Overview
Pierre Duchesne is a statistician in the Département de mathématiques et de statistique at the Université de Montréal. His research includes robust estimation for multivariate regression models, goodness-of-fit testing, and diagnostic methods for time series models. He co-developed S-estimators for seemingly unrelated regression systems with Martin Bilodeau.
Key Contributions / Features
- Bilodeau and Duchesne (2000) — "Robust Estimation of the SUR Model," The Canadian Journal of Statistics 28: 277–288: S-estimators for SUR with high breakdown point and affine equivariance; modified Ruppert algorithm; multivariate Mahalanobis distance diagnostics; Grunfeld GE/Westinghouse application identifying 1946 and 1952 as multivariate outliers.
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