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Ronchetti, Elvezio M.

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Author ID: ronchetti.elvezio-m Recent zbMATH articles by "Ronchetti, Elvezio M."
Published as: Ronchetti, Elvezio; Ronchetti, E.; Ronchetti, Elvezio M.
Documents Indexed: 64 Publications since 1981, including 9 Books

Publications by Year

Citations contained in zbMATH Open

49 Publications have been cited 1,723 times in 1,298 Documents Cited by Year
Robust statistics. The approach based on influence functions. Zbl 0593.62027
Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.
749
1986
Robust statistics. 2nd revised ed. Zbl 1276.62022
Huber, Peter J.; Ronchetti, Elvezio M.
266
2009
Robust inference for generalized linear models. Zbl 1072.62610
Cantoni, Eva; Ronchetti, Elvezio
92
2001
Robust bounded-influence tests in general parametric models. Zbl 0804.62037
Heritier, Stéphane; Ronchetti, Elvezio
60
1994
A robust version of Mallows’s \(C_ p\). Zbl 0803.62026
Ronchetti, Elvezio; Staudte, Robert G.
43
1994
General saddlepoint approximations with applications to L statistics. Zbl 0611.62014
Easton, George S.; Ronchetti, Elvezio
37
1986
Robust linear model selection by cross-validation. Zbl 1067.62551
Ronchetti, Elvezio; Field, Christopher; Blanchard, Wade
35
1997
Small sample asymptotics. Zbl 0742.62016
Field, Christopher; Ronchetti, Elvezio
33
1990
Robust inference with GMM estimators. Zbl 0996.62026
Ronchetti, Elvezio; Trojani, Fabio
33
2001
Estimatin of generalized linear latent variable models. Zbl 1060.62077
Huber, Philippe; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia
24
2004
General saddlepoint approximations of marginal densities and tail probabilities. Zbl 0869.62017
Gatto, Riccardo; Ronchetti, Elvezio
23
1996
A journey in single steps: robust one-step \(M\)-estimation in linear regression. Zbl 0988.62040
Welsh, A. H.; Ronchetti, Elvezio
20
2002
Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models. Zbl 1117.62396
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio
19
2005
Variable selection for marginal longitudinal generalized linear models. Zbl 1077.62056
Cantoni, Eva; Mills Flemming, Joanna; Ronchetti, Elvezio
18
2005
Saddlepoint approximations and tests based on multivariate \(M\)-estimates. Zbl 1056.62023
Robinson, J.; Ronchetti, E.; Young, G. A.
18
2003
Robustness aspects of model choice. Zbl 0900.62172
Ronchetti, Elvezio
16
1997
Robust indirect inference. Zbl 1047.62025
Genton, Marc G.; Ronchetti, Elvezio
15
2003
Influence curves of general statistics. Zbl 0472.62046
Rousseeuw, Peter J.; Ronchetti, Elvezio
13
1981
The change-of-variance curve and optimal redescending M-estimators. Zbl 0476.62040
Hampel, Frank R.; Rousseeuw, Peter J.; Ronchetti, Elvezio
13
1981
Robust methods for personal-income distribution models. Zbl 0801.62099
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio
13
1994
Robust estimators for simultaneous equations models. Zbl 0900.62652
Krishnakumar, J.; Ronchetti, E.
13
1997
A tail area influence function and its application to testing. Zbl 0592.62030
Field, C. A.; Ronchetti, E.
13
1985
Bias-calibrated estimation from sample surveys containing outliers. Zbl 0953.62014
Welsh, A. H.; Ronchetti, Elvezio
12
1998
Robust estimation for grouped data. Zbl 1090.62521
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio
11
1997
Robust alternatives to the F-test for the linear model. Zbl 0501.62022
Ronchetti, Elvezio
10
1982
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate \(M\)-estimators. Zbl 0778.62049
Monti, Anna Clara; Ronchetti, Elvezio
10
1993
Robust M-type testing procedures for linear models. Zbl 0735.62035
Markatou, Marianthi; Stahel, Werner A.; Ronchetti, Elvezio
9
1991
Empirical saddlepoint approximations for multivariate \(M\)-estimators. Zbl 0796.62018
Ronchetti, Elvezio; Welsh, A. H.
9
1994
Saddlepoint test in measurement error models. Zbl 1396.62108
Ma, Yanyuan; Ronchetti, Elvezio
9
2011
Robust inference: The approach based on influence functions. Zbl 0906.62028
Markatou, M.; Ronchetti, E.
9
1997
A smoothing principle for the Huber and other location \(M\)-estimators. Zbl 1247.62058
Hampel, Frank; Hennig, Christian; Ronchetti, Elvezio
8
2011
