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Davide La Vecchia

University of Geneva (from arXiv:2001.10377, 2020) · ORCID · OpenAlex

25 papers in scope · 25 published · 1 on the econ.EM arXiv · 288 citations · h-index 9 (over the papers listed here)

Papers

(2 of 25)

E-ROBOT: a dimension-free method for robust statistics and machine learning via Schrödinger bridge
published2026 · Statistics and Computing
with Hang Liu
Statistics and Computing
Discussion of ‘Robust distance covariance’ by S. Leyder, J. Raymaekers and P. J. Rousseeuw
published2025 · International Statistical Review
with Hallin Marc, Hang Liu, Xinyi Xu
International Statistical Review
Inference via Robust Optimal Transportation: Theory and Methods
published2025 · International Statistical Review · 1 citations · first circulated 2023
with Yiming Ma, Hang Liu, Matthieu Lerasle, Metthieu Lerasle
International Statistical Review
General spatio-temporal factor models for high-dimensional random fields on a lattice
published2025 · The Annals of Statistics · 2 citations · first circulated 2023
with Matteo Barigozzi, Hang Liu
The Annals of Statistics
GLAMLE: inference for multiview network data in the presence of latent variables, with an application to commodities trading
published2024 · Econometrics and Statistics · first circulated 2021
with Chaonan Jiang, Riccardo Rastelli
Econometrics and Statistics
On the use of the cumulant generating function for inference on time series
published2024 · Computational Statistics & Data Analysis
with A. F. Moor, Elvezio Ronchetti, Alban Moor
Computational Statistics & Data Analysis
Editorial: Special Issue on Robustness Dedicated to Elvezio Ronchetti and Peter Rousseeuw
published2024 · Econometrics and Statistics
with Eva Cantoni, Mia Hubert, Stefan Van Aelst
Econometrics and Statistics
On Some Connections Between Esscher’s Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective
published2022 · Statistical Science · 6 citations
with Elvezio Ronchetti, Andrej Ilievski
Statistical Science
Rank-based testing for semiparametric VAR models: A measure transportation approach
published2022 · Bernoulli · 18 citations · first circulated 2020
with Marc Hallin, Hang Liu
Bernoulli
Robust sieve M-estimation with an application to dimensionality reduction
published2022 · Electronic Journal of Statistics · 2 citations
with Julien Bodelet
Electronic Journal of Statistics
Saddlepoint Approximations for Spatial Panel Data Models
published2021 · Journal of the American Statistical Association · 7 citations · first circulated 2019
with Chaonan Jiang, Elvezio Ronchetti, Olivier Scaillet
Paper profile Journal of the American Statistical Association arXiv:2001.10377
Center-Outward R-Estimation for Semiparametric VARMA Models
published2020 · Journal of the American Statistical Association · 6 citations
with Marc Hallin, Hang Liu
Journal of the American Statistical Association
Estimation of a nonparametric model for bond prices from cross-section and time series information
published2020 · Journal of Econometrics · 3 citations · first circulated 2019
with Bonsoo Koo, Oliver Linton
Journal of Econometrics
A Simple R-estimation method for semiparametric duration models
published2020 · Journal of Econometrics · 9 citations · first circulated 2017
with Marc Hallin
Journal of Econometrics
Saddlepoint approximations for short and long memory time series: A frequency domain approach
published2019 · Journal of Econometrics · 10 citations
with Elvezio Ronchetti
Journal of Econometrics
Semiparametric segment M-estimation for locally stationary diffusions
published2019 · Biometrika · 1 citations
with P -Y Deléamont
Biometrika
A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
published2019 · Journal of Econometrics · 1 citations
with Alban Moor, Olivier Scaillet
Paper profile Journal of Econometrics arXiv:2001.04867
Inference on high-dimensional graphical models via pairwise likelihood truncation
published2019 · View
with Claudia Di Caterina, Davide Ferrari
no link
R-estimation in semiparametric dynamic location-scale models
published2016 · Journal of Econometrics · 12 citations
with Marc Hallin
Journal of Econometrics
Stable Asymptotics for M ‐estimators
published2015 · International Statistical Review · 4 citations
International Statistical Review
Robust heart rate variability analysis by generalized entropy minimization
published2014 · Computational Statistics & Data Analysis · 10 citations
with Lorenzo Camponovo, Davide Ferrari
Computational Statistics & Data Analysis
Higher-Order Infinitesimal Robustness
published2012 · Journal of the American Statistical Association · 18 citations
with Elvezio Ronchetti, Fabio Trojani
Journal of the American Statistical Association
Realizing smiles: Options pricing with realized volatility
published2012 · Journal of Financial Economics · 136 citations · first circulated 2010
with Fulvio Corsi, Nicola Fusari
Journal of Financial Economics
On robust estimation via pseudo-additive information
published2011 · Biometrika · 28 citations
with Davide Ferrari
Biometrika
Infinitesimal Robustness for Diffusions
published2010 · Journal of the American Statistical Association · 14 citations · first circulated 2008
with Fabio Trojani
Journal of the American Statistical Association

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.