+
PDF
Chat
|
On the use of the cumulant generating function for inference on time series
|
2024
|
A. F. Moor
Davide La Vecchia
Elvezio Ronchetti
|
+
PDF
Chat
|
On the use of the cumulant generating function for inference on time
series
|
2024
|
Alban Moor
Davide La Vecchia
Elvezio Ronchetti
|
+
|
Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
|
2023
|
Seong-ho Lee
Yanyuan Ma
Elvezio Ronchetti
|
+
|
Robustness Aspects of Optimal Transport
|
2023
|
Elvezio Ronchetti
|
+
|
Bias Calibration for Robust Estimation in Small Areas
|
2022
|
Setareh Ranjbar
Elvezio Ronchetti
Stefan Sperlich
|
+
|
On Some Connections Between Esscherâs Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective
|
2022
|
Davide La Vecchia
Elvezio Ronchetti
Andrej Ilievski
|
+
PDF
Chat
|
Robust inference with censored survival data
|
2022
|
PierreâYves DelĂ©amont
Elvezio Ronchetti
|
+
|
Semiparametric Approach to Estimation of Marginal and Quantile Effects
|
2022
|
Seong-ho Lee
Yanyuan Ma
Elvezio Ronchetti
|
+
|
Saddlepoint Approximations for Spatial Panel Data Models
|
2021
|
Chaonan Jiang
Davide La Vecchia
Elvezio Ronchetti
Olivier Scaillet
|
+
|
New Bias Calibration for Robust Estimation in Small Areas
|
2021
|
Setareh Ranjbar
Elvezio Ronchetti
Stefan Sperlich
|
+
PDF
Chat
|
Robust Analysis of Sample Selection Models through the <i>R</i> Package <b>ssmrob</b>
|
2021
|
Mikhail Zhelonkin
Elvezio Ronchetti
|
+
|
New Bias Calibration for Robust Estimation in Small Areas
|
2021
|
Setareh Ranjbar
Elvezio Ronchetti
Stefan Sperlich
|
+
PDF
Chat
|
The main contributions of robust statistics to statistical science and a new challenge
|
2020
|
Elvezio Ronchetti
|
+
|
Accurate and robust inference
|
2020
|
Elvezio Ronchetti
|
+
|
Saddlepoint approximations for spatial panel data models
|
2020
|
Chaonan Jiang
Davide La Vecchia
Elvezio Ronchetti
Olivier Scaillet
|
+
|
Saddlepoint approximations for short and long memory time series: A frequency domain approach
|
2019
|
Davide La Vecchia
Elvezio Ronchetti
|
+
|
Saddlepoint Approximations for Spatial Panel Data Models
|
2019
|
Chaonan Jiang
Davide La Vecchia
Elvezio Ronchetti
Olivier Scaillet
|
+
|
Robust and consistent variable selection in high-dimensional generalized linear models
|
2017
|
Marco Avella-Medina
Elvezio Ronchetti
|
+
|
Robust Estimation of Heckman Model
|
2017
|
Elvezio Ronchetti
|
+
|
Robust inference for ordinal response models
|
2017
|
Maria Iannario
Anna Clara Monti
Domenico Piccolo
Elvezio Ronchetti
|
+
PDF
Chat
|
Saddlepoint tests for quantile regression
|
2016
|
Elvezio Ronchetti
Radka SabolovĂĄ
|
+
|
Discussion of the Paper âAsymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Modelsâ by Johansen & Nielsen
|
2016
|
Elvezio Ronchetti
|
+
PDF
Chat
|
Robust Inference in Sample Selection Models
|
2015
|
Mikhail Zhelonkin
Marc G. Genton
Elvezio Ronchetti
|
+
|
Robust statistics: a selective overview and new directions
|
2015
|
Marco Avella Medina
Elvezio Ronchetti
|
+
|
For Review Only Robust Inference in Sample Selection Models
|
2015
|
Mikhail Zhelonkin
Marc G. Genton
Elvezio Ronchetti
|
+
|
Robust Filtering
|
2014
|
Laurent E. Calvet
Veronika Czellar
Elvezio Ronchetti
|
+
PDF
Chat
|
Composite likelihood inference by nonparametric saddlepoint tests
|
2014
|
Nicola Lunardon
Elvezio Ronchetti
|
+
|
Composite Likelihood Inference by Nonparametric Saddlepoint Tests
|
2013
|
Nicola Lunardon
Elvezio Ronchetti
|
+
|
Composite Likelihood Inference by Nonparametric Saddlepoint Tests
|
2013
|
Nicola Lunardon
Elvezio Ronchetti
|
+
|
Special issue on robust analysis of complex data
|
2013
|
Christophe Croux
Elvezio Ronchetti
MatĂas SalibiĂĄnâBarrera
Stefan Van Aelst
|
+
|
Composite Likelihood Inference by Nonparametric Saddlepoint Tests
|
2013
|
Nicola Lunardon
Elvezio Ronchetti
|
+
|
Higher-Order Infinitesimal Robustness
