← All authors Elvezio Ronchetti University of Geneva (from arXiv:2001.10377, 2020) · ORCID · OpenAlex
69 papers in scope · 69 published · 1 on the econ.EM arXiv · 6,584 citations · h-index 30 (over the papers listed here)
Papers (1 of 69)
On the use of the cumulant generating function for inference on time series
published 2024 · Computational Statistics & Data Analysis
Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
published 2023 · Journal of Econometrics · 1 citations · first circulated 2022
with Seong-ho Lee, Yanyuan Ma
On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective
published 2022 · Statistical Science · 6 citations
Robust inference with censored survival data
published 2022 · Scandinavian Journal of Statistics · 1 citations
with Pierre-Yves Deléamont
published 2021 · Journal of the American Statistical Association · 7 citations · first circulated 2019
Robust Analysis of Sample Selection Models through the R Package ssmrob
published 2021 · Journal of Statistical Software · 6 citations
The main contributions of robust statistics to statistical science and a new challenge
published 2020 · METRON · 20 citations
Accurate and robust inference
published 2020 · Econometrics and Statistics · 6 citations
Saddlepoint approximations for short and long memory time series: A frequency domain approach
published 2019 · Journal of Econometrics · 10 citations
Robust and consistent variable selection in high-dimensional generalized linear models
published 2017 · Biometrika · 39 citations
with Marco Avella-Medina
Robust inference for ordinal response models
published 2017 · Electronic Journal of Statistics · 21 citations
with Maria Iannario, Anna Clara Monti, Domenico Piccolo
Saddlepoint tests for quantile regression
published 2016 · Canadian Journal of Statistics · 3 citations
with Radka Sabolová
Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen
published 2016 · Scandinavian Journal of Statistics
Robust Inference in Sample Selection Models
published 2015 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 33 citations
Robust statistics: a selective overview and new directions
published 2015 · Wiley Interdisciplinary Reviews Computational Statistics · 37 citations
with Marco Avella Medina
Robust Filtering
published 2014 · Journal of the American Statistical Association · 41 citations · first circulated 2012
with Laurent E. Calvet, Veronika Czellar
Composite likelihood inference by nonparametric saddlepoint tests
published 2014 · Computational Statistics & Data Analysis · 7 citations · first circulated 2013
with Nicola Lunardon
Special issue on robust analysis of complex data
published 2013 · Computational Statistics & Data Analysis · 1 citations
with Christophe Croux, Matías Salibián-Barrera, Stefan Van Aelst
Higher-Order Infinitesimal Robustness
published 2012 · Journal of the American Statistical Association · 18 citations
On the robustness of two-stage estimators
published 2011 · Statistics & Probability Letters · 13 citations
Variable selection in additive models by non-negative garrote
published 2011 · Statistical Modelling · 23 citations
with Eva Cantoni, Joanna Mills Flemming
Saddlepoint Test in Measurement Error Models
published 2011 · Journal of the American Statistical Association · 18 citations
with Yanyuan Ma
Robust small sample accurate inference in moment condition models
published 2011 · Computational Statistics & Data Analysis · 15 citations · first circulated 2006
with Serigne Lo
Goodness of Fit for Generalized Linear Latent Variables Models
published 2010 · Journal of the American Statistical Association · 1 citations
with David Conne, Maria-Pia Victoria-Feser
Accurate and robust tests for indirect inference
published 2010 · Biometrika · 21 citations
with Veronika Czellar
A smoothing principle for the Huber and other location M-estimators
published 2010 · Computational Statistics & Data Analysis · 29 citations
Discussion: The forward search: Theory and data analysis
published 2010 · Journal of the Korean Statistical Society · 2 citations
Indirect robust estimation of the short-term interest rate process
published 2007 · Journal of Empirical Finance · 30 citations · first circulated 2005
with Veronika Czellar, G. Andrew Karolyi, George Andrew Karolyi
Saddlepoint approximations for multivariate M-estimates with applications to bootstrap accuracy
published 2006 · Annals of the Institute of Statistical Mathematics · 14 citations · first circulated 2004
with Chris Field, John Robinson
Longitudinal variable selection by cross‐validation in the case of many covariates
published 2006 · Statistics in Medicine · 26 citations · first circulated 2005
with Eva Cantoni, Chris Field, Joanna Mills Flemming
A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures
published 2006 · Journal of Health Economics · 94 citations · first circulated 2004
with Eva Cantoni
Robust Second Order Accurate Inference for Generalized Linear Models
published 2006 · Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
with Serigne N. L, Serigne Lo
no link
Finite-Sample Econometrics: Advanced Texts in Econometrics: Aman Ullah
published 2005 · Journal of the American Statistical Association · 3 citations
Variable Selection for Marginal Longitudinal Generalized Linear Models
published 2005 · Biometrics · 79 citations · first circulated 2003
with Eva Cantoni, Joanna Mills Flemming
Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