Change-of-variance sensitivities in regression analysis. Zbl 0539.62042
Ronchetti, Elvezio; Rousseeuw, Peter J.
8
1985
Robust and accurate inference for generalized linear models. Zbl 1222.62093
Lô, Serigne N.; Ronchetti, Elvezio
6
2009
Robust small sample accurate inference in moment condition models. Zbl 1255.62370
Lô, Serigne N.; Ronchetti, Elvezio
6
2012
Robust statistics. The approach based on influence functions. (Robastnost’v statistike. Podkhod na osnove funktsij vliyaniya). Transl. from the English by V. I. Khokhlov, M. V. Khatuntseva, I. A. Makhova and A. A. Bryandinskaya. Transl. ed. and with a preface by V. M. Zolotarev. Zbl 0733.62038
Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.
6
1989
Small sample asymptotics: A review with applications to robust statistics. Zbl 0825.62427
Ronchetti, E.
6
1990
Accurate and robust tests for indirect inference. Zbl 1195.62047
Czellar, Veronika; Ronchetti, Elvezio
5
2010
Robust inference by influence functions. Zbl 0900.62175
Ronchetti, Elvezio
5
1997
Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy. Zbl 1184.62017
Field, Chris; Robinson, John; Ronchetti, Elvezio
5
2008
Stock and bond return predictability: the discrimination power of model selection criteria. Zbl 1446.62265
Dell’Aquila, Rosario; Ronchetti, Elvezio
4
2006
Robust inference for ordinal response models. Zbl 1390.62041
Iannario, Maria; Monti, Anna Clara; Piccolo, Domenico; Ronchetti, Elvezio
4
2017
Higher-order infinitesimal robustness. Zbl 1258.62033
La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio
3
2012
Goodness of fit for generalized linear latent variables models. Zbl 1390.62130
Conne, David; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia
3
2010
Robust inference in sample selection models. Zbl 1414.62063
Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio
3
2016
Robust prediction of beta. Zbl 1142.91582
Genton, Marc G.; Ronchetti, Elvezio
2
2008
On the robustness of two-stage estimators. Zbl 1243.62046
Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio
1
2012
Robust C(\(\alpha\) )-type tests for linear models. Zbl 0653.62023
Ronchetti, Elvezio
1
1987
Variance stable R-estimators. Zbl 0591.62027
Ronchetti, Elvezio; Yen, James H.
1
1986
Robust filtering. Zbl 1378.62091
Calvet, Laurent E.; Czellar, Veronika; Ronchetti, Elvezio
1
2015
Robust inference for ordinal response models. Zbl 1390.62041
Iannario, Maria; Monti, Anna Clara; Piccolo, Domenico; Ronchetti, Elvezio
4
2017
Robust inference in sample selection models. Zbl 1414.62063
Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio
3
2016
Robust filtering. Zbl 1378.62091
Calvet, Laurent E.; Czellar, Veronika; Ronchetti, Elvezio
1
2015
Robust small sample accurate inference in moment condition models. Zbl 1255.62370
Lô, Serigne N.; Ronchetti, Elvezio
6
2012
Higher-order infinitesimal robustness. Zbl 1258.62033
La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio
3
2012
On the robustness of two-stage estimators. Zbl 1243.62046
Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio
1
2012
Saddlepoint test in measurement error models. Zbl 1396.62108
Ma, Yanyuan; Ronchetti, Elvezio
9
2011
A smoothing principle for the Huber and other location \(M\)-estimators. Zbl 1247.62058
Hampel, Frank; Hennig, Christian; Ronchetti, Elvezio
8
2011
Accurate and robust tests for indirect inference. Zbl 1195.62047
Czellar, Veronika; Ronchetti, Elvezio
5
2010
Goodness of fit for generalized linear latent variables models. Zbl 1390.62130
Conne, David; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia
3
2010
Robust statistics. 2nd revised ed. Zbl 1276.62022
Huber, Peter J.; Ronchetti, Elvezio M.
266
2009
Robust and accurate inference for generalized linear models. Zbl 1222.62093
Lô, Serigne N.; Ronchetti, Elvezio
6
2009
Saddlepoint approximations for multivariate \(M\)-estimates with applications to bootstrap accuracy. Zbl 1184.62017
Field, Chris; Robinson, John; Ronchetti, Elvezio
5
2008
Robust prediction of beta. Zbl 1142.91582
Genton, Marc G.; Ronchetti, Elvezio
2
2008
Stock and bond return predictability: the discrimination power of model selection criteria. Zbl 1446.62265
Dell’Aquila, Rosario; Ronchetti, Elvezio
4
2006
Optimal conditionally unbiased bounded-influence inference in dynamic location and scale models. Zbl 1117.62396