|
2012
|
Davide La Vecchia
Elvezio Ronchetti
Fabio Trojani
|
+
PDF
Chat
|
Robust Filtering
|
2012
|
Laurent E. Calvet
Veronika Czellar
Elvezio Ronchetti
|
+
|
On the robustness of two-stage estimators
|
2011
|
Mikhail Zhelonkin
Marc G. Genton
Elvezio Ronchetti
|
+
|
Accurate and Robust Indirect Inference for Diffusion Models
|
2011
|
Veronika Czellar
Elvezio Ronchetti
|
+
PDF
Chat
|
Saddlepoint Test in Measurement Error Models
|
2011
|
Yanyuan Ma
Elvezio Ronchetti
|
+
|
Robust small sample accurate inference in moment condition models
|
2011
|
Serigne Lo
Elvezio Ronchetti
|
+
|
Goodness of Fit for Generalized Linear Latent Variables Models
|
2010
|
David Conne
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
PDF
Chat
|
Accurate and robust tests for indirect inference
|
2010
|
Veronika Czellar
Elvezio Ronchetti
|
+
|
A smoothing principle for the Huber and other location M-estimators
|
2010
|
Frank R. Hampel
Christian Hennig
Elvezio Ronchetti
|
+
|
Discussion: The forward search: Theory and data analysis
|
2010
|
Elvezio Ronchetti
|
+
|
Goodness-of-Fit for Generalized Linear Latent Variables Models
|
2010
|
David Conne
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust and accurate inference for generalized linear models
|
2009
|
Serigne Lo
Elvezio Ronchetti
|
+
|
Asymptotic Minimax Theory for Estimating Location
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
The Weak Topology and its Metrization
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Multiparameter Problemsâin Particular Joint Estimation of Location and Scale
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
The Basic Types of Estimates
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Robust Statistics
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
PDF
Chat
|
References
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Scale Estimates
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Infinitesimal Robustness
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Index
|
2009
|
Peter J. Huber
Elvezio Ronchetti
|
+
|
Higher-order robustness
|
2009
|
Davide La Vecchia
Elvezio Ronchetti
Fabio Trojani
|
+
|
ThéorÚmes limites
|
2009
|
Eva Cantoni
Philippe Huber
Elvezio Ronchetti
|
+
|
Variables aléatoires discrÚtes
|
2009
|
Eva Cantoni
Philippe Huber
Elvezio Ronchetti
|
+
|
Robust Prediction of Beta
|
2008
|
Marc G. Genton
Elvezio Ronchetti
|
+
PDF
Chat
|
Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
|
2006
|
Chris Field
John Robinson
Elvezio Ronchetti
|
+
PDF
Chat
|
Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
|
2006
|
Chris Field
John Robinson
Elvezio Ronchetti
|
+
|
Robust Small Sample Accurate Inference in Moment Condition Models
|
2006
|
Serigne Lo
Elvezio Ronchetti
|
+
|
Robust Second Order Accurate Inference for Generalized Linear Models
|
2006
|
Serigne Lo
Elvezio Ronchetti
|
+
|
Longitudinal variable selection by crossâvalidation in the case of many covariates
|
2006
|
Eva Cantoni
Chris Field
Joanna Mills Flemming
Elvezio Ronchetti
|
+
PDF
Chat
|
A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures
|
2006
|
Eva Cantoni
Elvezio Ronchetti
|
+
|
Frechet and Robust Statistics
|
2006
|
Elvezio Ronchetti
|
+
|
Maßtriser l'aléatoire Exercices résolus de probabilités et statistique
|
2006
|
Eva Cantoni
Philippe Huber
Elvezio Ronchetti
|
+
|
Robust Second Order Accurate Inference for Generalized Linear Models
|
2006
|
Serigne N. L
Elvezio Ronchetti
|
+
|
THE HISTORICAL DEVELOPMENT OF ROBUST STATISTICS
|
2006
|
Elvezio Ronchetti
|
+
PDF
Chat
|
Variable Selection for Marginal Longitudinal Generalized Linear Models
|
2005
|
Eva Cantoni
Joanna Mills Flemming
Elvezio Ronchetti
|
+
PDF
Chat
|
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
|
2005
|
Loriano Mancini
Elvezio Ronchetti
Fabio Trojani
|
+
|
