Details about Samantha Leorato

Access statistics for papers by Samantha Leorato.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: ple1193

Working Papers

2017

1. Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models
   BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen

2015

2. Comparing Distribution and Quantile Regression
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (6)
3. Shape Regressions
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (1)
   Also in Working Papers, Georgetown University, Department of Economics (2015) View citations (1)
4. Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach
   CEIS Research Paper, Tor Vergata University, CEIS

2013

5. Distributional vs. Quantile Regression
   CEIS Research Paper, Tor Vergata University, CEIS View citations (23)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2013) View citations (24)

2010

6. Asymptotically Efficient Estimation of the Conditional Expected Shortfall
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (4)
   See also Journal Article Asymptotically efficient estimation of the conditional expected shortfall, Computational Statistics & Data Analysis, Elsevier (2012) View citations (7) (2012)

2008

7. A refined Jensen’s inequality in Hilbert spaces and empirical approximations
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article A refined Jensen's inequality in Hilbert spaces and empirical approximations, Journal of Multivariate Analysis, Elsevier (2009) (2009)

Journal Articles

2025

1. Generalized spatial matrix specifications
   Econometric Reviews, 2025, 44, (5), 649-672

2020

2. Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
   Econometric Reviews, 2020, 39, (5), 437-475 View citations (2)

2012

3. Asymptotically efficient estimation of the conditional expected shortfall
   Computational Statistics & Data Analysis, 2012, 56, (4), 768-784 View citations (7)
   See also Working Paper Asymptotically Efficient Estimation of the Conditional Expected Shortfall, EIEF Working Papers Series (2010) View citations (4) (2010)

2009

4. A refined Jensen's inequality in Hilbert spaces and empirical approximations
   Journal of Multivariate Analysis, 2009, 100, (5), 1044-1060
   See also Working Paper A refined Jensen’s inequality in Hilbert spaces and empirical approximations, CEIS Research Paper (2008) (2008)
5. Branching on a Sierpinski graph
   Statistics & Probability Letters, 2009, 79, (2), 145-154

2006

6. An estimation method for the Neyman chi-square divergence with application to test of hypotheses
   Journal of Multivariate Analysis, 2006, 97, (6), 1409-1436 View citations (3)