Mancini, Loriano; Ronchetti, Elvezio; Trojani, Fabio
19
2005
Variable selection for marginal longitudinal generalized linear models. Zbl 1077.62056
Cantoni, Eva; Mills Flemming, Joanna; Ronchetti, Elvezio
18
2005
Estimatin of generalized linear latent variable models. Zbl 1060.62077
Huber, Philippe; Ronchetti, Elvezio; Victoria-Feser, Maria-Pia
24
2004
Saddlepoint approximations and tests based on multivariate \(M\)-estimates. Zbl 1056.62023
Robinson, J.; Ronchetti, E.; Young, G. A.
18
2003
Robust indirect inference. Zbl 1047.62025
Genton, Marc G.; Ronchetti, Elvezio
15
2003
A journey in single steps: robust one-step \(M\)-estimation in linear regression. Zbl 0988.62040
Welsh, A. H.; Ronchetti, Elvezio
20
2002
Robust inference for generalized linear models. Zbl 1072.62610
Cantoni, Eva; Ronchetti, Elvezio
92
2001
Robust inference with GMM estimators. Zbl 0996.62026
Ronchetti, Elvezio; Trojani, Fabio
33
2001
Bias-calibrated estimation from sample surveys containing outliers. Zbl 0953.62014
Welsh, A. H.; Ronchetti, Elvezio
12
1998
Robust linear model selection by cross-validation. Zbl 1067.62551
Ronchetti, Elvezio; Field, Christopher; Blanchard, Wade
35
1997
Robustness aspects of model choice. Zbl 0900.62172
Ronchetti, Elvezio
16
1997
Robust estimators for simultaneous equations models. Zbl 0900.62652
Krishnakumar, J.; Ronchetti, E.
13
1997
Robust estimation for grouped data. Zbl 1090.62521
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio
11
1997
Robust inference: The approach based on influence functions. Zbl 0906.62028
Markatou, M.; Ronchetti, E.
9
1997
Robust inference by influence functions. Zbl 0900.62175
Ronchetti, Elvezio
5
1997
General saddlepoint approximations of marginal densities and tail probabilities. Zbl 0869.62017
Gatto, Riccardo; Ronchetti, Elvezio
23
1996
Robust bounded-influence tests in general parametric models. Zbl 0804.62037
Heritier, Stéphane; Ronchetti, Elvezio
60
1994
A robust version of Mallows’s \(C_ p\). Zbl 0803.62026
Ronchetti, Elvezio; Staudte, Robert G.
43
1994
Robust methods for personal-income distribution models. Zbl 0801.62099
Victoria-Feser, Maria-Pia; Ronchetti, Elvezio
13
1994
Empirical saddlepoint approximations for multivariate \(M\)-estimators. Zbl 0796.62018
Ronchetti, Elvezio; Welsh, A. H.
9
1994
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate \(M\)-estimators. Zbl 0778.62049
Monti, Anna Clara; Ronchetti, Elvezio
10
1993
Robust M-type testing procedures for linear models. Zbl 0735.62035
Markatou, Marianthi; Stahel, Werner A.; Ronchetti, Elvezio
9
1991
Small sample asymptotics. Zbl 0742.62016
Field, Christopher; Ronchetti, Elvezio
33
1990
Small sample asymptotics: A review with applications to robust statistics. Zbl 0825.62427
Ronchetti, E.
6
1990
Robust statistics. The approach based on influence functions. (Robastnost’v statistike. Podkhod na osnove funktsij vliyaniya). Transl. from the English by V. I. Khokhlov, M. V. Khatuntseva, I. A. Makhova and A. A. Bryandinskaya. Transl. ed. and with a preface by V. M. Zolotarev. Zbl 0733.62038
Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.
6
1989
Robust C(\(\alpha\) )-type tests for linear models. Zbl 0653.62023
Ronchetti, Elvezio
1
1987
Robust statistics. The approach based on influence functions. Zbl 0593.62027
Hampel, Frank R.; Ronchetti, Elvezio M.; Rousseeuw, Peter J.; Stahel, Werner A.
749
1986
General saddlepoint approximations with applications to L statistics. Zbl 0611.62014
Easton, George S.; Ronchetti, Elvezio
37
1986
Variance stable R-estimators. Zbl 0591.62027
Ronchetti, Elvezio; Yen, James H.
1
1986
A tail area influence function and its application to testing. Zbl 0592.62030
Field, C. A.; Ronchetti, E.
13
1985
Change-of-variance sensitivities in regression analysis. Zbl 0539.62042
Ronchetti, Elvezio; Rousseeuw, Peter J.
8
1985
Robust alternatives to the F-test for the linear model. Zbl 0501.62022
Ronchetti, Elvezio
10
1982
Influence curves of general statistics. Zbl 0472.62046
Rousseeuw, Peter J.; Ronchetti, Elvezio
13
1981
The change-of-variance curve and optimal redescending M-estimators. Zbl 0476.62040
Hampel, Frank R.; Rousseeuw, Peter J.; Ronchetti, Elvezio
13
1981
all top 5

