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Ronchetti, Elvezio
16
Trojani, Fabio
3
Dell'Aquila, Rosario
2
Field, Chris
2
Robinson, John
2
Victoria-Feser, Maria-Pia
2
Blanchard, Wade
1
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1
Conne, David
1
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1
Embrechts, Paul
1
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1
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1
Heritier, Stéphane
1
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Journal of the American Statistical Association : JASA
11
Annals of the Institute of Statistical Mathematics : AISM
2
Journal of empirical finance
2
Financial markets and portfolio management
1
Journal de la Société Française de Statistique
1
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Robust GMM analysis of models for the short rate process
Dell'Aquila, Rosario
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 373
Persistent link: https://www.econbiz.de/10007233229
Saved in:
2
Extremes and robustness : a contradiction?
Dell'Aquila, Rosario
;
Embrechts, Paul
- In:
Financial markets and portfolio management
20
(
2006
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10007283225
Saved in:
3
Theory and Methods - Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
Mancini, Loriano
;
Ronchetti, Elvezio
;
Trojani, Fabio
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 628-641
Persistent link: https://www.econbiz.de/10006606911
Saved in:
4
Theory and Methods - Robust Indirect Inference
Genton, Marc G.
;
Ronchetti, Elvezio
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
461
,
pp. 67-76
Persistent link: https://www.econbiz.de/10006613800
Saved in:
5
Theory and Methods - Robust Inference for Generalized Linear Models
Cantoni, Eva
;
Ronchetti, Elvezio
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
455
,
pp. 1022-1030
Persistent link: https://www.econbiz.de/10006618357
Saved in:
6
Robust Linear Model Selection by Cross-Validation
Ronchetti, Elvezio
;
Field, Christopher
;
Blanchard, Wade
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
439
,
pp. 1017-1023
Persistent link: https://www.econbiz.de/10006630202
Saved in:
7
Robust Estimation for Grouped Data
Victoria-Feser, Maria-Pia
;
Ronchetti, Elvezio
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
437
,
pp. 333-340
Persistent link: https://www.econbiz.de/10006631260
Saved in:
8
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
Gatto, Riccardo
;
Ronchetti, Elvezio
- In:
Journal of the American Statistical Association : JASA
91
(
1996
)
434
,
pp. 666-673
Persistent link: https://www.econbiz.de/10006631758
Saved in:
9
Robust Bounded-Influence Tests in General Parametric Models
Heritier, Stéphane
;
Ronchetti, Elvezio
- In:
Journal of the American Statistical Association : JASA
89
(
1994
)
427
,
pp. 897-904
Persistent link: https://www.econbiz.de/10006636560
Saved in:
10
A Robust Version of Mallows's Cp
Ronchetti, Elvezio
;
Staudte, Robert G.
- In:
Journal of the American Statistical Association : JASA
89
(
1994
)
426
,
pp. 550-559
Persistent link: https://www.econbiz.de/10006636597
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