Marco Riani : Citation Profile


Are you Marco Riani?

Università degli Studi di Parma

7

H index

2

i10 index

174

Citations

RESEARCH PRODUCTION:

39

Articles

16

Papers

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 6
   Journals where Marco Riani has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 29 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri359
   Updated: 2022-01-15    RAS profile: 2021-09-14    
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Relations with other researchers


Works with:

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

Is cited by:

Grossi, Luigi (13)

Johansen, Soren (11)

Cáceres-Hernández, José Juan (7)

Farcomeni, Alessio (7)

Koopman, Siem Jan (6)

Nielsen, Bent (6)

Broda, Simon (6)

Filzmoser, Peter (5)

Nan, Fany (5)

Proietti, Tommaso (4)

bellini, tiziano (4)

Cites to:

Farcomeni, Alessio (11)

Filzmoser, Peter (9)

Rousseeuw, Peter (6)

Koopman, Siem Jan (5)

Proietti, Tommaso (5)

Irwin, Scott (4)

Shephard, Neil (4)

Harvey, Andrew (3)

Doornik, Jurgen (3)

Dehon, Catherine (3)

Cizek, Pavel (2)

Main data


Where Marco Riani has published?


Journals with more than one article published# docs
Statistical Methods & Applications8
Computational Statistics & Data Analysis7
Advances in Data Analysis and Classification4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
International Statistical Review2
Scandinavian Journal of Statistics2

Recent works citing Marco Riani (2021 and 2020)


YearTitle of citing document
2020Elicitability of Range Value at Risk. (2019). Ziegel, Johanna F ; Fissler, Tobias. In: Papers. RePEc:arx:papers:1902.04489.

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2020Neural networks for option pricing and hedging: a literature review. (2019). Wang, Weiguan ; Ruf, Johannes. In: Papers. RePEc:arx:papers:1911.05620.

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2021On the elicitability of range value at risk. (2021). Johanna, Ziegel ; Tobias, Fissler. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:38:y:2021:i:1-2:p:25-46:n:3.

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2021Robust variable selection for model-based learning in presence of adulteration. (2021). Murphy, Thomas Brendan ; Greselin, Francesca ; Cappozzo, Andrea. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000207.

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2020Predictability of hourly nitrogen dioxide concentration. (2020). Haupt, Harry ; Behm, Svenia. In: Ecological Modelling. RePEc:eee:ecomod:v:428:y:2020:i:c:s0304380020301484.

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2021Measuring and forecasting retail trade in real time using card transactional data. (2021). Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Rodrigo, Tomasa ; Pacce, Matias ; Garcia, Juan R. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1235-1246.

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2021Robust covariance matrix estimation and identification of unusual data points: New tools. (2021). Verbrugge, Randal ; Garciga, Christian. In: Research in Economics. RePEc:eee:reecon:v:75:y:2021:i:2:p:176-202.

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2021Robust multivariate analysis for mixed-type data: Novel algorithm and its practical application in socio-economic research. (2021). Salini, Silvia ; Grane, Aurea ; Verdolini, Elena. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:73:y:2021:i:c:s0038012119305439.

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2021Labor market analysis through transformations and robust multivariate models. (2021). Magnani, Marco ; Corbellini, Aldo ; Morelli, Gianluca. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:73:y:2021:i:c:s0038012119305609.

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2021fsdaSAS: a package for robust regression for very large datasets including the batch forward search. (2021). Atkinson, Anthony C ; Corbellini, Aldo ; Torti, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:109895.

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2020A New Tool for Robust Estimation and Identification of Unusual Data Points. (2020). Verbrugge, Randal ; Garciga, Christian. In: Working Papers. RePEc:fip:fedcwq:87580.

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2021.

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2021Seasonality in High Frequency Time Series. (2021). Pedregal, Diego J ; Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:508.

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2021Environmental Beliefs and Pro-Environmental Behavioral Intention of an Environmentally Themed Exhibition Audience: The Mediation Role of Exhibition Attachment. (2021). Su, Xinwei ; Yu, Runzhe ; Li, XI. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211027966.

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2020A Test for Multivariate Location Parameter in Elliptical Model Based on Forward Search Method. (2020). Dhar, Subhra Sankar ; Chakraborty, Chitradipa. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:82:y:2020:i:1:d:10.1007_s13171-018-0149-3.

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2020Covariance matrix estimation in a seemingly unrelated regression model under Stein’s loss. (2020). Kurata, Hiroshi ; Matsuura, Shun. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00473-x.

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2021Forum on Benford’s law and statistical methods for the detection of frauds. (2021). Cerioli, Andrea ; Barabesi, Lucio ; Perrotta, Domenico. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:3:d:10.1007_s10260-021-00588-0.

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2020Robust model-based clustering with mild and gross outliers. (2020). Farcomeni, Alessio ; Punzo, Antonio. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:4:d:10.1007_s11749-019-00693-z.

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2021Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627.

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2020Robust asset allocation with conditional value at risk using the forward search. (2020). Grossi, Luigi ; Laurini, Fabrizio. In: Applied Stochastic Models in Business and Industry. RePEc:wly:apsmbi:v:36:y:2020:i:3:p:335-352.

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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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paper1
1997The Modeling and Seasonal Adjustment of Weekly Observations. In: Journal of Business & Economic Statistics.
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article40
2016Reliable Robust Regression Diagnostics In: International Statistical Review.
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article3
2018The Use of Prior Information in Very Robust Regression for Fraud Detection In: International Statistical Review.
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article1
2018The use of prior information in very robust regression for fraud detection.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
paper
2009Finding an unknown number of multivariate outliers In: Journal of the Royal Statistical Society Series B.
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article25
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: 25
paper
2020The analysis of transformations for profit?and?loss data In: Journal of the Royal Statistical Society Series C.
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article1
2020The analysis of transformations for profit-and-loss data.(2020) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
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
2019Wild adaptive trimming for robust estimation and cluster analysis In: Scandinavian Journal of Statistics.
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article2
2004Extensions of the Forward Search to Time Series In: Studies in Nonlinear Dynamics & Econometrics.
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article2
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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article7
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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article4
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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article8
2013Robust distances for outlier-free goodness-of-fit testing In: Computational Statistics & Data Analysis.
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article7
2019Robust Monitoring of Time Series with Application to Fraud Detection In: Econometrics and Statistics.
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article6
2014Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter In: Journal of Multivariate Analysis.
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article7
2021The box-cox transformation: review and extensions In: LSE Research Online Documents on Economics.
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paper0
2020Robust regression with density power divergence: theory, comparisons, and data analysis In: LSE Research Online Documents on Economics.
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paper1
2020Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin In: LSE Research Online Documents on Economics.
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paper0
2017Cluster detection and clustering with random start forward searches In: LSE Research Online Documents on Economics.
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paper3
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: 3
article
2017Robust Bayesian regression with the forward search: theory and data analysis In: LSE Research Online Documents on Economics.
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paper1
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: 1
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
2019Assessing trimming methodologies for clustering linear regression data In: Advances in Data Analysis and Classification.
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article0
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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2004The forward search and data visualisation In: Computational Statistics.
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article2
2021Editorial, special issue on “Advances in Robust Statistics” In: METRON.
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article0
2002Robust methods for the analysis of spatially autocorrelated data In: Statistical Methods & Applications.
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article4
2004Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests In: Statistical Methods & Applications.
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article2
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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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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article9
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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article4
2021Semiautomatic robust regression clustering of international trade data 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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article4
2019Comments on: Data science, big data and statistics In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
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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