Cited by 1,703 Authors

26 Croux, Christophe
25 Ronchetti, Elvezio M.
19 Yohai, Víctor Jaime
17 Basu, Ayanendranath
17 Van Aelst, Stefan
16 Rousseeuw, Peter J.
16 Víšek, Jan Ámos
14 Ventura, Laura
12 Boente, Graciela
12 Victoria-Feser, Maria-Pia
12 Zamar, Ruben H.
11 Arslan, Olcay
10 Genton, Marc G.
10 Ghosh, Abhik
10 Hubert, Mia
10 Zhu, Zhongyi
9 Bianco, Ana M.
9 Cantoni, Eva
9 Müller, Christine H.
9 Oja, Hannu
9 Pardo, Leandro
9 Qin, Guoyou
9 Salibian-Barrera, Matias
9 Shevlyakov, Georgy L.
9 Sinha, Sanjoy Kumar
8 Čížek, Pavel
8 Riani, Marco
7 Agostinelli, Claudio
7 Atkinson, Anthony C.
7 Christmann, Andreas
7 Davies, Patrick Laurie
7 Dupuis, Debbie J.
7 Greco, Luca
7 Haesbroeck, Gentiane
7 Lucas, André
7 Pitselis, Georgios
7 Tyler, David E.
7 Wiens, Douglas P.
7 Wilcox, Rand R.
6 Brazauskas, Vytaras
6 Cui, Hengjian
6 Field, Christopher A.
6 Filzmoser, Peter
6 Peña, Daniel
6 Taskinen, Sara
6 Toma, Aida
6 Trojani, Fabio
6 Vajda, Igor
6 Zähle, Henryk
6 Zhou, Julie
5 Beran, Jan
5 Bühlmann, Peter
5 Cerioli, Andrea
5 Corbier, Christophe
5 Dehon, Catherine
5 Feng, Yunlong
5 Fried, Roland
5 Fujisawa, Hironori
5 García Pérez, Alfonso
5 Gatto, Riccardo
5 He, Xuming
5 Heritier, Stephane R.
5 Hettmansperger, Thomas P.
5 Hu, Hongchang
5 Ma, Yanyuan
5 Mandal, Abhijit
5 Martín, Nirian
5 Prendergast, Luke Anthony
5 Robinson, John
5 Rodriguez, Daniela
5 Verdonck, Tim
5 Yuan, Kehai
5 Zuo, Yijun
4 Bentler, Peter M.
4 Cagnone, Silvia
4 Camponovo, Lorenzo
4 Coakley, Clint W.
4 Collins, John R.
4 Dang, Xin
4 Duchesne, Pierre
4 Eguchi, Shinto
4 Farcomeni, Alessio
4 Fung, Wing-Kam
4 Gervini, Daniel
4 Güney, Yeşim
4 Hadi, Ali Saad
4 Hampel, Frank R.
4 Hill, Jonathan B.
4 Kharin, Yuriĭ Semenovich
4 La Vecchia, Davide
4 Marron, James Stephen
4 Minsker, Stanislav
4 Morgenthaler, Stephan
4 Moustaki, Irini
4 Nadarajah, Saralees
4 Neytchev, Plamen Nikolov
4 Nielsen, Bent
4 Salvati, Nicola
4 Serfling, Robert J.
4 Simpson, Douglas G.
...and 1,603 more Authors
all top 5

