Christophe Croux

Q: What Schools Are Affiliated With Christophe Croux

Christophe Croux is affiliated with the following schools: EDHEC Business School, KU Leuven

Christophe Croux's AcademicInfluence.com Rankings

Christophe Croux

Mathematics

#6796

World Rank

#9347

Historical Rank

Statistics

#693

World Rank

#779

Historical Rank

Measure Theory

#1609

World Rank

#1988

Historical Rank

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Mathematics

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Christophe Croux's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Alternatives to the Median Absolute Deviation (1993) (1864)
Influence functions of the Spearman and Kendall correlation measures (2010) (456)
Depression and socio-economic risk factors: 7-year longitudinal population study (2007) (433)
Robust Regression in Stata (2008) (427)
Bagging and Boosting Classification Trees to Predict Churn (2006) (384)
A Measure of Comovement for Economic Variables: Theory and Empirics (1999) (382)
Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies (2000) (359)
Robust principal component analysis for functional data (1999) (322)
High breakdown estimators for principal components: the projection-pursuit approach revisited (2005) (314)
Robust Forecasting with Exponential and Holt-Winters Smoothing (2007) (282)
Influence Function and Efficiency of the Minimum Covariance Determinant Scatter Matrix Estimator (1999) (263)
Algorithms for Projection-Pursuit Robust Principal Component Analysis (2007) (234)
Linearity of calibration curves: use and misuse of the correlation coefficient (2002) (201)
Modeling churn using customer lifetime value (2009) (191)
TOMCAT: A MATLAB toolbox for multivariate calibration techniques (2007) (187)
Sparse least trimmed squares regression for analyzing high-dimensional large data sets (2013) (184)
Robust factor analysis (2003) (181)
Partial robust M-regression (2005) (174)
Robust Estimation of Intraweek Periodicity in Volatility and Jump Detection (2008) (166)
Time-Efficient Algorithms for Two Highly Robust Estimators of Scale (1992) (160)
Implementing the Bianco and Yohai estimator for logistic regression (2003) (140)
A Fast Algorithm for Robust Principal Components Based on Projection Pursuit (1996) (140)
Estimation and Decomposition of Downside Risk for Portfolios with Non-Normal Returns (2007) (130)
Robust linear discriminant analysis using S‐estimators (2001) (125)
Robust Sparse Principal Component Analysis (2013) (115)
Generalized S-Estimators (1994) (109)
The multivariate least-trimmed squares estimator (2008) (107)
Robust Estimators for the Fixed Effects Panel Data Model (2007) (106)
Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion (2006) (105)
A modified Pareto/NBD approach for predicting customer lifetime value (2007) (105)
Measuring and Testing Granger Causality over the Spectrum: An Application to European Production Expectation Surveys (2008) (104)
Robust standard errors for robust estimators (2003) (103)
Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter (1995) (92)
Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain (2007) (82)
Explicit scale estimators with high breakdown point (1992) (82)
The Gaussian rank correlation estimator: robustness properties (2010) (74)
Sovereign credit rating determinants: A comparison before and after the European debt crisis (2017) (73)
Do Stock Prices Contain Predictive Power for the Future Economic Activity? A Granger Causality Analysis in the Frequency Domain (2011) (71)
Outlyingness Weighted Covariation (2008) (69)
On the Construction of the European Economic Sentiment Indicator (2010) (69)
On The Predictive Content Of Production Surveys: A Pan-European Study (2004) (65)
Fitting multiplicative models by robust alternating regressions (2003) (62)
Robust canonical correlations: A comparative study (2005) (61)
Poverty Dynamics in Europe (2009) (61)
A class of high-breakdown scale estimators based on subranges (1992) (59)
Influence of observations on the misclassification probability in quadratic discriminant analysis (2005) (59)
CLASSIFICATION EFFICIENCIES FOR ROBUST LINEAR DISCRIMINANT ANALYSIS (2008) (59)
