Details about Marco Riani
Access statistics for papers by Marco Riani.
Last updated 2024-03-07. Update your information in the RePEc Author Service.
Short-id: pri359
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Working Papers
2024
- Robust transformations for multiple regression via additivity and variance stabilization
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
2023
- Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 
See also Journal Article Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression, Statistical Methods & Applications, Springer (2023) (2023)
2022
- Information criteria for outlier detection avoiding arbitrary significance levels
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
See also Journal Article Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels, Econometrics and Statistics, Elsevier (2024) (2024)
- Robust correspondence analysis
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 
See also Journal Article Robust correspondence analysis, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2022) (2022)
2021
- The box-cox transformation: review and extensions
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)
2020
- Robust regression with density power divergence: theory, comparisons, and data analysis
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (6)
- Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
- The analysis of transformations for profit-and-loss data
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
See also Journal Article The analysis of transformations for profit‐and‐loss data, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2020) View citations (5) (2020)
2018
- The use of prior information in very robust regression for fraud detection
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (3)
See also Journal Article The Use of Prior Information in Very Robust Regression for Fraud Detection, International Statistical Review, International Statistical Institute (2018) View citations (4) (2018)
2017
- Cluster detection and clustering with random start forward searches
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
See also Journal Article Cluster detection and clustering with random start forward searches, Journal of Applied Statistics, Taylor & Francis Journals (2018) View citations (8) (2018)
- 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 View citations (2)
See also Journal Article Robust Bayesian regression with the forward search: theory and data analysis, TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer (2017) View citations (2) (2017)
2016
- 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 View citations (1)
See also Journal Article Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen, Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics (2016) View citations (1) (2016)
2015
- 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)
2012
- The Selection of ARIMA Models with or without Regressors
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
Also in Discussion Papers, University of Copenhagen. Department of Economics (2012)
2009
- Finding an unknown number of multivariate outliers
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (50)
See also Journal Article Finding an unknown number of multivariate outliers, Journal of the Royal Statistical Society Series B, Royal Statistical Society (2009) View citations (50) (2009)
2007
- Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies
MPRA Paper, University Library of Munich, Germany View citations (3)
2006
- Sequential decisional discriminant analysis
Post-Print, HAL
2000
- Learning short-option valuation in the presence of rare events
Papers, arXiv.org View citations (1)
1995
- 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
2024
- Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels
Econometrics and Statistics, 2024, 29, (C), 189-205 
See also Working Paper Information criteria for outlier detection avoiding arbitrary significance levels, LSE Research Online Documents on Economics (2022) View citations (4) (2022)
2023
- Automatic robust Box–Cox and extended Yeo–Johnson transformations in regression
Statistical Methods & Applications, 2023, 32, (1), 75-102 
See also Working Paper Automatic robust Box-Cox and extended Yeo-Johnson transformations in regression, LSE Research Online Documents on Economics (2023) (2023)
2022
- Robust correspondence analysis
Journal of the Royal Statistical Society Series C, 2022, 71, (5), 1381-1401 
See also Working Paper Robust correspondence analysis, LSE Research Online Documents on Economics (2022) (2022)
2021
- Editorial, special issue on “Advances in Robust Statistics”
METRON, 2021, 79, (2), 121-125
- Semiautomatic robust regression clustering of international trade data
Statistical Methods & Applications, 2021, 30, (3), 863-894 View citations (3)
2020
- The analysis of transformations for profit‐and‐loss data
Journal of the Royal Statistical Society Series C, 2020, 69, (2), 251-275 View citations (5)
See also Working Paper The analysis of transformations for profit-and-loss data, LSE Research Online Documents on Economics (2020) View citations (3) (2020)
2019
- Assessing trimming methodologies for clustering linear regression data
Advances in Data Analysis and Classification, 2019, 13, (1), 227-257 View citations (3)