Cited in 211 Serials

134 Computational Statistics and Data Analysis
98 Journal of Statistical Planning and Inference
62 Statistics & Probability Letters
52 Journal of Multivariate Analysis
52 Communications in Statistics. Theory and Methods
46 The Annals of Statistics
39 The Canadian Journal of Statistics
32 Journal of Statistical Computation and Simulation
30 Journal of Econometrics
30 Communications in Statistics. Simulation and Computation
25 Annals of the Institute of Statistical Mathematics
23 Journal of Applied Statistics
22 Test
20 Statistical Papers
20 Electronic Journal of Statistics
19 Statistics
18 Biometrics
17 Kybernetika
16 Scandinavian Journal of Statistics
16 Computational Statistics
15 Statistical Methods and Applications
14 Metrika
14 Journal of Nonparametric Statistics
13 Bernoulli
12 Statistical Science
11 Journal of the American Statistical Association
11 Insurance Mathematics & Economics
11 Statistics and Computing
10 Psychometrika
9 European Journal of Operational Research
9 Journal of Mathematical Sciences (New York)
9 Australian & New Zealand Journal of Statistics
8 AStA. Advances in Statistical Analysis
7 The Econometrics Journal
6 Journal of Time Series Analysis
6 Automation and Remote Control
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 Journal of Statistical Theory and Practice
6 The Annals of Applied Statistics
5 Automatica
5 Metron
5 International Journal of Approximate Reasoning
5 Pattern Recognition
5 Mathematical Methods of Statistics
4 Biometrical Journal
4 Journal of Computational and Applied Mathematics
4 Econometric Reviews
4 Machine Learning
4 Economics Letters
4 Mathematical Programming. Series A. Series B
4 Econometric Theory
4 Quantitative Finance
4 Journal of Machine Learning Research (JMLR)
4 Journal of the Korean Statistical Society
3 Computers & Mathematics with Applications
3 Mathematical Biosciences
3 Moscow University Mathematics Bulletin
3 Fuzzy Sets and Systems
3 Information Sciences
3 Statistica Neerlandica
3 Circuits, Systems, and Signal Processing
3 Journal of Classification
3 Acta Mathematicae Applicatae Sinica. English Series
3 Probability Theory and Related Fields
3 Journal of Economic Dynamics & Control
3 Mathematical and Computer Modelling
3 Neural Networks
3 Annals of Operations Research
3 Finance and Stochastics
3 Nonlinear Dynamics
3 Methodology and Computing in Applied Probability
3 Journal of Systems Science and Complexity
3 Statistical Modelling
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 North American Actuarial Journal
3 Statistical Methodology
3 Statistical Analysis and Data Mining
3 Statistics Surveys
3 Sankhyā. Series B
3 Dependence Modeling
3 Journal de la Société Française de Statistique
3 Japanese Journal of Statistics and Data Science
2 Journal of the Franklin Institute
2 Journal of Mathematical Biology
2 Lithuanian Mathematical Journal
2 Applied Mathematics and Computation
2 BIT
2 International Statistical Review
2 Journal of Optimization Theory and Applications
2 Operations Research
2 SIAM Journal on Computing
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 American Journal of Mathematical and Management Sciences
2 Sequential Analysis
2 Trabajos de Estadistica
2 Signal Processing
2 Neural Computation
2 International Journal of Adaptive Control and Signal Processing
2 The Annals of Applied Probability
2 Linear Algebra and its Applications
...and 111 more Serials

Citations by Year