Consumer confidence in Europe: United in diversity (2007) (56)
Sign and Rank Covariance Matrices: Statistical Properties and Application to Principal Components Analysis (2002) (55)
Multivariate Out-of-Sample Tests for Granger Causality (2006) (50)
PREDICTION‐FOCUSED MODEL SELECTION FOR AUTOREGRESSIVE MODELS (2007) (49)
A comparison of algorithms for the multivariate L1-median (2010) (49)
Robust High-Dimensional Precision Matrix Estimation (2014) (49)
Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices (2006) (48)
An Information Criterion for Variable Selection in Support Vector Machines (2008) (45)
Robust continuum regression (2005) (44)
Sparse canonical correlation analysis from a predictive point of view (2015) (44)
Volatility spillovers in commodity markets: A large t-vector autoregressive approach (2020) (42)
The breakdown behavior of the maximum likelihood estimator in the logistic regression model (2002) (41)
Identifying demand effects in a large network of product categories (2015) (41)
Robust M-Estimation of Multivariate GARCH models (2010) (38)
The bias of k-step M-estimators (1994) (37)
Robust explicit estimators of Weibull parameters (2011) (35)
The shooting S-estimator for robust regression (2015) (34)
Sparse Partial Robust M Regression (2015) (34)
Robust Methods for Canonical Correlation Analysis (2000) (33)
Dynamics in international market segmentation of new product growth. (2012) (33)
Location adjustment for the minimum volume ellipsoid estimator (2002) (33)
Robust Estimation of the Vector Autoregressive Model by a Least Trimmed Squares Procedure (2008) (33)
The Global Entry of New Pharmaceuticals: A Joint Investigation of Launch Window and Price (2011) (32)
S-Estimation for Penalized Regression Splines (2008) (31)
The affine equivariant sign covariance matrix: asymptotic behavior and efficiencies (2003) (31)
Robust Exponential Smoothing of Multivariate Time Series (2010) (31)
Forecasting using sparse cointegration (2016) (29)
Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models (2010) (28)
Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform (2020) (27)
Association study between bipolar disorder and candidate genes involved in dopamine-serotonin metabolism and GABAergic neurotransmission: a preliminary report. (1996) (27)
Efficient high-breakdown M-estimators of scale☆ (1994) (27)
A measure of co-movement for economic variables: theory and empirics (2001) (27)
Billboard and cinema advertising: : Missed opportunity or spoiled arms? (2014) (26)
Trimmed Bagging (2007) (25)
Performance of likelihood-based estimation methods for multilevel binary regression models (2005) (24)
Robust online scale estimation in time series: A model-free approach (2009) (24)
Asymptotics of Generalized S-Estimators (1994) (24)
Logistic discrimination using robust estimators: An influence function approach (2008) (24)
Robust sparse canonical correlation analysis (2015) (23)
Predicting Customer Wallet Without Survey Data (2009) (23)
The influence function of penalized regression estimators (2015) (23)
Least angle regression for time series forecasting with many predictors (2008) (22)
Robust estimation of location and scale (2013) (22)
Limit behavior of the empirical influence function of the median (1998) (22)
Bounded influence regression using high breakdown scatter matrices (2003) (22)
Multivariate generalized S-estimators (2009) (21)
INFLUENCE FUNCTION AND ASYMPTOTIC EFFICIENCY OF THE AFFINE EQUIVARIANT RANK COVARIANCE MATRIX (2004) (21)
Robust Maximum Association Estimators (2017) (21)
Influence properties of partial least squares regression (2004) (20)
Robust Factorization of a Data Matrix (1998) (20)
Multivariate volatility forecasts for stock market indices (2020) (18)
The k-step spatial sign covariance matrix (2010) (18)
RoPEUS: A New Robust Algorithm for Static Positioning in Ultrasonic Systems (2009) (18)
Robust Estimation for Ordinal Regression (2013) (17)
Jump Robust Daily Covariance Estimation by Disentangling Variance and Correlation Components (2010) (17)
The Predictive Power of the Business and Bank Sentiment of Firms: A High-Dimensional Granger Causality Approach (2015) (16)
