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Elvezio Ronchetti

Elvezio Ronchetti

D-Index & Metrics

Mathematics

D-Index
32
Citations
13010
World Ranking
3092
National Ranking
54

Overview

Elvezio Ronchetti is affiliated with the University of Geneva in Switzerland and has a research profile primarily in the fields of Mathematics and Economics, Econometrics and Finance. Their scholarly output includes focus areas such as Statistics and Probability, Economics and Econometrics, and Statistical Methods and Inference.

The scientist's research explores a range of topics including Advanced Statistical Methods and Models, Statistical Methods and Inference, Advanced Statistical Process Monitoring, Spatial and Panel Data Analysis, Regional Economics and Spatial Analysis, Agricultural Economics and Policy, and Monetary Policy and Economic Impact.

Recent publications by Elvezio Ronchetti include the following papers:

  • The main contributions of robust statistics to statistical science and a new challenge (2020, METRON)
  • Accurate and robust inference (2020, Econometrics and Statistics)

Frequent co-authors in their work include Davide La Vecchia, Chaonan Jiang, Olivier Scaillet, Seong-ho Lee, and Yanyuan Ma. Collaborations with these researchers have appeared multiple times, indicating ongoing scholarly interaction.

Elvezio Ronchetti's research has been published in a variety of venues including arXiv (Cornell University), METRON, Statistical Science, Journal of the American Statistical Association, and Journal of Statistical Software. The highest concentration of publications is in arXiv preprints and foundational journals specializing in statistical science and econometrics.

Selected papers by closely related authors within Ronchetti's research network also highlight related areas of study, such as:

  • On Some Connections Between Esscher's Tilting, Saddlepoint Approximations, and Optimal Transportation: A Statistical Perspective (2022, Statistical Science)
  • Saddlepoint Approximations for Spatial Panel Data Models (2021, Journal of the American Statistical Association)

This body of work reflects engagement with both theoretical and applied aspects of robust statistics, inference methods, and spatial data modeling. The combination of Mathematics and Economics in their research portfolio suggests a cross-disciplinary approach to quantitative problems.

Best Publications

  • Robust statistics: the approach based on influence functions

    Frank R. Hampel;Elvezio M. Ronchetti;Peter J. Rousseeuw;Werner A. Stahel

  • Robust Inference for Generalized Linear Models

    Eva Cantoni;Elvezio Ronchetti

  • Small Sample Asymptotics

    Christopher A. Field;Elvezio Ronchetti

  • Robust Bounded-Influence Tests in General Parametric Models

    Stéphane Heritier;Elvezio Ronchetti

  • A Robust Version of Mallows's C P

    Elvezio Ronchetti;Robert G. Staudte

  • Robust model selection in regression

    Elvezio Ronchetti

  • Robust Linear Model Selection by Cross-Validation

    Elvezio Ronchetti;Christopher Field;Wade Blanchard

  • Robust inference with GMM estimators

    Elvezio Ronchetti;Fabio Trojani

  • Estimation of generalized linear latent variable models

    Philippe Huber;Elvezio Ronchetti;Maria-Pia Victoria-Feser

  • General Saddlepoint Approximations with Applications to L Statistics

    George S. Easton;Elvezio Ronchetti

  • The Change-of-Variance Curve and Optimal Redescending M-Estimators

    Frank R. Hampel;Peter J. Rousseeuw;Elvezio Ronchetti

  • A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures.

    Eva Cantoni;Elvezio Ronchetti

  • Robust methods for personal-income distribution models†

    Maria-Pia Victoria-Feser;Elvezio Ronchetti

  • Robustness Aspects of Model Choice

    Elvezio Ronchetti

  • Robust Testing in Linear Models: The Infinitesimal Approach

    Elvezio Ronchetti

  • Resistant selection of the smoothing parameter for smoothing splines

    Eva Cantoni;Elvezio Ronchetti

  • Robust Indirect Inference

    Marc G Genton;Elvezio Ronchetti

  • Variable selection for marginal longitudinal generalized linear models.

    Eva Cantoni;Joanna Mills Flemming;Elvezio Ronchetti

  • General Saddlepoint Approximations of Marginal Densities and Tail Probabilities

    Riccardo Gatto;Elvezio Ronchetti

  • Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models

    Loriano Mancini;Elvezio Ronchetti;Fabio Trojani

Frequent Co-Authors

Marc G. Genton
Marc G. Genton King Abdullah University of Science and Technology
Olivier Scaillet
Olivier Scaillet University of Geneva
Alan H. Welsh
Alan H. Welsh Australian National University
Christophe Croux
Christophe Croux EDHEC Business School

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