{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,6]],"date-time":"2026-04-06T11:03:25Z","timestamp":1775473405328,"version":"3.50.1"},"reference-count":16,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2015,6,11]],"date-time":"2015-06-11T00:00:00Z","timestamp":1433980800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"name":"Research Fund KU Leuven","award":["GOA\/12\/014"],"award-info":[{"award-number":["GOA\/12\/014"]}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Comput Stat"],"published-print":{"date-parts":[[2016,9]]},"DOI":"10.1007\/s00180-015-0593-7","type":"journal-article","created":{"date-parts":[[2015,6,10]],"date-time":"2015-06-10T19:25:53Z","timestamp":1433964353000},"page":"829-844","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":27,"title":["The shooting S-estimator for robust regression"],"prefix":"10.1007","volume":"31","author":[{"given":"Viktoria","family":"\u00d6llerer","sequence":"first","affiliation":[]},{"given":"Andreas","family":"Alfons","sequence":"additional","affiliation":[]},{"given":"Christophe","family":"Croux","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2015,6,11]]},"reference":[{"issue":"1","key":"593_CR1","doi-asserted-by":"crossref","first-page":"226","DOI":"10.1214\/12-AOAS575","volume":"7","author":"A Alfons","year":"2013","unstructured":"Alfons A, Croux C, Gelper S (2013) Sparse least trimmed squares regression for analyzing high-dimensional large data sets. Ann Appl Stat 7(1):226\u2013248","journal-title":"Ann Appl Stat"},{"issue":"1","key":"593_CR2","doi-asserted-by":"crossref","first-page":"311","DOI":"10.1214\/07-AOS588","volume":"37","author":"F Alqallaf","year":"2009","unstructured":"Alqallaf F, Van Aelst S, Yohai V, Zamar R (2009) Propagation of outliers in multivariate data. Ann Stat 37(1):311\u2013331","journal-title":"Ann Stat"},{"key":"593_CR3","doi-asserted-by":"crossref","DOI":"10.1002\/0471725153","volume-title":"Regression diagnostics: identifying influential data and source of collinearity","author":"D Belsley","year":"1980","unstructured":"Belsley D, Kuh E, Welsch R (1980) Regression diagnostics: identifying influential data and source of collinearity. Wiley, New York"},{"issue":"3","key":"593_CR4","doi-asserted-by":"crossref","first-page":"287","DOI":"10.1111\/j.2517-6161.1982.tb01209.x","volume":"44","author":"P Brown","year":"1982","unstructured":"Brown P (1982) Multivariate calibration. J R Stat Soc Ser B 44(3):287\u2013321","journal-title":"J R Stat Soc Ser B"},{"issue":"2","key":"593_CR5","doi-asserted-by":"crossref","first-page":"302","DOI":"10.1214\/07-AOAS131","volume":"1","author":"J Friedman","year":"2007","unstructured":"Friedman J, Hastie T, Hofling H, Tibshirani R (2007) Pathwise coordinate optimization. Ann Appl Stat 1(2):302\u2013332","journal-title":"Ann Appl Stat"},{"issue":"3","key":"593_CR6","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1080\/10618600.1998.10474784","volume":"7","author":"W Fu","year":"1998","unstructured":"Fu W (1998) Penalized regressions: the bridge versus the lasso. J Comput Graph Stat 7(3):397\u2013416","journal-title":"J Comput Graph Stat"},{"issue":"1","key":"593_CR7","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1016\/0095-0696(78)90006-2","volume":"5","author":"D Harrison","year":"1978","unstructured":"Harrison D, Rubinfeld D (1978) Hedonic housing prices and the demand of clean air. J Environ Econ Manag 5(1):81\u2013102","journal-title":"J Environ Econ Manag"},{"issue":"8","key":"593_CR8","doi-asserted-by":"crossref","first-page":"2504","DOI":"10.1016\/j.csda.2011.02.014","volume":"55","author":"M Koller","year":"2011","unstructured":"Koller M, Stahel W (2011) Sharpening Wald-type inference in robust regression for small samples. Comput Stat Data Anal 55(8):2504\u20132515","journal-title":"Comput Stat Data Anal"},{"issue":"420","key":"593_CR9","first-page":"1227","volume":"87","author":"R Little","year":"1992","unstructured":"Little R (1992) Regression with missing X\u2019s: a review. J Am Stat Assoc 87(420):1227\u20131237","journal-title":"J Am Stat Assoc"},{"key":"593_CR10","doi-asserted-by":"crossref","DOI":"10.1002\/0470010940","volume-title":"Robust statistics","author":"R Maronna","year":"2006","unstructured":"Maronna R, Martin R, Yohai V (2006) Robust statistics, 2nd edn. Wiley, Hoboken","edition":"2"},{"key":"593_CR11","doi-asserted-by":"crossref","DOI":"10.1002\/0471725382","volume-title":"Robust regression and outlier detection","author":"P Rousseeuw","year":"1987","unstructured":"Rousseeuw P, Leroy A (1987) Robust regression and outlier detection. Wiley, Hoboken"},{"key":"593_CR12","unstructured":"StataCorp (2013) Stata: release 13. Stata Press, College Station, Texas, Statistical Software"},{"key":"593_CR13","doi-asserted-by":"crossref","first-page":"475","DOI":"10.1023\/A:1017501703105","volume":"3","author":"P Tseng","year":"2001","unstructured":"Tseng P (2001) Convergence of a block coordinate descent method for nondifferentiable minimization. J Optim Theory Appl 3:475\u2013494","journal-title":"J Optim Theory Appl"},{"key":"593_CR14","doi-asserted-by":"crossref","unstructured":"Van Aelst S, Vandervieren E, Willems G (2010) Robust principal component analysis based on pairwise correlation estimators. In: Lechevallier Y, Saporta G (eds) COMPSTAT 2010: proceedings in computational statistics. Physika, Heidelberg, pp 1677\u20131684","DOI":"10.1007\/978-3-7908-2604-3_59"},{"issue":"1","key":"593_CR15","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/00949650903103873","volume":"81","author":"S Aelst Van","year":"2011","unstructured":"Van Aelst S, Vandervieren E, Willems G (2011) Stahel\u2013Donoho estimators with cellwise weights. J Stat Comput Simul 81(1):1\u201327","journal-title":"J Stat Comput Simul"},{"issue":"3","key":"593_CR16","doi-asserted-by":"crossref","first-page":"531","DOI":"10.1016\/j.csda.2011.08.014","volume":"56","author":"S Aelst Van","year":"2012","unstructured":"Van Aelst S, Vandervieren E, Willems G (2012) A Stahel\u2013Donoho estimator based on huberized outlyingness. Comput Stat Data Anal 56(3):531\u2013542","journal-title":"Comput Stat Data Anal"}],"container-title":["Computational Statistics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-015-0593-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00180-015-0593-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-015-0593-7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,9]],"date-time":"2024-06-09T12:15:03Z","timestamp":1717935303000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00180-015-0593-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,6,11]]},"references-count":16,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2016,9]]}},"alternative-id":["593"],"URL":"https:\/\/doi.org\/10.1007\/s00180-015-0593-7","relation":{},"ISSN":["0943-4062","1613-9658"],"issn-type":[{"value":"0943-4062","type":"print"},{"value":"1613-9658","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,6,11]]}}}