The Deepest Fit. - Peter J. Rousseeuw; Stefan Van Aelst (COMPSTAT, 1998)

Analyzing Data with Robust Multivariate Methods and Diagnostic Plots. - Greet Pison; Stefan Van Aelst (COMPSTAT, 2002)

A Hotelling Test Based on MCD. - Gert Willems; G. Pison; Peter J. Rousseeuw; Stefan Van Aelst (COMPSTAT, 2002)

Robust Multivariate Regression. - Peter J. Rousseeuw; Stefan Van Aelst; Katrien van Driessen; Jose A. Gulló (Technometrics, 2004)

Fast and robust bootstrap for LTS. - Gert Willems; Stefan Van Aelst (Comput. Stat. Data Anal., 2005)

Linear grouping using orthogonal regression. - Stefan Van Aelst; Xiaogang Wang; Ruben H. Zamar; Rong Zhu (Comput. Stat. Data Anal., 2006)

Machine Learning and Robust Data Mining. - Christophe Croux; Efstratios Gallopoulos; Stefan Van Aelst; Hongyuan Zha (Comput. Stat. Data Anal., 2007)

Building a robust linear model with forward selection and stepwise procedures. - Jafar A. Khan; Stefan Van Aelst; Ruben H. Zamar (Comput. Stat. Data Anal., 2007)

An L1-type estimator of multivariate location and shape. - Ella Roelant; Stefan Van Aelst (Stat. Methods Appl., 2007)

Robust model selection using fast and robust bootstrap. - Matías Salibián Barrera; Stefan Van Aelst (Comput. Stat. Data Anal., 2008)

Fast and robust bootstrap. - Matías Salibián Barrera; Stefan Van Aelst; Gert Willems (Stat. Methods Appl., 2008)

Multivariate generalized S-estimators. - Ella Roelant; Stefan Van Aelst; Christophe Croux (J. Multivar. Anal., 2009)

Robust Principal Component Analysis Based on Pairwise Correlation Estimators. - Stefan Van Aelst; Ellen Vandervieren; Gert Willems (COMPSTAT, 2010)

Inference for robust canonical variate analysis. - Stefan Van Aelst; Gert Willems (Adv. Data Anal. Classif., 2010)

Special issue on variable selection and robust procedures. - Stefan Van Aelst; Roy E. Welsch; Ruben H. Zamar (Comput. Stat. Data Anal., 2010)

Fast robust estimation of prediction error based on resampling. - Jafar A. Khan; Stefan Van Aelst; Ruben H. Zamar (Comput. Stat. Data Anal., 2010)

An Alternative Approach to the Median of a Random Interval Using an L 2 Metric. - Beatriz Sinova; Gil González-Rodríguez; Stefan Van Aelst (SMPS, 2012)

A Stahel-Donoho estimator based on huberized outlyingness. - Stefan Van Aelst; Ellen Vandervieren; Gert Willems (Comput. Stat. Data Anal., 2012)

The median of a random fuzzy number. The 1-norm distance approach. - Beatriz Sinova; María Angeles Gil; Ana Colubi; Stefan Van Aelst (Fuzzy Sets Syst., 2012)

Special issue on robust analysis of complex data. - Christophe Croux; Elvezio Ronchetti; Matías Salibián Barrera; Stefan Van Aelst (Comput. Stat. Data Anal., 2013)

Robust and efficient estimation of the residual scale in linear regression. - Stefan Van Aelst; Gert Willems; Ruben H. Zamar (J. Multivar. Anal., 2013)

Outlier Detection and Robust Variable Selection for Least Angle Regression. - Shirin Shahriari; Susana Faria; Arminda Manuela Gonçalves; Stefan Van Aelst (ICCSA (3), 2014)

Special issue on Model Selection and High Dimensional Data Reduction. - S. Ejaz Ahmed; Gerda Claeskens; Hidetoshi Shimodaira; Stefan Van Aelst (Comput. Stat. Data Anal., 2014)

A parameterized L2 metric between fuzzy numbers and its parameter interpretation. - Beatriz Sinova; María Angeles Gil; María Teresa López; Stefan Van Aelst (Fuzzy Sets Syst., 2014)

