Elvezio Ronchetti

发表

Handouts for the Instructional Meeting on "Robust Statistical Methods"

Roy E. Welsch, Werner A. Stahel, Frank R. Hampel, 1982 .

Robust and accurate inference for generalized linear models

Elvezio Ronchetti, Serigne N. Lô, E. Ronchetti, 2009, J. Multivar. Anal..

Stock and bond return predictability: the discrimination power of model selection criteria

Elvezio Ronchetti, Rosario Dell'Aquila, E. Ronchetti, 2006, Comput. Stat. Data Anal..

Saddlepoint approximations in the frequency domain

Elvezio Ronchetti, Davide La Vecchia, 2016 .

Robustheitseigenschaften von Tests

Elvezio Ronchetti, 1979 .

Robust Inference : The Approach Based on Influence Functions

Marianthi Markatou, Elvezio Ronchetti, E. Ronchetti, 1996 .

Higher-order robustness

Elvezio Ronchetti, Fabio Trojani, Davide La Vecchia, 2009 .

A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures.

Elvezio Ronchetti, Eva Cantoni, E. Ronchetti, 2006, Journal of health economics.

Robust Inference

Elvezio Ronchetti, E. Ronchetti, 2021, International Encyclopedia of Statistical Science.

Special issue on robust analysis of complex data

Stefan Van Aelst, Elvezio Ronchetti, Christophe Croux, 2013, Comput. Stat. Data Anal..

Accurate and robust inference

Elvezio Ronchetti, E. Ronchetti, 2020 .

Robust testing in linear models

Elvezio Ronchetti, 1982 .

Robust Linear Model Selection by Cross-Validation

Elvezio Ronchetti, Chris Field, Wade Blanchard, 1997 .

The main contributions of robust statistics to statistical science and a new challenge

Elvezio Ronchetti, E. Ronchetti, 2020, METRON.

Wiley Series in Probability and Statistics

Werner A. Stahel, Frank R. Hampel, Elvezio Ronchetti, 2005 .

Variable selection in additive models by non-negative garrote

Elvezio Ronchetti, Eva Cantoni, Johanna Mills Flemming, 2011 .

Robust Model Selection

Elvezio Ronchetti, 1994 .

Robust small sample accurate inference in moment condition models

Elvezio Ronchetti, Serigne N. Lô, E. Ronchetti, 2012, Comput. Stat. Data Anal..

Variable Selection for Marginal Longitudinal Generalized Linear Models

Elvezio Ronchetti, Eva Cantoni, Joanna Mills Flemming, 2003, Biometrics.

Robust M-type testing procedures for linear models

Marianthi Markatou, Werner A. Stahel, Elvezio Ronchetti, 1991 .

Robust Estimation of Heckman Model

Elvezio Ronchetti, E. Ronchetti, 2017, Robustness in Econometrics.

Robustness Aspects of Model Choice

Elvezio Ronchetti, E. Ronchetti, 1997 .

A smoothing principle for the Huber and other location M-estimators

Elvezio Ronchetti, Christian Hennig, Frank Hampel, 2011, Comput. Stat. Data Anal..

A Comparison of Saddlepoint Approximations for Marginal Distributions

Elvezio Ronchetti, 1996 .

Robust Indirect Inference

Elvezio Ronchetti, Marc G. Genton, M. Genton, 2003 .

Resistant selection of the smoothing parameter for smoothing splines

Elvezio Ronchetti, Eva Cantoni, E. Ronchetti, 2001, Stat. Comput..

Between stability and higher-order asymptotics

Laura Ventura, Elvezio Ronchetti, L. Ventura, 2001, Stat. Comput..

Robust Statistics: The Approach Based on Influence Functions

Werner A. Stahel, Frank R. Hampel, Elvezio Ronchetti, 1987 .

New directions in statistical data analysis and robustness. Proceedings of the Workshop on Data Analysis and Robustness held in Ascona, 1992

Werner A. Stahel, Elvezio Ronchetti, Stephan Morgenthaler, 1994 .

Least Median of Squares Estimation in Power Systems , Discussion of the paper by L. Mili, V. Phaniraj, P.J. Rousseeuw

Elvezio Ronchetti, 1991 .

Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models

Elvezio Ronchetti, Fabio Trojani, Loriano Mancini, 2004 .

Composite likelihood inference by nonparametric saddlepoint tests

Elvezio Ronchetti, Nicola Lunardon, E. Ronchetti, 2013, Comput. Stat. Data Anal..

Robust Analysis of Sample Selection Models through the R Package ssmrob

Elvezio Ronchetti, Mikhail Zhelonkin, E. Ronchetti, 2021, J. Stat. Softw..

New Bias Calibration for Robust Estimation in Small Areas

Elvezio Ronchetti, Stefan Sperlich, Setareh Ranjbar, 2021, 2101.04390.

Robust Testing in Linear Models: The Infinitesimal Approach

Elvezio Ronchetti, E. Ronchetti, 1982 .

Estimation of generalized linear latent variable models

Elvezio Ronchetti, Maria-Pia Victoria-Feser, Philippe Huber, 2004 .

Robust C(Alpha)-type Tests for Linear Models.

Elvezio Ronchetti, E. Ronchetti, 1984 .

A Robust Version of Mallows's C P

Elvezio Ronchetti, Robert G. Staudte, E. Ronchetti, 1994 .

Finite Sample Breakdown Point

Elvezio Ronchetti, Peter J. Huber, P. J. Huber, 2009 .

Robustness of Design

Elvezio Ronchetti, Peter J. Huber, P. J. Huber, 2005 .

Panel data econometrics : future directions : papers in honour of professor Pietro Balestra

Elvezio Ronchetti, Jayalakshmi Krishnakumar, 2000 .

Robust and consistent variable selection for generalized linear and additive models

Elvezio Ronchetti, Marco Andrés Avella Medina, 2014 .

Accurate and robust tests for indirect inference

Veronika Czellar, Elvezio Ronchetti, E. Ronchetti, 2010 .

Small Sample Asymptotics

Elvezio Ronchetti, Chris Field, C. Field, 1990 .

Saddlepoint approximations and tests based on multivariate M-estimates

Elvezio Ronchetti, G. A. Young, John Robinson, 2003 .

Robust Prediction of Beta

Elvezio Ronchetti, Marc G. Genton, M. Genton, 2008 .

Robust Statistics.@@@Robust Regression and Outlier Detection.

Werner A. Stahel, Elvezio Ronchetti, Peter J. Rousseeuw, 1988 .

Robust Regression Methods and Model Selection

Elvezio Ronchetti, 2000 .

Robust Estimation and Inference for Generalized Linear Models

Elvezio Ronchetti, Eva Cantoni, 1999 .

Empirical Saddlepoint Approximations for Multivariate M-estimators

Elvezio Ronchetti, Alan H. Welsh, E. Ronchetti, 1994 .