| . |
Croux, Christophe's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,506 |
Total
Citations
54 |
|
|
|
|
|
1.
|
|
|
Verardi, Vincenzo
FUNDP - University of Namur. CRED Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
336
(42,123)
|
19
|
|
| |
|
| |
S-estimators, MM-estimators, Outliers, Robustness
|
|
|
2.
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Laurent, Sébastien
Maastricht University - Department of Quantitative Economics
|
| Posted: |
|
10 Nov 08
|
|
Last Revised:
|
|
06 Feb 12
|
|
277
(52,789)
|
12
|
|
| |
|
| |
high-frequency data, jump detection, periodicity, long memory, robust statistics
|
|
|
3.
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
| Posted: |
|
21 Jan 08
|
|
Last Revised:
|
|
04 Mar 12
|
|
203
(73,614)
|
4
|
|
| |
|
| |
GARCH models, M-estimators, multivariate time series, outliers, robust methods
|
|
|
4.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Filzmoser, Peter
Vienna University of Technology Oliveira, M. Rosario
Instituto Superior Técnico
|
|
179
(83,103)
|
2
|
|
| |
|
| |
Algorithms, Data, Field, IT, Methods, Outliers, Performance, Principal component analysis, Principal components analysis, Projection-pursuit, Robustness, Simulation, Space, Variables, Variance
|
|
|
5.
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Laurent, Sébastien
Maastricht University - Department of Quantitative Economics
|
| Posted: |
|
23 Jun 08
|
|
Last Revised:
|
|
04 Mar 12
|
|
174
(85,427)
|
11
|
|
| |
|
| |
Continuous-time methods, high-frequency data, quadratic covariation, realized covolatility, semi-martingales
|
|
|
6.
|
|
|
Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
133
(108,418)
|
|
|
| |
|
| |
Common indicators, Dimension reduction methods, Economic sentiment indicator, Forecasting
|
|
|
7.
|
|
|
Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE) Lemmens, Aurelie
Tilburg University Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
122
(116,313)
|
1
|
|
| |
|
| |
Cointegration, Consumer Sentiment, Granger Causality, VEC models
|
|
|
8.
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
| Posted: |
|
17 Oct 10
|
|
Last Revised:
|
|
14 Jun 12
|
|
113
(123,594)
|
|
|
| |
|
| |
Epps Effect, High Frequency Data, Integrated Covariance, Jumps, Non-Synchronous Trading, Realized Covariance
|
|
|
9.
|
|
Robust Forecasting of Non-Stationary Time Series
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Mahieu, Koen
affiliation not provided to SSRN
|
|
Posted:
|
|
13 Oct 10
|
|
Last Revised:
|
|
20 Nov 10
|
|
82
(153,782)
|
1
|
|
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Fried, Roland
University of Dortmund Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Mahieu, Koen
affiliation not provided to SSRN
|
|
38
|
1
|
|
| |
|
| |
Heteroscedasticity, Non-Parametric Regression, Prediction, Outliers, Robustness
|
|
|
|
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Mahieu, Koen
affiliation not provided to SSRN
|
|
44
|
1
|
|
| |
|
| |
Heteroscedasticity, Non-parametric regression, Prediction, Outliers, Robustness
|
|
|
|
|
|
10.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Filzmoser, Peter
Vienna University of Technology Fritz, Heinrich
affiliation not provided to SSRN
|
|
81
(154,947)
|
|
|
| |
|
| |
dispersion measure, projection-pursuit, outliers, variable selection
|
|
|
11.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE) Mahieu, Koen
affiliation not provided to SSRN
|
| Posted: |
|
16 Apr 10
|
|
Last Revised:
|
|
30 Oct 10
|
|
80
(156,136)
|
|
|
| |
|
| |
Control chart, Holt-Winters, Non-stationary time series, Outlier detection, Robustness, Statistical process contro
|
|
|
12.
|
|
|
Claeskens, Gerda
Katholieke Universiteit Leuven (KUL) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Van Kerckhoven, Johan
Katholieke Universiteit Leuven (KUL)
|
|
78
(158,601)
|
|
|
| |
|
| |
Classification, Criteria, Error rate, Information, Information criterion, IT, Model, Models, Performance, Problems, Selection, Simulation, Space, Studies, Supervised classification, Support vector machine, Variable selection
|
|
|
13.
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
| Posted: |
|
13 Oct 10
|
|
Last Revised:
|
|
04 Mar 12
|
|
69
(171,897)
|
1
|
|
| |
|
| |
Breakdown, Correlation, Efficiency, Robustness, Van der Waerden
|
|
|
14.
|
|
|
Lemmens, Aurelie
Tilburg University Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Stremersch, S.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
62
(180,512)
|
|
|
| |
|
| |
country segmentation, dynamic segments, international new product growth, penalized splines, semiparametric modeling
|
|
|
15.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE) Mahieu, Koen
affiliation not provided to SSRN
|
|
58
(186,736)
|
|
|
| |
|
| |
Data cleaning, Exponential smoothing, Forecasting, Multivariate time series, Robustness
|
|
|
16.
|
|
|
Glady, Nicolas
affiliation not provided to SSRN Lemmens, Aurelie
Tilburg University Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
54
(193,337)
|
|
|
| |
|
| |
: Association, Copula, Customer Lifetime Value, Across and Within Customers
|
|
|
17.