Estimation of Covariance Matrices and Multivariate Location
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Linear Models: Robust Estimation
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Complements and Outlook
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
OneâDimensional Estimators
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Robust Statistics
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
PDF
Chat
|
References
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Introduction and Motivation
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
PDF
Chat
|
Subject Index
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Wiley Series in Probability and Statistics
|
2005
|
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Longitudinal variable selection by cross-validation in the case of many covariates
|
2005
|
Eva Cantoni
Chris Field
Joanna Mills Flemming
Elvezio Ronchetti
|
+
|
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
|
2005
|
Loriano Mancini
Elvezio Ronchetti
Fabio Trojani
|
+
PDF
Chat
|
Estimation of Generalized Linear Latent Variable Models
|
2004
|
Philippe Huber
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust binary regression with continuous outcomes
|
2004
|
Stéphane Héritier
Elvezio Ronchetti
|
+
|
Saddlepoint Approximations for Multivariate M-Estimates with Applications to Bootstrap Accuracy
|
2004
|
Chris Field
John Robinson
Elvezio Ronchetti
|
+
|
A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures
|
2004
|
Eva Cantoni
Elvezio Ronchetti
|
+
|
Estimation of Generalized Linear Latent Variable Models
|
2004
|
Philippe Huber
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust tests of predictive accuracy
|
2004
|
Rosario DellâAquila
Elvezio Ronchetti
|
+
PDF
Chat
|
Saddlepoint approximations and tests based on multivariate M-estimates
|
2003
|
John Robinson
Elvezio Ronchetti
G. A. Young
|
+
|
Variable Selection for Marginal Longitudinal Generalized Linear Models
|
2003
|
Eva Cantoni
Joanna Mills Flemming
Elvezio Ronchetti
|
+
|
Saddlepoint Approximations and Test Statistics for Accurate Inference in Overidentified Moment Conditions Models
|
2003
|
Fabio Trojani
Elvezio Ronchetti
|
+
|
Robust Indirect Inference
|
2003
|
Marc G. Genton
Elvezio Ronchetti
|
+
PDF
Chat
|
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
|
2003
|
Loriano Mancini
Fabio Trojani
Elvezio Ronchetti
|
+
|
A journey in single steps: robust one-step M-estimation in linear regression
|
2002
|
A. H. Welsh
Elvezio Ronchetti
|
+
|
Robust Tests of Predictive Accuracy
|
2002
|
Rosario DellâAquila
Elvezio Ronchetti
|
+
PDF
Chat
|
Robust Inference for Generalized Linear Models
|
2001
|
Eva Cantoni
Elvezio Ronchetti
|
+
|
Saddlepoint approximations and tests based on multivariate M-estimates
|
2001
|
John Robinson
Elvezio Ronchetti
G. A. Young
|
+
|
Robust Indirect Inference
|
2001
|
Marc G. Genton
Elvezio Ronchetti
|
+
PDF
Chat
|
Robust inference with GMM estimators
|
2001
|
Elvezio Ronchetti
Fabio Trojani
|
+
|
None
|
2001
|
Elvezio Ronchetti
Laura Ventura
|
+
PDF
Chat
|
None
|
2001
|
Eva Cantoni
Elvezio Ronchetti
|
+
|
Robust Estimation and Inference for Generalized Linear Models
|
1999
|
Eva Cantoni
Elvezio Ronchetti
|
+
|
Robust Predictive Density Based on the Saddlepoint Approximation for M-Estimators
|
1998
|
Elvezio Ronchetti
Paolo Vidoni
|
+
PDF
Chat
|
Bias-calibrated Estimation from Sample Surveys Containing Outliers
|
1998
|
A. H. Welsh
Elvezio Ronchetti
|
+
|
Robust Linear Model Selection by Cross-Validation
|
1997
|
Elvezio Ronchetti
Christopher B. Field
Wade Blanchard
|
+
|
Robust Linear Model Selection by Cross-Validation
|
1997
|
Elvezio Ronchetti
Christopher B. Field
Wade Blanchard
|
+
|
Robust estimators for simultaneous equations models
|
1997
|
Jaya Krishnakumar
Elvezio Ronchetti
