Elvezio Ronchetti

According to our database, Elvezio Ronchetti authored at least 12 papers between 2001 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2025

On the use of the cumulant generating function for inference on time series.

A. Moor, Davide La Vecchia, Elvezio Ronchetti

Comput. Stat. Data Anal., 2025

2021

Robust Analysis of Sample Selection Models through the R Package ssmrob.

Mikhail Zhelonkin, Elvezio Ronchetti

J. Stat. Softw., 2021

2017

Robust Estimation of Heckman Model.

Elvezio Ronchetti

Proceedings of the Robustness in Econometrics, 2017

2014

Composite likelihood inference by nonparametric saddlepoint tests.

Nicola Lunardon, Elvezio Ronchetti

Comput. Stat. Data Anal., 2014

2013

Special issue on robust analysis of complex data.

Christophe Croux, Elvezio Ronchetti, Matías Salibián Barrera, Stefan Van Aelst

Comput. Stat. Data Anal., 2013

2012

Robust small sample accurate inference in moment condition models.

Serigne N. Lô, Elvezio Ronchetti

Comput. Stat. Data Anal., 2012

2011

Robust Inference.

Elvezio Ronchetti

Proceedings of the International Encyclopedia of Statistical Science, 2011

A smoothing principle for the Huber and other location M-estimators.

Frank Hampel, Christian Hennig, Elvezio Ronchetti

Comput. Stat. Data Anal., 2011

2009

Robust and accurate inference for generalized linear models.

Serigne N. Lô, Elvezio Ronchetti

J. Multivar. Anal., 2009

2006

Stock and bond return predictability: the discrimination power of model selection criteria.

Rosario Dell'Aquila, Elvezio Ronchetti

Comput. Stat. Data Anal., 2006

2001

Between stability and higher-order asymptotics.

Elvezio Ronchetti, Laura Ventura

Stat. Comput., 2001

Resistant selection of the smoothing parameter for smoothing splines.

Eva Cantoni, Elvezio Ronchetti

Stat. Comput., 2001