Robust Multivariate Methods: The Projection Pursuit Approach (2005) (16)
Empirical Comparison of the Classification Performance of Robust Linear and Quadratic Discriminant Analysis (2004) (16)
Fast and robust estimation of the multivariate errors in variables model (2010) (16)
Forecasting Using Robust Exponential Smoothing with Damped Trend and Seasonal Components (2017) (14)
An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator (1997) (14)
Robust Control Charts for Time Series Data (2010) (14)
Robust groupwise least angle regression (2016) (14)
Sparse Least Trimmed Squares Regression (2011) (13)
Robust Multivariate Methods in Chemometrics (2020) (13)
Robust estimation of the conditional median function at elliptical models (2001) (13)
Commodity Dynamics: A Sparse Multi-Class Approach (2016) (13)
Supervised dimension reduction for multivariate time series (2017) (13)
A Projection Algorithm for Regression with Collinearity (2002) (12)
Computational aspects of robust Holt-Winters smoothing based on M-estimation (2008) (12)
Unveiling the relationship between the transaction timing, spending and dropout behavior of customers (Online First) (2015) (12)
Maxbias curves of robust scale estimators based on subranges (2001) (12)
The Predictive Power of the European Economic Sentiment Indicator (2007) (11)
Outlier resistant estimators for canonical correlation analysis (2000) (11)
The impact of education on third births. A multilevel discrete-time hazard analysis (2005) (11)
The Impact of a Sustainability Constraint on the Mean-Tracking Error Efficient Frontier (2013) (11)
Robust and sparse estimation of tensor decompositions (2013) (11)
Positive-breakdown regression by minimizing nested scale estimators (1996) (10)
An algorithm for the multivariate group lasso with covariance estimation (2015) (10)
Multiple group linear discriminant analysis: robustness and error rate (2006) (10)
A robust version of principal factor analysis (2000) (10)
Asymptotics of the Repeated Median Slope Estimator (1994) (10)
Robustness versus Efficiency for Nonparametric Correlation Measures (2008) (9)
Maxbias Curves of Robust Location Estimators based on Subranges (2002) (9)
Sovereign Credit Rating Determinants: The Impact of the European Debt Crisis (2016) (9)
Sparse regression for large data sets with outliers (2021) (8)
Sparse and Robust Factor Modelling (2011) (8)
Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures (2015) (8)
Machine Learning and Robust Data Mining (2007) (8)
Multiclass vector auto‐regressive models for multistore sales data (2018) (8)
Unveiling the Relationship between the Transaction Timing, Spending and Dropout Behavior of Customers (2014) (8)
ROBUST PRINCIPAL COMPONENT ANALYSIS BASED ON TRIMMING AROUND AFFINE SUBSPACES (2018) (8)
On the Optimality of Multivariate S‐Estimators (2011) (7)
Robust Maximum Association Between Data Sets: The R Package ccaPP (2016) (7)
Sliced average variance estimation for multivariate time series (2018) (7)
Testing the information matrix equality with robust estimators (2006) (7)
Detecting Time Variation in the Price Puzzle: An Improved Prior Choice for Time Varying Parameter VAR Models (2015) (7)
Poverty Dynamics in Europe. A Multilevel Discrete-Time Recurrent Hazard Analysis (2004) (7)
Dynamic factor models (2004) (7)
The European Consumer: United in Diversity? (2005) (7)
Sparse Vector AutoRegressive Modeling (2015) (6)
Robust and Sparse Factor Modelling (2011) (6)
Sensitivity functions and numerical analysis of the repeated median slope (1995) (6)
Robust Redundancy Analysis by Alternating Regression (2004) (6)
Nonparametric tests for intraday jumps: Impact of periodicity and microstructure noise (2012) (6)
Lasso-Based Forecast Combinations for Forecasting Realized Variances (2016) (6)
Modeling Within- and Across-Customer Association in Lifetime Value with Copulas (2010) (6)
Robust Online Scale Estimation in Time Series: A Regression-Free Approach (2007) (5)
Time series least angle regression for selecting predictive economic sentiment series (2011) (5)
Robust estimation of linear state space models (2017) (5)
Dimension reduction of the explanatory variables in multiple linear regression (2002) (5)