|
|
The Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios
|
Show Abstracts |
Hide Abstracts |
Versions (1)
|
hide multiple versions |
Export Bibliographic Info |
|
Boudt, Kris
Free University of Brussels (VUB) Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
36
(196,740)
|
|
|
|
|
|
Boudt, Kris
Free University of Brussels (VUB) Cornelissen, Jonathan
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
36
|
|
|
| |
|
| |
Mean-variance optimization, Minimum tracking error, Portfolio optimization, Socially responsible investment, Sustainability
|
|
|
|
|
|
18.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Exterkate, Peter
University of Aarhus - CREATES
|
|
50
(200,218)
|
|
|
| |
|
| |
dimension reduction, forecasting, outliers, regularization, sparsity
|
|
|
19.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Filzmoser, Peter
Vienna University of Technology Fritz, Heinrich
affiliation not provided to SSRN
|
|
47
(205,760)
|
|
|
| |
|
| |
Algorithm, Multivariate median, Optimization, Robustness
|
|
|
20.
|
|
|
Tharmaratnam, Kukatharmini
Catholic University of Leuven (KUL). Faculty of Business and Economics Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Claeskens, Gerda
Katholieke Universiteit Leuven (KUL) Salibian-Barrera, Matias
University of British Columbia. Department of Statistics
|
|
41
(217,548)
|
|
|
| |
|
| |
M-estimator, Penalized least squares method, Penalized regression
|
|
|
21.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Dehon, Catherine
Université Libre de Bruxelles (ULB)
|
|
39
(221,660)
|
2
|
|
| |
|
| |
Asymptotic Variance, Correlation, Gross-Error Sensitivity, Influence function, Kendall correlation, Robustness, Spearman correlation
|
|
|
22.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Reusens, Peter
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE)
|
|
38
(223,807)
|
1
|
|
| |
|
| |
frequency domain, granger causality, gross domestic product, predictive power, stock prices
|
|
|
23.
|
|
|
Alfons, Andreas
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE)
|
|
29
(245,747)
|
|
|
| |
|
| |
breakdown point, outliers, penalized regression, robust regression, trimming
|
|
|
24.
|
|
Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Prosdocimi, Ilaria
KU Leuven - Department of Mathematics
|
|
Posted:
|
|
13 Oct 10
|
|
Last Revised:
|
|
20 Nov 10
|
|
27
(251,621)
|
|
|
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Prosdocimi, Ilaria
KU Leuven - Department of Mathematics
|
|
7
|
|
|
| |
|
| |
Dispersion, Generalized Additive Modeling, Mean Regression Function, Quasilikelihood, M-Estimation, P-Splines, Robust Estimation
|
|
|
|
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Prosdocimi, Ilaria
KU Leuven - Department of Mathematics
|
|
9
|
|
|
| |
|
| |
dispersion, generalized additive modelling, mean regression function, quasilikelihood, M-estimation, P-splines, robust estimation
|
|
|
|
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Gijbels, Irene
Catholic University of Louvain (UCL) - School of Statistics Prosdocimi, Ilaria
KU Leuven - Department of Mathematics
|
|
11
|
|
|
| |
|
| |
dispersion, generalized additive modelling, mean regression function, quasilikelihood, M-estimation, P-splines, robust estimation
|
|
|
|
|
|
25.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Exterkate, Peter
University of Aarhus - CREATES
|
| Posted: |
|
19 Aug 11
|
|
Last Revised:
|
|
31 Aug 12
|
|
26
(254,730)
|
|
|
| |
|
| |
dimension reduction, forecasting, outliers, regularization
|
|
|
26.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Haesbroeck, Gentiane
University of Liège. Department of Mathematics Ruwet, Christel
University of Liege. Department of Mathematics
|
|
25
(257,852)
|
|
|
| |
|
| |
Breakdown point, Diagnostic plot, Influence function, Ordinal regression, Weighted Maximum Likelihood, Robust distances
|
|
|
27.
|
|
|
Schettlinger, Karen
Technische Universität Dortmund, Fakultät Statistik Gelper, Sarah
KU Leuven - Faculty of Business and Economics (FBE) Gather, Ursula
affiliation not provided to SSRN Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
20
(274,905)
|
|
|
| |
|
| |
real-time estimation, robustness, time series, variability
|
|
|
28.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Dehon, Catherine
Université Libre de Bruxelles (ULB) Yadine, Abdelilah
Université Libre de Bruxelles (ULB)
|
|
19
(278,476)
|
|
|
| |
|
| |
Breakdown point, Multivariate analysis, Principal components, Robust estimation, Spatial signs
|
|
|
29.
|
|
|
Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE) Dehon, Catherine
Université Libre de Bruxelles (ULB) Yadine, Abdelilah
Université Libre de Bruxelles (ULB)
|
|
8
(316,372)
|
|
|
| |
|
| |
Breakdown point, Multivariate Location and Scatter, Robustness, S-estimator
|
|
|
30.
|
|
|
Glady, Nicolas
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
|
|
|
| |
|
| |
Customer Relationship Management, Prediction, Retail Banking, Share-of-Wallet
|
|
|
31.
|
|
|
Glady, Nicolas
KU Leuven - Faculty of Business and Economics (FBE) Baesens, Bart
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
|
|
|
|
| |
|
| |
Customer lifetime value, Value, Yield, Companies, Order, Model, Product, Expected
|
|
|
32.
|
|
|
Glady, Nicolas
KU Leuven - Faculty of Business and Economics (FBE) Baesens, Bart
KU Leuven - Faculty of Business and Economics (FBE) Croux, Christophe
KU Leuven - Faculty of Business and Economics (FBE)
|
| Posted: |
|
09 Mar 07
|
|
Last Revised:
|
|
07 Jul 08
|
|
|
|
|
| |
|
| |
Churn prediction, Classification, Customer lifetime value, Prediction models
|
|