|
+
|
Robust Estimation for Grouped Data
|
1997
|
MariaâPia VictoriaâFeser
Elvezio Ronchetti
|
+
|
Robust Estimation for Grouped Data
|
1997
|
MariaâPia VictoriaâFeser
Elvezio Ronchetti
|
+
|
Robustness Aspects of Model Choice
|
1997
|
Elvezio Ronchetti
|
+
|
3 Robust inference: The approach based on influence functions
|
1997
|
Marianthi Markatou
Elvezio Ronchetti
|
+
|
Resistant Modelling of Income Distributions and Inequality Measures
|
1997
|
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust inference by influence functions
|
1997
|
Elvezio Ronchetti
|
+
|
Conference on Statistical Science Honouring the Bicentennial of Stefano Fransciniâs Birth
|
1997
|
Carlo Malaguerra
Stephan Morgenthaler
Elvezio Ronchetti
|
+
|
Introduction to Daniels (1954) Saddlepoint Approximations in Statistics
|
1997
|
Elvezio Ronchetti
|
+
|
Robust estimators for simultaneous equations models
|
1997
|
Jaya Krishnakumar
Elvezio Ronchetti
|
+
|
Conference on Statistical Science honouring the bicentennial of Stefano Franscini's birth : Ascona, November 18-20, 1996
|
1997
|
Stefano Franscini
Carlo Malaguerra
Stephan Morgenthaler
Elvezio Ronchetti
|
+
|
Robust Estimation of Income Distribution Models with Grouped Data
|
1996
|
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
PDF
Chat
|
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
|
1996
|
Riccardo Gatto
Elvezio Ronchetti
|
+
|
Robust Estimation of Income Distribution Models with Grouped Data
|
1996
|
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
PDF
Chat
|
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
|
1996
|
Riccardo Gatto
Elvezio Ronchetti
|
+
|
Robust Estimation of Income Distribution Models with Grouped Data
|
1996
|
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust Inference: The Approach Based on Influence Functions
|
1996
|
Marianthi Markatou
Elvezio Ronchetti
|
+
|
Are Grouped Data Robustly Fitted?
|
1995
|
Elvezio Ronchetti
MariaâPia VictoriaâFeser
|
+
|
Robust Bounded-Influence Tests in General Parametric Models
|
1994
|
Stéphane Héritier
Elvezio Ronchetti
|
+
|
Robust Bounded-Influence Tests in General Parametric Models
|
1994
|
Stéphane Héritier
Elvezio Ronchetti
|
+
|
Empirical Saddlepoint Approximations for Multivariate M-Estimators
|
1994
|
Elvezio Ronchetti
A. H. Welsh
|
+
|
A Robust Version of Mallows's <i>C</i> <sub>P</sub>
|
1994
|
Elvezio Ronchetti
Robert G. Staudte
|
+
PDF
Chat
|
Robust methods for personalâincome distribution models
|
1994
|
MariaâPia VictoriaâFeser
Elvezio Ronchetti
|
+
|
A Robust Version of Mallows's C p
|
1994
|
Elvezio Ronchetti
Robert G. Staudte
|
+
PDF
Chat
|
On the Relationship Between Empirical Likelihood and Empirical Saddlepoint Approximation for Multivariate M-Estimators
|
1993
|
Anna Clara Monti
Elvezio Ronchetti
|
+
|
New directions in statistical data analysis and robustness. Proceedings of the Workshop on Data Analysis and Robustness held in Ascona, 1992
|
1993
|
Stephan Morgenthaler
Elvezio Ronchetti
Werner A. Stahel
|
+
PDF
Chat
|
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
|
1993
|
Anna Clara Monti
Elvezio Ronchetti
|
+
|
Robust M-type Testing Procedures for Linear Models
|
1991
|
Marianthi Markatou
Werner A. Stahel
Elvezio Ronchetti
|
+
|
An Overview of Small Sample Asymptotics
|
1991
|
Christopher A. Field
Elvezio Ronchetti
|
+
|
Statistique et Probabilités: Une Introduction
|
1991
|
Elvezio Ronchetti
GĂ©rard Antille
Maurice Polla
|
+
|
Small sample asymptotics: a review with applications to robust statistics
|
1990
|
Elvezio Ronchetti
|
+
|
Chapter 6. Approximate confidence intervals in multiparameter problems
|
1990
|
Christopher B. Field
Elvezio Ronchetti
Christopher B. Field
Elvezio Ronchetti
|
+
|
Small sample asymptotics
|
1990
|
Christopher Field
Elvezio Ronchetti
|
+
|
Robust Statistics.
