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Marco Riani

Personal Details

First Name:Marco
Middle Name:
Last Name:Riani
Suffix:
RePEc Short-ID:pri359
http://www.riani.it
Terminal Degree:1995 Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"; Scuola di Economia e Management; Università degli Studi di Firenze (from RePEc Genealogy)

Affiliation

Facoltà di Economia
Università degli Studi di Parma

Parma, Italy
http://economia.unipr.it/
RePEc:edi:feparit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2021. "The box-cox transformation: review and extensions," LSE Research Online Documents on Economics 103537, London School of Economics and Political Science, LSE Library.
  2. Di Lazzaro, Paolo & Atkinson, Anthony C. & Iacomussi, Paola & Riani, Marco & Ricci, Marco & Wadhams, Peter, 2020. "Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin," LSE Research Online Documents on Economics 106293, London School of Economics and Political Science, LSE Library.
  3. Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2020. "The analysis of transformations for profit-and-loss data," LSE Research Online Documents on Economics 102406, London School of Economics and Political Science, LSE Library.
  4. Riani, Marco & Atkinson, Anthony C. & Corbellini, Aldo & Perrotta, Domenico, 2020. "Robust regression with density power divergence: theory, comparisons, and data analysis," LSE Research Online Documents on Economics 103931, London School of Economics and Political Science, LSE Library.
  5. Riani, Marco & Corbellini, Aldo & Atkinson, Anthony C., 2018. "The use of prior information in very robust regression for fraud detection," LSE Research Online Documents on Economics 87685, London School of Economics and Political Science, LSE Library.
  6. Atkinson, Anthony C. & Corbellini, Aldo & Riani, Marco, 2017. "Robust Bayesian regression with the forward search: theory and data analysis," LSE Research Online Documents on Economics 79995, London School of Economics and Political Science, LSE Library.
  7. Atkinson, Anthony C. & Riani, Marco & Cerioli, Andrea, 2017. "Cluster detection and clustering with random start forward searches," LSE Research Online Documents on Economics 72291, London School of Economics and Political Science, LSE Library.
  8. Atkinson, Anthony C. & Cerioli, Andrea & Riani, Marco, 2016. "Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen," LSE Research Online Documents on Economics 66724, London School of Economics and Political Science, LSE Library.
  9. Zuppiroli, Marco & Donati, Michele & Riani, Marco & Verga, Giovanni, 2015. "The Impact of Trading Activity in Agricultural Futures Markets," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207848, Italian Association of Agricultural and Applied Economics (AIEAA).
  10. Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012. "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers 2012-46, Department of Economics and Business Economics, Aarhus University.
  11. Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics 30462, London School of Economics and Political Science, LSE Library.
  12. Proietti, Tommaso & Riani, Marco, 2007. "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper 7862, University Library of Munich, Germany.
  13. Rafik Abdesselam & Andrea Cerioli & Marco Riani & Sergio Zani, 2006. "Sequential decisional discriminant analysis," Post-Print halshs-00337747, HAL.
  14. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000. "Learning short-option valuation in the presence of rare events," Papers cond-mat/0001253, arXiv.org.
  15. Andrew C Harvey & Siem Jan Koopman & Marco Riani, 1995. "The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)," STICERD - Econometrics Paper Series 284, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

