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Mathematics
Argentina
2026

D-Index & Metrics

Mathematics

D-Index
43
Citations
13171
World Ranking
1651
National Ranking
2

Research.com Recognitions

  • 2026 - Research.com Mathematics in Argentina Leader Award
  • 2025 - Research.com Mathematics in Argentina Leader Award
  • 2020 - Fellow of the American Statistical Association (ASA)
  • 1986 - Fellow of John Simon Guggenheim Memorial Foundation

Overview

Victor J. Yohai is a researcher affiliated with the University of Buenos Aires in Argentina. Their academic work primarily focuses on the field of Mathematics, with a concentration in Statistics and Probability. Throughout their career, they have contributed to several related subfields including Finance, Artificial Intelligence, Statistical Methods and Bayesian Inference, and Applied Mathematics.

The research topics covered by Victor J. Yohai include:

  • Advanced Statistical Methods and Models
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling
  • Advanced Statistical Process Monitoring
  • Statistical Methods and Bayesian Inference
  • Statistical Distribution Estimation and Applications
  • Bayesian Methods and Mixture Models

Recent peer-reviewed publications reflect their engagement with robust statistical methods and time series analysis. Notable papers include:

  • "A Review of Outlier Detection and Robust Estimation Methods for High Dimensional Time Series Data," 2023, Econometrics and Statistics
  • "Sparse estimation of dynamic principal components for forecasting high-dimensional time series," 2020, International Journal of Forecasting
  • "gdpc: An R Package for Generalized Dynamic Principal Components," 2020, Journal of Statistical Software
  • "M estimators based on the probability integral transformation with applications to count data," 2020, Statistics & Probability Letters
  • "Robust Model-Based Clustering," 2022, Journal of Data Science Statistics and Visualisation

Their collaborative work involves frequent coauthors such as Daniel Peña, Ricardo A. Maronna, Ezequiel Smucler, Ruben H. Zamar, and Marina Valdora. The range of publication venues where their research appears includes Econometrics and Statistics, International Journal of Forecasting, Journal of Statistical Software, Statistics & Probability Letters, and Journal of Data Science Statistics and Visualisation.

Victor J. Yohai has been recognized with professional honors including the Fellowship of the American Statistical Association (ASA) in 2020 and the Fellowship of the John Simon Guggenheim Memorial Foundation in 1986.

Best Publications

  • Robust Statistics: Theory and Methods

    Ricardo A. Maronna;R. Douglas Martin;Victor J. Yohai

  • HIGH BREAKDOWN-POINT AND HIGH EFFICIENCY ROBUST ESTIMATES FOR REGRESSION

    Victor J. Yohai

  • ROBUST REGRESSION BY MEANS OF S-ESTIMATORS

    Peter Rousseeuw;Victor Yohai

  • High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale

    Victor J. Yohai;Ruben H. Zamar

  • Influence Functionals for Time Series

    R. Douglas Martin;Victor J. Yohai

  • The Behavior of the Stahel-Donoho Robust Multivariate Estimator

    Ricardo A. Maronna;Víctor J. Yohai

  • A Fast Algorithm for S-Regression Estimates

    Matías Salibian-Barrera;Víctor J Yohai

  • A class of robust and fully efficient regression estimators

    Daniel Gervini;Victor J. Yohai

  • ASYMPTOTIC BEHAVIOR OF M-ESTIMATORS FOR THE LINEAR MODEL

    Victor J. Yohai;Ricardo A. Maronna

  • Robust Estimates for ARMA Models

    Oscar H. Bustos;Victor J. Yohai

  • A Procedure for Robust Estimation and Inference in Linear Regression

    Victor J. Yohai;Werner A. Stahel;Ruben H. Zamar

  • Robust Estimation in the Logistic Regression Model

    Ana M. Bianco;Víctor J. Yohai;Víctor J. Yohai

  • Asymptotic behavior of general M-estimates for regression and scale with random carriers

    Ricardo A. Maronna;Victor J. Yohai

  • Propagation of outliers in multivariate data

    Fatemah Alqallaf;Stefan Van Aelst;Victor J. Yohai;Ruben H. Zamar

  • Min-Max Bias Robust Regression

    R D Martin;V J Yohai;R H Zamar

  • Bias- and efficiency-robustness of general M-estimators for regression with random carriers

    Ricardo Maronna;Oscar Bustos;Victor Yohai

  • Outlier Detection in Regression Models with ARIMA Errors using Robust Estimates

    A. M. Bianco;M. García Ben;E. J. Martínez;V. J. Yohai

  • Robust estimates for GARCH models

    Nora Muler;Victor J. Yohai

  • A Bivariate Test for the Detection of a Systematic Change in Mean

    Ricardo Maronna;Victor J. Yohai

  • 4 Robustness in time series and estimating ARMA models

    R. Douglas Martin;Victor J. Yohai

Frequent Co-Authors

Daniel Peña
Daniel Peña Carlos III University of Madrid
Minoru S.H. Ko
Minoru S.H. Ko Keio University
Miguel Beato
Miguel Beato Centre for Genomic Regulation
David Ruppert
David Ruppert Cornell University
Mia Hubert
Mia Hubert KU Leuven
Simon J. Sheather
Simon J. Sheather University of Kentucky
David E. Tyler
David E. Tyler Rutgers, The State University of New Jersey

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