Tree-based prediction on incomplete data using imputation or surrogate decisions. - Holger Cevallos-Valdiviezo; Stefan Van Aelst (Inf. Sci., 2015)

Tukey's Biweight Loss Function for Fuzzy Set-Valued M-estimators of Location. - Beatriz Sinova; Stefan Van Aelst (SMPS, 2016)

Special Issue on Advances in Data Mining and Robust Statistics. - Michael W. Berry; Jung Jin Lee; Giovanni Montana; Stefan Van Aelst; Ruben H. Zamar (Comput. Stat. Data Anal., 2016)

Robust tests for linear regression models based on τ-estimates. - Matías Salibián Barrera; Stefan Van Aelst; Victor J. Yohai (Comput. Stat. Data Anal., 2016)

Stahel-Donoho estimation for high-dimensional data. - Stefan Van Aelst (Int. J. Comput. Math., 2016)

M-Estimates of Location for the Robust Central Tendency of Fuzzy Data. - Beatriz Sinova; María Angeles Gil; Stefan Van Aelst (IEEE Trans. Fuzzy Syst., 2016)

2nd special issue on robust analysis of complex data. - Samuel Müller 001; Graciela Boente; Christophe Croux; Juan Romo; Stefan Van Aelst (Comput. Stat. Data Anal., 2017)

Empirical Comparison of the Performance of Location Estimates of Fuzzy Number-Valued Data. - Beatriz Sinova; Stefan Van Aelst (SMPS, 2018)

Advantages of M-estimators of location for fuzzy numbers based on Tukey's biweight loss function. - Beatriz Sinova; Stefan Van Aelst (Int. J. Approx. Reason., 2018)

Robust inference for seemingly unrelated regression models. - Kris Peremans; Stefan Van Aelst (J. Multivar. Anal., 2018)

Fast computation of robust subspace estimators. - Holger Cevallos-Valdiviezo; Stefan Van Aelst (Comput. Stat. Data Anal., 2019)

Robust Bayesian seemingly unrelated regression model. - Chamberlain Mbah; Kris Peremans; Stefan Van Aelst; Dries F. Benoit (Comput. Stat., 2019)

Empirical analysis of the maximum asymptotic bias of location estimators for fuzzy number-valued data. - Beatriz Sinova; Stefan Van Aelst (Int. J. Approx. Reason., 2019)

Robust functional regression based on principal components. - Ioannis Kalogridis; Stefan Van Aelst (J. Multivar. Anal., 2019)

Robust variable screening for regression using factor profiling. - Yixin Wang; Stefan Van Aelst (Stat. Anal. Data Min., 2019)

Sparse Principal Component Analysis Based on Least Trimmed Squares. - Yixin Wang; Stefan Van Aelst (Technometrics, 2020)

M-estimators and trimmed means: from Hilbert-valued to fuzzy set-valued data. - Beatriz Sinova; Stefan Van Aelst; Pedro Terán 001 (Adv. Data Anal. Classif., 2021)

Editorial Founding Issue. - Stefan Van Aelst; Patrick J. F. Groenen (J. Data Sci. Stat. Vis., 2021)

Robust penalized estimators for functional linear regression. - Ioannis Kalogridis; Stefan Van Aelst (J. Multivar. Anal., 2023)

Editorial. - Ying Chen; Patrick J. F. Groenen; Kwan-Liu Ma; Stefan Van Aelst (J. Data Sci. Stat. Vis., 2024)

Co-clustering contaminated data: a robust model-based approach. - Edoardo Fibbi; Domenico Perrotta; Francesca Torti; Stefan Van Aelst; Tim Verdonck (Adv. Data Anal. Classif., 2024)

Robust and sparse logistic regression. - Dries Cornilly; Lise Tubex; Stefan Van Aelst; Tim Verdonck (Adv. Data Anal. Classif., 2024)

Multi-model subset selection. - Anthony-Alexander Christidis; Stefan Van Aelst; Ruben H. Zamar (Comput. Stat. Data Anal., 2025)