Discussion of 'Sur une limitation tres générale de la dispersion de la médiane', by M. Fréchet (2006) (4)
A note on finite-sample efficiencies of estimators for the minimum volume ellipsoid (2002) (4)
Factor Analysis in a Robust Way (1999) (4)
Robust and sparse multigroup classification by the optimal scoring approach (2020) (4)
Maximum deviation curves for location estimators (1996) (4)
Prediction focussed model selection for autoregressive models bmodels (2006) (4)
Decomposing Granger Causality Over the Spectrum (2004) (4)
Robust Forecasting of Non-Stationary Time Series (2010) (4)
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations (2007) (3)
Robust online scale estimation in time series (2007) (3)
Logistic Discrimination Using Robust Estimators (2006) (3)
A Robust Biplot Representation of Two-way Tables (1998) (3)
Asymptotics of an estimator of a robust spread functional (1996) (3)
Projection pursuit based measures of association (2003) (3)
The Gaussian rank correlation estimator: robustness properties (2011) (3)
Multi-Class Vector Autoregressive Models for Multi-Store Sales Data (2016) (3)
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini (2018) (3)
High Breakdown Regression by Minimization of a Scale Estimator (1994) (3)
MM_REGRESS: Stata module to compute robust regression estimates (2009) (3)
Discussion of ''Invariant co-ordinate selection'', by D. E. Tyler, F. Critchley, L. Dümbgen, H. Oja (2009) (3)
Modeling customer loyalty using customer lifetime value (2006) (3)
Regression-based, regression-free and model-free approaches for robust online scale estimation (2008) (3)
Robust Linear Discriminant Analysis for Multiple Groups: Influence and Classification Efficiencies (2005) (2)
Volatility Spillovers and Heavy Tails: A Large T-Vector Autoregressive Approach (2017) (2)
Sparse Cointegration (2014) (2)
Discussion of 'A survey of robust statistics'' (2007) (2)
Efficient and robust scale estimation for trended time series (2009) (2)
On the misuse of the correlation coefficient to assess linearity of calibration curves (2002) (2)
A comparison of algorithms for the multivariate L1-median (2011) (2)
Are good leverage points good or bad (2006) (2)
Statistical Inference for a Robust Measure of Multiple Correlation (2002) (2)
Corrigendum to “Consumer confidence in Europe: United in diversity?” [International Research in Marketing 24 (2007) 113–127] (2007) (2)
Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ (2016) (2)
Bagging a stacked classifier (2004) (1)
IEEE Global Conference on Signal and Information Processing; Austin, USA; December 3 - 5, 2013 (2013) (1)
Sparse vector autoregressive models with an application in marketing (2015) (1)
On the Optimality of Multivariate S-Estimators (2010) (1)
Empirical influence functions for robust principal components (1999) (1)
The shooting S-estimator for robust regression (2015) (1)
Nonresponse in the Belgian fertility and family survey (2003) (1)
Special issue on robust analysis of complex data (2013) (1)
Robust estimation of the vector autoregressive model by a trimmed least squares procedure (2004) (1)
Robust forecasting with Holt-Winters smoothing (2007) (1)
Equivariant Sign Covariance Matrix: Asymptotic Behavior and Eciencies (2001) (1)
P.2.a.021 Depression and socio-economic status: an 8-year longitudinal population-based study (2006) (1)
Robust estimation of intraweek periodicity and jump detection (2009) (1)
Bagging and boosting classifiers (2003) (1)
The Partial Robust M-approach (2005) (1)
Optimal multivariate S-estimators (2002) (1)
Robustness properties of some nonparametric correlation measures (2009) (1)
Contact and cooperation in the Belgian fertility and family survey (2004) (1)
Chemometrics and Intelligent Laboratory Systems (2015) (1)
Bagging van statistische classificatieregels (2003) (0)
Discussion: Computational aspects of robust statistical methods (2004) (0)
A projection-pursuit algorithm for robust maximum correlation estimators (2012) (0)
Robust discriminant analysis: error rate, influence function, efficiency (2005) (0)
CHANGES IN THE BOOK OF ABSTRACTS (2015) (0)
DEPARTMENT OF DECISION SCIENCES AND INFORMATION MANAGEMENT (KBI) (2010) (0)