- Comments on: Data science, big data and statistics
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2019, 28, (2), 349-352
- Robust Monitoring of Time Series with Application to Fraud Detection
Econometrics and Statistics, 2019, 9, (C), 108-121 View citations (10)
- Wild adaptive trimming for robust estimation and cluster analysis
Scandinavian Journal of Statistics, 2019, 46, (1), 235-256 View citations (8)
2018
- Cluster detection and clustering with random start forward searches
Journal of Applied Statistics, 2018, 45, (5), 777-798 View citations (8)
See also Working Paper Cluster detection and clustering with random start forward searches, LSE Research Online Documents on Economics (2017) View citations (2) (2017)
- 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 View citations (10)
- The Use of Prior Information in Very Robust Regression for Fraud Detection
International Statistical Review, 2018, 86, (2), 205-218 View citations (4)
See also Working Paper The use of prior information in very robust regression for fraud detection, LSE Research Online Documents on Economics (2018) View citations (3) (2018)
- The power of monitoring: how to make the most of a contaminated multivariate sample
Statistical Methods & Applications, 2018, 27, (4), 559-587 View citations (25)
2017
- 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 View citations (2)
See also Working Paper Robust Bayesian regression with the forward search: theory and data analysis, LSE Research Online Documents on Economics (2017) View citations (2) (2017)
2016
- 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 View citations (1)
See also Working Paper Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen, LSE Research Online Documents on Economics (2016) View citations (1) (2016)
- Reliable Robust Regression Diagnostics
International Statistical Review, 2016, 84, (1), 99-127 View citations (4)
- Robust methods for heteroskedastic regression
Computational Statistics & Data Analysis, 2016, 104, (C), 209-222 View citations (1)
2015
- Hubert, Rousseeuw and Segaert: multivariate functional outlier detection
Statistical Methods & Applications, 2015, 24, (2), 257-261
- Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library
Advances in Data Analysis and Classification, 2015, 9, (4), 461-481 View citations (5)
- The Forward Search for Very Large Datasets
Journal of Statistical Software, 2015, 067, (c01) View citations (8)
2014
- 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 View citations (11)
- Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter
Journal of Multivariate Analysis, 2014, 126, (C), 167-183 View citations (18)
2013
- Robust distances for outlier-free goodness-of-fit testing
Computational Statistics & Data Analysis, 2013, 65, (C), 29-45 View citations (8)
2012
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
Computational Statistics & Data Analysis, 2012, 56, (8), 2501-2512 View citations (12)
- Robust analysis of default intensity
Computational Statistics & Data Analysis, 2012, 56, (11), 3276-3285 View citations (2)
2010
- Robust model selection with flexible trimming
Computational Statistics & Data Analysis, 2010, 54, (12), 3300-3312 View citations (8)
- Special Issue on Robust Methods for Classification and Data Analysis
Advances in Data Analysis and Classification, 2010, 4, (2), 85-87
2009
- Finding an unknown number of multivariate outliers
Journal of the Royal Statistical Society Series B, 2009, 71, (2), 447-466 View citations (50)
See also Working Paper Finding an unknown number of multivariate outliers, LSE Research Online Documents on Economics (2009) View citations (50) (2009)
- New robust dynamic plots for regression mixture detection
Advances in Data Analysis and Classification, 2009, 3, (3), 263-279 View citations (6)
- Robust Transformations in Univariate and Multivariate Time Series
Econometric Reviews, 2009, 28, (1-3), 262-278 View citations (2)
- Transformations and seasonal adjustment
Journal of Time Series Analysis, 2009, 30, (1), 47-69 View citations (9)
2007
- Exploratory tools for clustering multivariate data
Computational Statistics & Data Analysis, 2007, 52, (1), 272-285 View citations (14)
- Special issue on robust multivariate analysis and classification
Statistical Methods & Applications, 2007, 15, (3), 267-269 
Also in Statistical Methods & Applications, 2007, 15, (3), 267-269 (2007)
2004
- Extensions of the Forward Search to Time Series
Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 25 View citations (5)
- Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests
Statistical Methods & Applications, 2004, 13, (2), 179-196 View citations (2)
- The forward search and data visualisation
Computational Statistics, 2004, 19, (1), 29-54 View citations (6)
2002
- Robust methods for the analysis of spatially autocorrelated data
Statistical Methods & Applications, 2002, 11, (3), 335-358 View citations (6)
1999
- 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 View citations (2)
1998
- Robust bivariate boxplots and multiple outlier detection
Computational Statistics & Data Analysis, 1998, 28, (3), 257-270 View citations (13)
1997
- The Modeling and Seasonal Adjustment of Weekly Observations
Journal of Business & Economic Statistics, 1997, 15, (3), 354-68 View citations (45)
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