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Details about Marco Riani

E-mail:
Homepage:http://www.riani.it
Workplace:Facoltà di Economia (Faculty of Economics), Università degli Studi di Parma (University of Parma), (more information at EDIRC)

Access statistics for papers by Marco Riani.

Last updated 2018-12-30. Update your information in the RePEc Author Service.

Short-id: pri359


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Working Papers

2017

  1. Cluster detection and clustering with random start forward searches
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in Journal of Applied Statistics (2018)
  2. Robust Bayesian regression with the forward search: theory and data analysis
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2017)

2016

  1. Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    See also Journal Article in Scandinavian Journal of Statistics (2016)

2015

  1. The Impact of Trading Activity in Agricultural Futures Markets
    2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA) Downloads

2012

  1. The Selection of ARIMA Models with or without Regressors
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2012) Downloads

2009

  1. Finding an unknown number of multivariate outliers
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (24)
    See also Journal Article in Journal of the Royal Statistical Society Series B (2009)

2007

  1. Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2006

  1. Sequential decisional discriminant analysis
    Post-Print, HAL

2000

  1. Learning short-option valuation in the presence of rare events
    Papers, arXiv.org Downloads View citations (1)

1995

  1. The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Journal Articles

2018

  1. Cluster detection and clustering with random start forward searches
    Journal of Applied Statistics, 2018, 45, (5), 777-798 Downloads
    See also Working Paper (2017)
  2. Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”
    Statistical Methods & Applications, 2018, 27, (4), 661-666 Downloads View citations (1)
  3. The Use of Prior Information in Very Robust Regression for Fraud Detection
    International Statistical Review, 2018, 86, (2), 205-218 Downloads View citations (1)
  4. The power of monitoring: how to make the most of a contaminated multivariate sample
    Statistical Methods & Applications, 2018, 27, (4), 559-587 Downloads View citations (5)

2017

  1. Robust Bayesian regression with the forward search: theory and data analysis
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2017, 26, (4), 869-886 Downloads
    See also Working Paper (2017)

2016

  1. Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen
    Scandinavian Journal of Statistics, 2016, 43, (2), 349-352 Downloads View citations (1)
    See also Working Paper (2016)
  2. Reliable Robust Regression Diagnostics
    International Statistical Review, 2016, 84, (1), 99-127 Downloads View citations (2)
  3. Robust methods for heteroskedastic regression
    Computational Statistics & Data Analysis, 2016, 104, (C), 209-222 Downloads View citations (1)

2015

  1. Hubert, Rousseeuw and Segaert: multivariate functional outlier detection
    Statistical Methods & Applications, 2015, 24, (2), 257-261 Downloads
  2. Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
    Advances in Data Analysis and Classification, 2015, 9, (4), 461-481 Downloads View citations (1)
  3. The Forward Search for Very Large Datasets
    Journal of Statistical Software, 2015, 067, (c01) Downloads View citations (5)

2014

  1. On consistency factors and efficiency of robust S-estimators
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (2), 356-387 Downloads View citations (3)
  2. Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
    Journal of Multivariate Analysis, 2014, 126, (C), 167-183 Downloads View citations (10)

2013

  1. Robust distances for outlier-free goodness-of-fit testing
    Computational Statistics & Data Analysis, 2013, 65, (C), 29-45 Downloads View citations (6)

2012

  1. Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
    Computational Statistics & Data Analysis, 2012, 56, (8), 2501-2512 Downloads View citations (7)
  2. Robust analysis of default intensity
    Computational Statistics & Data Analysis, 2012, 56, (11), 3276-3285 Downloads View citations (3)

2010

  1. Robust model selection with flexible trimming
    Computational Statistics & Data Analysis, 2010, 54, (12), 3300-3312 Downloads View citations (6)
  2. Special Issue on Robust Methods for Classification and Data Analysis
    Advances in Data Analysis and Classification, 2010, 4, (2), 85-87 Downloads

2009

  1. Finding an unknown number of multivariate outliers
    Journal of the Royal Statistical Society Series B, 2009, 71, (2), 447-466 Downloads View citations (30)
    See also Working Paper (2009)
  2. New robust dynamic plots for regression mixture detection
    Advances in Data Analysis and Classification, 2009, 3, (3), 263-279 Downloads View citations (2)
  3. Robust Transformations in Univariate and Multivariate Time Series
    Econometric Reviews, 2009, 28, (1-3), 262-278 Downloads View citations (2)
  4. Transformations and seasonal adjustment
    Journal of Time Series Analysis, 2009, 30, (1), 47-69 Downloads View citations (7)

2007

  1. Exploratory tools for clustering multivariate data
    Computational Statistics & Data Analysis, 2007, 52, (1), 272-285 Downloads View citations (13)
  2. Special issue on robust multivariate analysis and classification
    Statistical Methods & Applications, 2007, 15, (3), 267-269 Downloads
    Also in Statistical Methods & Applications, 2007, 15, (3), 267-269 (2007) Downloads

2004

  1. Extensions of the Forward Search to Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 1-25 Downloads View citations (4)
  2. Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests
    Statistical Methods & Applications, 2004, 13, (2), 179-196 Downloads View citations (2)
  3. The forward search and data visualisation
    Computational Statistics, 2004, 19, (1), 29-54 Downloads View citations (1)

2002

  1. Robust methods for the analysis of spatially autocorrelated data
    Statistical Methods & Applications, 2002, 11, (3), 335-358 Downloads View citations (4)

1999

  1. New methods for ordering multivariate data: an application to the performance of investment funds
    Applied Stochastic Models in Business and Industry, 1999, 15, (4), 485-493 Downloads View citations (1)

1998

  1. Robust bivariate boxplots and multiple outlier detection
    Computational Statistics & Data Analysis, 1998, 28, (3), 257-270 Downloads View citations (11)

1997

  1. The Modeling and Seasonal Adjustment of Weekly Observations
    Journal of Business & Economic Statistics, 1997, 15, (3), 354-68 View citations (34)
 
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