Multivariate generalized S-estimators o (2008) (0)
Global launch of pharmaceuticals: the role of introduction delays in introductory prices (2008) (0)
Classification efficiencies for robust discrimination (2006) (0)
Modeling the term structure with sparse cointegration (2014) (0)
Predicting Customer Wallet (2007) (0)
Robust discriminant analysis based on the joint graphcial lasso estimator (2016) (0)
On M-type estimators for logistic regression (2002) (0)
Discussion:Mathematical statistics for high dimension low sample size data, by S. Marron (2004) (0)
A first step towards robust regression under elementwise contamination (2014) (0)
Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini (2018) (0)
Robust principal components analysis and singular value decomposition (2004) (0)
The sparse least trimmed squares estimator for simultaneous robust regression and model selection (2012) (0)
Robust estimation of the periodicity in intraday volatility and jump detection (2009) (0)
Robustness versus efficiency for nonparametric correlation measureso (2008) (0)
The Sustainability of Mean-Variance and Mean-Tracking Error Efficient Portfolios (2012) (0)
Error rates for multiple group robust linear discriminant analysis (poster) (2005) (0)
Applications of Mathematics (2008) (0)
Granger Causality in high-dimensions: the predictive power of sentiment indicators (2016) (0)
Software Updates (2021) (0)
Covariance matrix estimation based on spatial signs (2002) (0)
Modeling customer loyalty using customer lifetime value b (2006) (0)
Jump robust covariance estimation using ranks (2010) (0)
Robust subspace estimation (2003) (0)
A robust approach to partial least squares (2005) (0)
Robust online estimation of scale (2008) (0)
Robust Principal Components using Projection-Pursuit (2001) (0)
Testing the IM-equality with robust estimators (2003) (0)
Important Factors Determining Fintech Loan Default: Evidence from the LendingClub Consumer Platform (2020) (0)
Bounded Influence Filtering in General State-Space Models (2015) (0)
Robust discriminant analysis: Influence functions and classification efficiencies (2006) (0)
Out-of-sample decomposition of a granger causality measure (2006) (0)
A large t-vector autoregressive model for volatility spillover analysis (2017) (0)
Robust estimation of GARCH models (2009) (0)
A MULTILEVEL DISCRETE-TIME RECURRENT HAZARD ANALYSIS (2009) (0)
Influence and diagnostics in logistic discrimination (2005) (0)
Robust ordinal logistic regression (2010) (0)
Influence properties of partial squares regression (2003) (0)
Robust high-dimensional regression: sparse least trimmed squares (2012) (0)
Trimmed bagging of supervised classification rules (poster) (2004) (0)
Heteroscedastic and autocorrelation consistent estimators of standard errors in robust regression (2005) (0)
Sparse estimation of multi-class vector autoregressive models (2017) (0)
The shooting S-estimator: robust regression in the independent contamination model (2013) (0)
Linearly Transforming Variables in the VAR Model, How Does it Change the Impulse Response? (2017) (0)
Managing Uncertainty: Financial, Actuarial and Statistical Modeling (2005) (0)
Sparse cointegration analysis in high dimensions (2014) (0)
ROBUST CONT By ISSN 0924 No . 2010 – 107 ROL CHARTS FOR TIME SERIES DATA (2010) (0)
Robust maximum correlation based on projection pursuit (2012) (0)
Regression S-estimator adapted for cellwise contamination (2013) (0)
Trimmed aggregation of classiffiers (2005) (0)
Robust regression and model selection: sparse least trimmed squares (2011) (0)
Multi-class Vector AutoRegressive models (2016) (0)
1 The partial robust M-approach (0)
Tilburg University The K-Step Spatial Sign Covariance Matrix (2009) (0)
On the construction of the european sentiment indicator (2009) (0)
Influence analysis on the error rate in logistic discrimination (2005) (0)
Bounded Influence Filtering (2015) (0)
Variable selection for time series forecasting using the groupwise LARS algorithm (2008) (0)
Regression logistique robuste (2001) (0)
Robust variable section with the sparse shooting S (2016) (0)
Robust and sparse multigroup classification by the optimal scoring approach (2020) (0)