|
1989
|
Kinley Larntz
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Robust Statistics.
|
1988
|
Anthony C. Atkinson
Regine Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
Peter J. Rousseeuw
Annick M. Leroy
|
+
|
Robust Statistics: The Approach Based on Influence Functions
|
1987
|
David Ruppert
Frank R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Robust Statistics
|
1987
|
Mark M. Moriarty
Frank R. Hampel
Peter J. Rousseeuw
Elvezio Ronchetti
Werner A. Stahel
|
+
|
Robust Statistics: The Approach Based on Influence Functions.
|
1987
|
Christopher Jennison
F. R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Bounded Influence Inference in Regression: A Review
|
1987
|
Elvezio Ronchetti
|
+
|
General Saddlepoint Approximations with Applications to<i>L</i>Statistics
|
1986
|
George S. Easton
Elvezio Ronchetti
|
+
|
General Saddlepoint Approximations with Applications to L Statistics
|
1986
|
George S. Easton
Elvezio Ronchetti
|
+
|
Variance etable r-estimators
|
1986
|
Elvezio Ronchetti
James H. Yen
|
+
|
Robust Statistics-The Approach Based on Influence Functions.
|
1986
|
John H. Law
F. R. Hampel
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
|
+
|
Robust model selection in regression
|
1985
|
Elvezio Ronchetti
|
+
|
Robust Estimators for Regression Models
|
1985
|
Elvezio Ronchetti
|
+
|
A tail area influence function and its application to testing
|
1985
|
CĂ©sar Fiel
Elvezio Ronchetti
|
+
PDF
Chat
|
Change-of-variance sensitivities in regression analysis
|
1985
|
Elvezio Ronchetti
Peter J. Rousseeuw
|
+
|
Robust C(Alpha)-type Tests for Linear Models.
|
1984
|
Elvezio Ronchetti
|
+
|
Bounded-Influence Inference in Regression.
|
1984
|
Elvezio Ronchetti
|
+
|
The Change-of-Variance Function and Robust Estimators of Regression
|
1983
|
Elvezio Ronchetti
Peter J. Rousseeuw
|
+
|
Robust Testing in Linear Models: The Infinitesimal Approach
|
1982
|
Elvezio Ronchetti
|
+
|
Robust Alternatives to the F-Test for the Linear Model
|
1982
|
Elvezio Ronchetti
|
+
|
Robust testing in linear models
|
1982
|
Elvezio Ronchetti
|
+
|
Handouts for the Instructional Meeting on "Robust Statistical Methods"
|
1982
|
Frank R. Hampel
Alfio Marazzi
Elvezio Ronchetti
Peter J. Rousseeuw
Werner A. Stahel
Roy E. Welsch
|
+
|
Influence curves of general statistics
|
1981
|
Peter J. Rousseeuw
Elvezio Ronchetti
|
+
|
The Change-of-Variance Curve and Optimal Redescending<i>M</i>-Estimators
|
1981
|
Frank R. Hampel
Peter J. Rousseeuw
Elvezio Ronchetti
|
+
|
The Change-of-Variance Curve and Optimal Redescending M-Estimators
|
1981
|
Frank R. Hampel
Peter J. Rousseeuw
Elvezio Ronchetti
|
+
|
Infinitesimal Stability of the Asymptotic Variance of M-Estimators With Finite Rejection Point
|
1980
|
Frank R. Hampel
Peter J. Rousseeuw
Elvezio Ronchetti
|