published 2005 · Journal of the American Statistical Association · 25 citations · first circulated 2003
with Loriano Mancini, Fabio Trojani
Stock and bond return predictability: the discrimination power of model selection criteria
published 2005 · Computational Statistics & Data Analysis · 23 citations
with Rosario Dell’Aquila
Estimation of Generalized Linear Latent Variable Models
published 2004 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 112 citations · first circulated 2003
with Philippe Huber, Maria-Pia Victoria-Feser
Robust binary regression with continuous outcomes
published 2004 · Canadian Journal of Statistics · 5 citations
with Stéphane Héritier
Saddlepoint approximations and tests based on multivariate M-estimates
published 2003 · The Annals of Statistics · 56 citations · first circulated 2001
with John Robinson, G. A. Young
Robust GMM analysis of models for the short rate process
published 2003 · Journal of Empirical Finance · 33 citations
with Rosario Dell’Aquila, Fabio Trojani
Robust Indirect Inference
published 2003 · Journal of the American Statistical Association · 77 citations · first circulated 2001
with Marc G. Genton
A journey in single steps: robust one-step M-estimation in linear regression
published 2002 · Journal of Statistical Planning and Inference · 59 citations
with A. H. Welsh
Robust and accurate inference for generalized linear models
published 2001 · Journal of the American Statistical Association · 399 citations · first circulated 1999
with Eva Cantoni, Serigne Lo
Resistant selection of the smoothing parameter for smoothing splines
published 2001 · Statistics and Computing · 7 citations
with Eva Cantoni
Robust inference with GMM estimators
published 2001 · Journal of Econometrics · 173 citations
with Fabio Trojani
Between stability and higher-order asymptotics
published 2001 · Statistics and Computing · 14 citations
with Laura Ventura
Regression and Time Series Model Selection
published 2000 · Journal of the American Statistical Association · 7 citations
with Allan D. R. McQuarrie, Chih-Ling Tsai
Bias-calibrated Estimation from Sample Surveys Containing Outliers
published 1998 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 37 citations
with A. H. Welsh
Robust Linear Model Selection by Cross-Validation
published 1997 · Journal of the American Statistical Association · 129 citations
with Christopher B. Field, Wade Blanchard
Robust estimators for simultaneous equations models
published 1997 · Journal of Econometrics · 36 citations
with Jaya Krishnakumar
Robust Estimation for Grouped Data
published 1997 · Journal of the American Statistical Association · 45 citations
with Maria-Pia Victoria-Feser
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
published 1996 · Journal of the American Statistical Association · 59 citations
with Riccardo Gatto
Robust Bounded-Influence Tests in General Parametric Models
published 1994 · Journal of the American Statistical Association · 166 citations
with Stéphane Héritier
Empirical Saddlepoint Approximations for Multivariate M-Estimators
published 1994 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 49 citations
with A. H. Welsh
A Robust Version of Mallows's C P
published 1994 · Journal of the American Statistical Association · 135 citations
with Robert G. Staudte
Robust methods for personal‐income distribution models
published 1994 · Canadian Journal of Statistics · 69 citations
with Maria-Pia Victoria-Feser
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
published 1993 · Biometrika · 30 citations
with Anna Clara Monti
Small sample asymptotics: a review with applications to robust statistics
published 1990 · Computational Statistics & Data Analysis · 7 citations
Robust Statistics.
published 1989 · Journal of the American Statistical Association · 2 citations
with Kinley Larntz, Frank R. Hampel, Peter J. Rousseeuw, Werner A. Stahel
Robust Statistics.
published 1988 · Biometrics · 3 citations
with Anthony C. Atkinson, Regine Hampel, Peter J. Rousseeuw, Werner A. Stahel, Annick M. Leroy
Robust Statistics: The Approach Based on Influence Functions.
published 1987 · Technometrics · 3804 citations · first circulated 1986
with David Ruppert, Frank R. Hampel, Peter J. Rousseeuw, Werner A. Stahel, Christopher Jennison, F. R. Hampel, John H. Law, Marianthi Markatou
Robust Statistics
published 1987 · Journal of Marketing Research
with Mark M. Moriarty, Frank R. Hampel, Peter J. Rousseeuw, Werner A. Stahel
General Saddlepoint Approximations with Applications to L Statistics
published 1986 · Journal of the American Statistical Association · 87 citations
with George S. Easton
Variance etable r-estimators
published 1986 · Statistics · 2 citations
with James H. Yen
Robust model selection in regression
published 1985 · Statistics & Probability Letters · 145 citations
A tail area influence function and its application to testing
published 1985 · Sequential Analysis · 30 citations
with César Fiel
Change-of-variance sensitivities in regression analysis
published 1985 · Probability Theory and Related Fields · 27 citations
with Peter J. Rousseeuw
The Change-of-Variance Curve and Optimal Redescending M -Estimators
published 1981 · Journal of the American Statistical Association · 68 citations
with Frank R. Hampel, Peter J. Rousseeuw
Influence curves of general statistics
published 1981 · Journal of Computational and Applied Mathematics · 39 citations
with Peter J. Rousseeuw
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