Articles

  1. Marco Riani & Mia Hubert, 2021. "Editorial, special issue on “Advances in Robust Statistics”," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 121-125, August.
  2. Francesca Torti & Marco Riani & Gianluca Morelli, 2021. "Semiautomatic robust regression clustering of international trade data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 863-894, September.
  3. Anthony C. Atkinson & Marco Riani & Aldo Corbellini, 2020. "The analysis of transformations for profit‐and‐loss data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(2), pages 251-275, April.
  4. Marco Riani & Anthony C. Atkinson & Andrea Cerioli & Aldo Corbellini, 2019. "Comments on: Data science, big data and statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(2), pages 349-352, June.
  5. Rousseeuw, Peter & Perrotta, Domenico & Riani, Marco & Hubert, Mia, 2019. "Robust Monitoring of Time Series with Application to Fraud Detection," Econometrics and Statistics, Elsevier, vol. 9(C), pages 108-121.
  6. Francesca Torti & Domenico Perrotta & Marco Riani & Andrea Cerioli, 2019. "Assessing trimming methodologies for clustering linear regression data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 227-257, March.
  7. Andrea Cerioli & Alessio Farcomeni & Marco Riani, 2019. "Wild adaptive trimming for robust estimation and cluster analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(1), pages 235-256, March.
  8. Marco Riani & Aldo Corbellini & Anthony C. Atkinson, 2018. "The Use of Prior Information in Very Robust Regression for Fraud Detection," International Statistical Review, International Statistical Institute, vol. 86(2), pages 205-218, August.
  9. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018. "The power of monitoring: how to make the most of a contaminated multivariate sample," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 559-587, December.
  10. Anthony C. Atkinson & Marco Riani & Andrea Cerioli, 2018. "Cluster detection and clustering with random start forward searches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(5), pages 777-798, April.
  11. Andrea Cerioli & Marco Riani & Anthony C. Atkinson & Aldo Corbellini, 2018. "Rejoinder to the discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample”," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 661-666, December.
  12. Anthony C. Atkinson & Aldo Corbellini & Marco Riani, 2017. "Robust Bayesian regression with the forward search: theory and data analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(4), pages 869-886, December.
  13. Silvia Salini & Andrea Cerioli & Fabrizio Laurini & Marco Riani, 2016. "Reliable Robust Regression Diagnostics," International Statistical Review, International Statistical Institute, vol. 84(1), pages 99-127, April.
  14. Anthony C. Atkinson & Andrea Cerioli & Marco Riani, 2016. "Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 349-352, June.
  15. Atkinson, Anthony C. & Riani, Marco & Torti, Francesca, 2016. "Robust methods for heteroskedastic regression," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 209-222.
  16. Riani, Marco & Perrotta, Domenico & Cerioli, Andrea, 2015. "The Forward Search for Very Large Datasets," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 67(c01).
  17. Aldo Corbellini & Marco Riani & Anthony Atkinson, 2015. "Hubert, Rousseeuw and Segaert: multivariate functional outlier detection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(2), pages 257-261, July.
  18. Marco Riani & Andrea Cerioli & Domenico Perrotta & Francesca Torti, 2015. "Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 9(4), pages 461-481, December.
  19. Marco Riani & Andrea Cerioli & Francesca Torti, 2014. "On consistency factors and efficiency of robust S-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 356-387, June.
  20. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2014. "Strong consistency and robustness of the Forward Search estimator of multivariate location and scatter," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 167-183.
  21. Cerioli, Andrea & Farcomeni, Alessio & Riani, Marco, 2013. "Robust distances for outlier-free goodness-of-fit testing," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 29-45.
  22. Bellini, Tiziano & Riani, Marco, 2012. "Robust analysis of default intensity," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3276-3285.
  23. Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco, 2012. "Benchmark testing of algorithms for very robust regression: FS, LMS and LTS," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2501-2512.
  24. Marco Riani & Andrea Cerioli & Peter Rousseeuw, 2010. "Special Issue on Robust Methods for Classification and Data Analysis," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 85-87, September.
  25. Riani, Marco & Atkinson, Anthony C., 2010. "Robust model selection with flexible trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3300-3312, December.
  26. Marco Riani, 2009. "Robust Transformations in Univariate and Multivariate Time Series," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 262-278.
  27. Domenico Perrotta & Marco Riani & Francesca Torti, 2009. "New robust dynamic plots for regression mixture detection," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 3(3), pages 263-279, December.
  28. Tommaso Proietti & Marco Riani, 2009. "Transformations and seasonal adjustment," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 47-69, January.
  29. Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009. "Finding an unknown number of multivariate outliers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 447-466, April.
  30. Atkinson, A.C. & Riani, M., 2007. "Exploratory tools for clustering multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 272-285, September.
  31. Marco Riani & Andrea Cerioli & Bruno Chiandotto, 2007. "Special issue on robust multivariate analysis and classification," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(3), pages 267-269, February.
  32. Riani Marco, 2004. "Extensions of the Forward Search to Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(2), pages 1-25, May.
  33. Marco Riani, 2004. "Robust multivariate transformations to normality: Constructed variables and likelihood ratio tests," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(2), pages 179-196, September.
  34. Anthony Atkinson & Marco Riani, 2004. "The forward search and data visualisation," Computational Statistics, Springer, vol. 19(1), pages 29-54, February.
  35. Andrea Cerioli & Marco Riani, 2002. "Robust methods for the analysis of spatially autocorrelated data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(3), pages 335-358, October.
  36. Sergio Zani & Marco Riani & Aldo Corbellini, 1999. "New methods for ordering multivariate data: an application to the performance of investment funds," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 15(4), pages 485-493, October.
  37. Zani, Sergio & Riani, Marco & Corbellini, Aldo, 1998. "Robust bivariate boxplots and multiple outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 257-270, September.
  38. Harvey, Andrew & Koopman, Siem Jan & Riani, Marco, 1997. "The Modeling and Seasonal Adjustment of Weekly Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 354-368, July.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2008-03-25 2012-11-24 2017-06-11 2018-05-21 2019-02-25 2020-03-09 2020-08-24. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2012-11-24 2012-12-06 2018-05-21
  3. NEP-ORE: Operations Research (3) 2008-03-25 2012-11-24 2018-05-21
  4. NEP-FOR: Forecasting (2) 2012-11-24 2012-12-06
  5. NEP-BIG: Big Data (1) 2019-02-25
  6. NEP-CMP: Computational Economics (1) 2018-05-21
  7. NEP-MST: Market Microstructure (1) 2016-06-14

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