Advanced Search
MyIDEAS: Login to follow this author

Samantha Leorato


This is information that was supplied by Samantha Leorato in registering through RePEc. If you are Samantha Leorato , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Samantha
Middle Name:
Last Name: Leorato

RePEc Short-ID: ple362

Postal Address:


Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"
Location: Roma, Italy
Phone: +39 +6 +72595502
Fax: +39 +6 +72595504
Postal: Via Columbia 2, 00133 Roma
Handle: RePEc:edi:dsrotit (more details at EDIRC)


as in new window

Working papers

  1. Roger Koenker & Samantha Leorato & Franco Peracchi, 2013. "Distributional vs. Quantile Regression," CEIS Research Paper, Tor Vergata University, CEIS 300, Tor Vergata University, CEIS, revised 17 Dec 2013.
  2. Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010. "Asymptotically Efficient Estimation of the Conditional Expected Shortfall," EIEF Working Papers Series 1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
  3. Samantha Leorato, 2008. "A refined Jensen’s inequality in Hilbert spaces and empirical approximations," CEIS Research Paper, Tor Vergata University, CEIS 134, Tor Vergata University, CEIS, revised 24 Nov 2008.


  1. Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(4), pages 768-784.
  2. Leorato, S., 2009. "A refined Jensen's inequality in Hilbert spaces and empirical approximations," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 100(5), pages 1044-1060, May.
  3. Leorato, S. & Orsingher, E., 2009. "Branching on a Sierpinski graph," Statistics & Probability Letters, Elsevier, Elsevier, vol. 79(2), pages 145-154, January.
  4. Broniatowski, M. & Leorato, S., 2006. "An estimation method for the Neyman chi-square divergence with application to test of hypotheses," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 97(6), pages 1409-1436, July.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2010-08-21 2013-12-29. Author is listed


Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc


For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Samantha Leorato should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.