Marco Riani : Citation Profile


Are you Marco Riani?

Università degli Studi di Parma

6

H index

2

i10 index

126

Citations

RESEARCH PRODUCTION:

32

Articles

11

Papers

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 5
   Journals where Marco Riani has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 23 (15.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri359
   Updated: 2019-11-16    RAS profile: 2018-12-30    
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Relations with other researchers


Works with:

Farcomeni, Alessio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Riani.

Is cited by:

Cáceres-Hernández, José Juan (9)

Johansen, Soren (7)

Grossi, Luigi (7)

Farcomeni, Alessio (6)

Broda, Simon (6)

Nielsen, Bent (6)

Koopman, Siem Jan (5)

Nan, Fany (4)

bellini, tiziano (4)

Camba-Mendez, Gonzalo (3)

Proietti, Tommaso (3)

Cites to:

Farcomeni, Alessio (8)

Rousseeuw, Peter (5)

Koopman, Siem Jan (4)

Irwin, Scott (4)

Proietti, Tommaso (4)

Filzmoser, Peter (3)

Dehon, Catherine (3)

Harvey, Andrew (3)

Shephard, Neil (3)

Doornik, Jurgen (3)

Salini, Silvia (2)

Main data


Where Marco Riani has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis7
Statistical Methods & Applications7
Advances in Data Analysis and Classification3
International Statistical Review2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2

Recent works citing Marco Riani (2018 and 2017)


YearTitle of citing document
2019Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489.

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2018Measuring Retail Trade Using Card Transactional Data. (2018). Pacce, Matías ; García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2019Does Firing a CEO Pay Off?. (2019). Mavis, Christos P ; Doukas, John A ; Alexandridis, George. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:3-43.

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2017Predicting Advertising Volumes Using Structural Time Series Models: A Case Study. (2017). Dewenter, Ralf ; Heimeshoff, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00140.

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2019Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Hubert, Mia ; Riani, Marco ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121.

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2017Realised variance forecasting under Box-Cox transformations. (2017). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:770-785.

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2017Multivariate elliptical truncated moments. (2017). Broda, Simon ; Arismendi, Juan C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:29-44.

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2019Testing multivariate scatter parameter in elliptical model based on forward search method. (2019). Chakraborty, Chitradipa. In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:66-72.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2018The use of prior information in very robust regression for fraud detection. (2018). Atkinson, Anthony C ; Corbellini, Aldo ; Riani, Marco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87685.

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2019A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data. (2019). Ng, Serena ; Guha, Rishab. In: NBER Chapters. RePEc:nbr:nberch:14269.

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2017Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data. (2017). Ng, Serena. In: NBER Working Papers. RePEc:nbr:nberwo:23673.

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2017A fuzzy approach to robust regression clustering. (2017). Farcomeni, Alessio ; Mayo-Iscar, Agustin ; Garcia-Escudero, Luis Angel ; Dotto, Francesco. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:11:y:2017:i:4:d:10.1007_s11634-016-0271-9.

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2019Unifying data units and models in (co-)clustering. (2019). Biernacki, Christophe ; Lourme, Alexandre. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0325-2.

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2019Assessing trimming methodologies for clustering linear regression data. (2019). Torti, Francesca ; Cerioli, Andrea ; Riani, Marco ; Perrotta, Domenico. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0331-4.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Heritier, Stephane ; Victoria-Feser, Maria-Pia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0412-0.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Maronna, Ricardo A ; Yohai, Victor J. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0414-y.

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2018The power of (extended) monitoring in robust clustering. (2018). Farcomeni, Alessio ; Dotto, Francesco. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0417-8.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Croux, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0418-7.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”. (2018). Perrotta, Domenico ; Torti, Francesca . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-017-0420-0.

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2018Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini. (2018). Todorov, Valentin. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:4:d:10.1007_s10260-018-0424-4.

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2017Outlier detection with Mahalanobis square distance: incorporating small sample correction factor. (2017). Ekiz, Meltem. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:13:p:2444-2457.

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2018Seasonal adjustment of daily time series. (2018). Ollech, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:412018.

