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

Working Papers

2024

1. 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

2. 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

3. 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) View citations (1) (2024)
4. 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

5. 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

6. 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)
7. 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
8. 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

9. 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

10. 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)
11. 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

12. 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

13. 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

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

2009

15. 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

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

2006

17. Sequential decisional discriminant analysis
    Post-Print, HAL

2000

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

1995

19. 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

1. Information Criteria for Outlier Detection Avoiding Arbitrary Significance Levels
   Econometrics and Statistics, 2024, 29, (C), 189-205 View citations (1)
   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

2. 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

3. 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

4. Editorial, special issue on “Advances in Robust Statistics”
   METRON, 2021, 79, (2), 121-125
5. Semiautomatic robust regression clustering of international trade data
   Statistical Methods & Applications, 2021, 30, (3), 863-894 View citations (4)

2020

6. 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

7. Assessing trimming methodologies for clustering linear regression data
   Advances in Data Analysis and Classification, 2019, 13, (1), 227-257 View citations (3)
8. 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
9. Robust Monitoring of Time Series with Application to Fraud Detection
   Econometrics and Statistics, 2019, 9, (C), 108-121 View citations (11)
10. Wild adaptive trimming for robust estimation and cluster analysis
    Scandinavian Journal of Statistics, 2019, 46, (1), 235-256 View citations (8)

2018

11. 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)
12. 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)
13. 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)
14. 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

15. 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

16. 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)
17. Reliable Robust Regression Diagnostics
    International Statistical Review, 2016, 84, (1), 99-127 View citations (4)
18. Robust methods for heteroskedastic regression
    Computational Statistics & Data Analysis, 2016, 104, (C), 209-222 View citations (1)

2015

19. Hubert, Rousseeuw and Segaert: multivariate functional outlier detection
    Statistical Methods & Applications, 2015, 24, (2), 257-261
20. 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)
21. The Forward Search for Very Large Datasets
    Journal of Statistical Software, 2015, 067, (c01) View citations (8)

2014

22. 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)
23. 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

24. Robust distances for outlier-free goodness-of-fit testing
    Computational Statistics & Data Analysis, 2013, 65, (C), 29-45 View citations (8)

2012

25. Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
    Computational Statistics & Data Analysis, 2012, 56, (8), 2501-2512 View citations (12)
26. Robust analysis of default intensity
    Computational Statistics & Data Analysis, 2012, 56, (11), 3276-3285 View citations (2)

2010

27. Robust model selection with flexible trimming
    Computational Statistics & Data Analysis, 2010, 54, (12), 3300-3312 View citations (8)
28. Special Issue on Robust Methods for Classification and Data Analysis
    Advances in Data Analysis and Classification, 2010, 4, (2), 85-87

2009

29. 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)
30. New robust dynamic plots for regression mixture detection
    Advances in Data Analysis and Classification, 2009, 3, (3), 263-279 View citations (6)
31. Robust Transformations in Univariate and Multivariate Time Series
    Econometric Reviews, 2009, 28, (1-3), 262-278 View citations (2)
32. Transformations and seasonal adjustment
    Journal of Time Series Analysis, 2009, 30, (1), 47-69 View citations (9)

2007

33. Exploratory tools for clustering multivariate data
    Computational Statistics & Data Analysis, 2007, 52, (1), 272-285 View citations (14)
34. 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

35. Extensions of the Forward Search to Time Series
    Studies in Nonlinear Dynamics & Econometrics, 2004, 8, (2), 25 View citations (5)
36. Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests
    Statistical Methods & Applications, 2004, 13, (2), 179-196 View citations (2)
37. The forward search and data visualisation
    Computational Statistics, 2004, 19, (1), 29-54 View citations (6)

2002

38. Robust methods for the analysis of spatially autocorrelated data
    Statistical Methods & Applications, 2002, 11, (3), 335-358 View citations (6)

1999

39. 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

40. Robust bivariate boxplots and multiple outlier detection
    Computational Statistics & Data Analysis, 1998, 28, (3), 257-270 View citations (13)

1997

41. The Modeling and Seasonal Adjustment of Weekly Observations
    Journal of Business & Economic Statistics, 1997, 15, (3), 354-68 View citations (46)