Peter Filzmoser

Vienna University of Technology

Wien 1040

Austria

SCHOLARLY PAPERS

6

DOWNLOADS

774

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Algorithms for Projection-Pursuit Robust Principal Component Analysis

KU Leuven Working Paper No. KBI 0624
Number of pages: 18 Posted: 08 Mar 2007
Christophe Croux, Peter Filzmoser and M. Rosario Oliveira
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and Instituto Superior Técnico
Downloads 293 (104,205)
Citation 2

Abstract:

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Algorithms, Data, Field, IT, Methods, Outliers, Performance, Principal component analysis, Principal components analysis, Projection-pursuit, Robustness, Simulation, Space, Variables, Variance

2.

Robust Linear Discriminant Analysis for Multiple Groups: Influence and Classification Efficiencies

Number of pages: 29 Posted: 24 Jan 2006
Christophe Croux, Peter Filzmoser and Kristel Joossens
Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES), Vienna University of Technology and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 208 (147,343)

Abstract:

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Classification efficiency, Discriminant analysis, Error rate, Fisher rule, Influence function, Multiple groups, Robustness

3.

Robust Sparse Principal Component Analysis

Catholic University of Leuven Department of Decision Science and Information Management Working Paper No. 1113
Number of pages: 25 Posted: 20 Jun 2011
Christophe Croux, Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and affiliation not provided to SSRN
Downloads 109 (251,633)
Citation 3

Abstract:

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dispersion measure, projection-pursuit, outliers, variable selection

4.

A Comparison of Algorithms for the Multivariate L1-Median

CentER Discussion Paper Series No. 2010-106
Number of pages: 23 Posted: 13 Oct 2010
Christophe Croux, Peter Filzmoser and Heinrich Fritz
KU Leuven - Faculty of Business and Economics (FEB), Vienna University of Technology and affiliation not provided to SSRN
Downloads 108 (253,219)

Abstract:

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Algorithm, Multivariate median, Optimization, Robustness

5.

Sparse Partial Robust M Regression

Number of pages: 25 Posted: 16 Jun 2015
Vienna University of Technology, BASF Aktiengesellschaft, Vienna University of Technology and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 43 (415,955)
Citation 1

Abstract:

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Biplot, Partial least squares, Robustness, Sparse estimation

6.

Robust Estimation of Economic Indicators from Survey Samples Based on Pareto Tail Modeling

Number of pages: 20 Posted: 18 Jun 2012
Andreas Alfons, Matthias Templ and Peter Filzmoser
Katholieke Universiteit Leuven - Faculty of Business and Economics (FBE), Vienna University of Technology and Vienna University of Technology
Downloads 13 (567,710)
Citation 3

Abstract:

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EU-SILC, Gini coefficient, Pareto distribution, survey statistics, tail modeling