection and Robust Variable Selection for Least Angle Regression. ICCSA (3) 2014: 512-522 - 2013
- [j16]Christophe Croux, Elvezio Ronchetti, Matías Salibián Barrera, Stefan Van Aelst:
Special issue on robust analysis of complex data. Comput. Stat. Data Anal. 65: 1-3 (2013) - [j15]Stefan Van Aelst, Gert Willems, Ruben H. Zamar:
Robust and efficient estimation of the residual scale in linear regression. J. Multivar. Anal. 116: 278-296 (2013) - 2012
- [j14]Stefan Van Aelst, Ellen Vandervieren, Gert Willems:
A Stahel-Donoho estimator based on huberized outlyingness. Comput. Stat. Data Anal. 56(3): 531-542 (2012) - [j13]Beatriz Sinova, María Angeles Gil, Ana Colubi, Stefan Van Aelst:
The median of a random fuzzy number. The 1-norm distance approach. Fuzzy Sets Syst. 200: 99-115 (2012) - [c5]Beatriz Sinova, Gil González-Rodríguez, Stefan Van Aelst:
An Alternative Approach to the Median of a Random Interval Using an L 2 Metric. SMPS 2012: 273-281 - 2010
- [j12]Stefan Van Aelst, Gert Willems:
Inference for robust canonical variate analysis. Adv. Data Anal. Classif. 4(2-3): 181-197 (2010) - [j11]Stefan Van Aelst, Roy E. Welsch, Ruben H. Zamar:
Special issue on variable selection and robust procedures. Comput. Stat. Data Anal. 54(12): 2879-2882 (2010) - [j10]Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar:
Fast robust estimation of prediction error based on resampling. Comput. Stat. Data Anal. 54(12): 3121-3130 (2010) - [c4]Stefan Van Aelst, Ellen Vandervieren, Gert Willems:
Robust Principal Component Analysis Based on Pairwise Correlation Estimators. COMPSTAT 2010: 573-580
2000 – 2009
- 2009
- [j9]Ella Roelant, Stefan Van Aelst, Christophe Croux:
Multivariate generalized S-estimators. J. Multivar. Anal. 100(5): 876-887 (2009) - 2008
- [j8]Matías Salibián Barrera, Stefan Van Aelst:
Robust model selection using fast and robust bootstrap. Comput. Stat. Data Anal. 52(12): 5121-5135 (2008) - [j7]Matías Salibián Barrera, Stefan Van Aelst, Gert Willems:
Fast and robust bootstrap. Stat. Methods Appl. 17(1): 41-71 (2008) - 2007
- [j6]Christophe Croux, Efstratios Gallopoulos, Stefan Van Aelst, Hongyuan Zha:
Machine Learning and Robust Data Mining. Comput. Stat. Data Anal. 52(1): 151-154 (2007) - [j5]Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar:
Building a robust linear model with forward selection and stepwise procedures. Comput. Stat. Data Anal. 52(1): 239-248 (2007) - [j4]Ella Roelant, Stefan Van Aelst:
An L1-type estimator of multivariate location and shape. Stat. Methods Appl. 15(3): 381-393 (2007) - 2006
- [j3]Stefan Van Aelst, Xiaogang Wang, Ruben H. Zamar, Rong Zhu:
Linear grouping using orthogonal regression. Comput. Stat. Data Anal. 50(5): 1287-1312 (2006) - 2005
- [j2]Gert Willems, Stefan Van Aelst:
Fast and robust bootstrap for LTS. Comput. Stat. Data Anal. 48(4): 703-715 (2005) - 2004
- [j1]Peter J. Rousseeuw, Stefan Van Aelst, Katrien van Driessen, Jose A. Gulló:
Robust Multivariate Regression. Technometrics 46(3): 293-305 (2004) - 2002
- [c3]Gert Willems, G. Pison, Peter J. Rousseeuw, Stefan Van Aelst:
A Hotelling Test Based on MCD. COMPSTAT 2002: 117-122 - [c2]Greet Pison, Stefan Van Aelst:
Analyzing Data with Robust Multivariate Methods and Diagnostic Plots. COMPSTAT 2002: 165-170
1990 – 1999
- 1998
- [c1]Peter J. Rousseeuw, Stefan Van Aelst:
The Deepest Fit. COMPSTAT 1998: 437-442
Coauthor Index
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