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Works by Marco Riani:


YearTitleTypeCited
2012The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers.
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paper0
2012The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2015The Impact of Trading Activity in Agricultural Futures Markets In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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paper0
2000Learning short-option valuation in the presence of rare events In: Papers.
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paper0
1997The Modeling and Seasonal Adjustment of Weekly Observations. In: Journal of Business & Economic Statistics.
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article34
2016Reliable Robust Regression Diagnostics In: International Statistical Review.
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article1
2018The Use of Prior Information in Very Robust Regression for Fraud Detection In: International Statistical Review.
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article1
2009Finding an unknown number of multivariate outliers In: Journal of the Royal Statistical Society Series B.
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article22
2009Finding an unknown number of multivariate outliers.(2009) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 22
paper
2009Transformations and seasonal adjustment In: Journal of Time Series Analysis.
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article7
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen In: Scandinavian Journal of Statistics.
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article1
2016Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen.(2016) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
paper
2004Extensions of the Forward Search to Time Series In: Studies in Nonlinear Dynamics & Econometrics.
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article1
1995The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in Journal of Business and Economic Statistics, 15 (1997), pp.354-368.) In: STICERD - Econometrics Paper Series.
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paper0
2016Robust methods for heteroskedastic regression In: Computational Statistics & Data Analysis.
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article1
1998Robust bivariate boxplots and multiple outlier detection In: Computational Statistics & Data Analysis.
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article6
2007Exploratory tools for clustering multivariate data In: Computational Statistics & Data Analysis.
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article8
2010Robust model selection with flexible trimming In: Computational Statistics & Data Analysis.
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article2
2012Robust analysis of default intensity In: Computational Statistics & Data Analysis.
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article3
2012Benchmark testing of algorithms for very robust regression: FS, LMS and LTS In: Computational Statistics & Data Analysis.
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article6
2013Robust distances for outlier-free goodness-of-fit testing In: Computational Statistics & Data Analysis.
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article5
2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter In: Journal of Multivariate Analysis.
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article4
2017Cluster detection and clustering with random start forward searches In: LSE Research Online Documents on Economics.
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paper0
2018Cluster detection and clustering with random start forward searches.(2018) In: Journal of Applied Statistics.
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This paper has another version. Agregated cites: 0
article
2017Robust Bayesian regression with the forward search: theory and data analysis In: LSE Research Online Documents on Economics.
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paper0
2017Robust Bayesian regression with the forward search: theory and data analysis.(2017) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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This paper has another version. Agregated cites: 0
article
2006Sequential decisional discriminant analysis In: Post-Print.
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paper0
2015The Forward Search for Very Large Datasets In: Journal of Statistical Software.
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article2
2007Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies In: MPRA Paper.
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paper3
2009New robust dynamic plots for regression mixture detection In: Advances in Data Analysis and Classification.
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article2
2010Special Issue on Robust Methods for Classification and Data Analysis In: Advances in Data Analysis and Classification.
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article0
2015Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library In: Advances in Data Analysis and Classification.
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article1
2004The forward search and data visualisation In: Computational Statistics.
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article1
2002Robust methods for the analysis of spatially autocorrelated data In: Statistical Methods & Applications.
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article2
2004Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests In: Statistical Methods & Applications.
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article1
2007Special issue on robust multivariate analysis and classification In: Statistical Methods & Applications.
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article0
2007Special issue on robust multivariate analysis and classification.(2007) In: Statistical Methods & Applications.
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This paper has another version. Agregated cites: 0
article
2015Hubert, Rousseeuw and Segaert: multivariate functional outlier detection In: Statistical Methods & Applications.
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article0
2018The power of monitoring: how to make the most of a contaminated multivariate sample In: Statistical Methods & Applications.
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article6
2018Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” In: Statistical Methods & Applications.
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article1
2014On consistency factors and efficiency of robust S-estimators In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article3
2009Robust Transformations in Univariate and Multivariate Time Series In: Econometric Reviews.
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article1
1999New methods for ordering multivariate data: an application to the performance of investment funds In: Applied Stochastic Models in Business and Industry.
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article1

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