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Researcher
Christophe Croux
- Disciplines:Econometric and statistical methods and methodology
Affiliations
- Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Nov 2005 → Today
Projects
1 - 8 of 8
- Multi-class estimation for high-dimensional econometric modelsFrom1 Oct 2016 → 1 Sep 2018Funding: FWO fellowships
- Sparse and robust estimation of vector autoregressive models with applications in marketing and economics.From1 Oct 2012 → 30 Sep 2016Funding: FWO fellowships
- Analysis of time varying relationships in multi-country monetary time series.From5 Mar 2012 → 31 Dec 2016Funding: IWT personal funding - strategic basic research grants
- Model selection for tree-structured estimation schemes.From1 Jun 2011 → 31 May 2014Funding: BOF - Other initiatives
- Robus groupwise variable selection.From1 Apr 2011 → 30 Sep 2011Funding: BOF - Bilateral scientific cooperation
- New methods for the use of high-frequency data and sustainability scores in portfolio management.From1 Oct 2009 → 31 Dec 2013Funding: IWT personal funding - strategic basic research grants
- Increasing the predictive power of convidence indicators using selection methods.From1 Jun 2008 → 31 May 2009Funding: National Bank of Belgium
- Robust and semiparametric estimation of marketing models.From1 Jan 2008 → 31 Dec 2011Funding: FWO research project (including WEAVE projects)
Publications
91 - 100 of 101
- Discussion of ''Invariant co-ordinate selection'', by D. E. Tyler, F. Critchley, L. Dümbgen, H. Oja(2009)
Authors: Christophe Croux
Pages: 582 - 583 - Robust estimators for the fixed effects panel data model(2008)
Authors: Christophe Croux
Pages: 521 - 540 - Classification efficiencies for robust linear discriminant analysis(2008)
Authors: Christophe Croux, P Filzmoser, Kristel Joossens
Pages: 581 - 599 - Robust estimation of the vector autoregressive model by a least trimmed squares procedure(2008)
Authors: Christophe Croux, Kristel Joossens
Pages: 489 - 501 - An information criterion for variable selection in Support Vector Machines(2008)
Authors: Gerda Claeskens, Christophe Croux, Johan Van Kerckhoven
Pages: 541 - 558 - Predictive modelling: variable selection and classification efficiencies.(2008)
Authors: Johan Van Kerckhoven, Christophe Croux, Gerda Claeskens
- Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys(2008)
Authors: Aurélie Lemmens, Christophe Croux, Marnik Dekimpe
Pages: 414 - 431 - Estimation and decomposition of downside risk for portfolios with non-normal returns(2008)
Authors: Kris Boudt, Christophe Croux
Pages: 79 - 103 - The multivariate least trimmed squares estimator(2008)
Authors: Christophe Croux, Stefan Van Aelst
Pages: 311 - 338 - Logistic discrimination using robust estimators: An influence function approach(2008)
Authors: Christophe Croux, Kristel Joossens
Pages: 157 - 174