Real or Nominal Variables, Does it Matter for the Impulse Response? (2015) (0)
Robust and sparse estimation of inverse covariance matrices in presence of cellwise contamination (2015) (0)
Outlier robust filtering (2016) (0)
Robust linear and quadratic discriminant analysis. Book of short papers (2003) (0)
Background Low socio-economic status is associatedwith a higher prevalence of depression, but it is not yet knownwhetherchangein socio-economic status leads to a change inrates of depression. Aims To assesswhether longitudinal change in socio-economic factors affects change of depression level. Meth (2007) (0)
Dynamics in International Market Segmentation of New Product Growth (2011) (0)
Robustness in ordinal regression (2010) (0)
Robust regression in high-dimensions: sparse S and sparse MM (2014) (0)
Comparison of estimation methods for cellwise robust regression (2016) (0)
Multi-class sparse analysis of commodity markets (2016) (0)
Influence measures for regularized regression estimators (2012) (0)
Tilburg University A Comparison of Algorithms for the Multivariate L 1-Median (2010) (0)
Influence analysis of error rates: logistic discrimination (2005) (0)
Granger causality analysis of the European sentiment indicator. Poster (2006) (0)
Robust estimation of periodicity in intraday volatility (2009) (0)
Robust multivariate scale estimators for volatility estimation of financial time series (2009) (0)
Detecting Anti-dumping Circumvention: A Network Approach (2022) (0)
Depression and socio-economic status: an 8-year longitudinal population-based study (2006) (0)
Discussion: Asymptotics: applicable and non-applicable, by L. Davies (2005) (0)
Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (2015) (0)
Estimating volatility spillovers: a large t-vector autoregressive approach (2016) (0)
Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination (2015) (0)
The Annals of Computational and Financial Econometrics, first issue (2012) (0)
A realized conditional correlation model for large-scale portfolio optimization (2009) (0)
Variable selection: the focussed paradigm (2007) (0)
Robustness properties of the ordered logistic discrimination (2010) (0)
Discussion: The PLS-approach in data analysis (2005) (0)
Erratum to “Influence properties of partial least squares regression” [Chemometr. Intell. Lab. Syst. 71 (2004) 13–20] (2004) (0)
Generalized S-Estimators Author ( s ) : (2016) (0)
analysis using S-estimators (2016) (0)
Standard errors for MM-estimators in presence of heteroscedasticity and serial correlation (2006) (0)
Robust discrimination: An influence function approach (2006) (0)
Robust forecasting of short time series (2016) (0)
Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models (2017) (0)
Robust fitting of factor models for two-way tables (1998) (0)
Sparse S and MM regression (2014) (0)
Granger causality analysis for business and consumer surveys (2005) (0)
Robust Estimators for Weibull Parameters (2009) (0)
Robust model selection with grouped variables (2011) (0)
Robustness and efficiency of the Spearman and Kendall correlation measures (2010) (0)
Testing for Granger Causality in the frequency domain (2007) (0)
Survey Methodology (2020) (0)
Sparse precision matrix estimation under elementwise contamination (2014) (0)
A robust estimator for the vector autoregressive model (2006) (0)
Diagnostics for quadratic discriminant analysis (2002) (0)
On the Bianco-Yohai estimator for high breakdown logistic regression (2002) (0)
1 CLASSIFICATION EFFICIENCIES FOR ROBUST LINEAR DISCRIMINANT ANALYSIS (0)
Robust online monitoring of variability (2007) (0)
Sparse CCA using sparse multivariate alternating regression (2013) (0)
Estimating VAR models using robust estimators (2003) (0)

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What Schools Are Affiliated With Christophe Croux?

Christophe Croux is affiliated with the following schools:

Christophe Croux's Academic­Influence.com Rankings

Why Is Christophe Croux Influential?

Christophe Croux's Published Works

Published Works

What Schools Are Affiliated With Christophe Croux?

Christophe Croux's AcademicInfluence.com Rankings