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Roberto Rocci

Personal Details

First Name:Roberto
Middle Name:
Last Name:Rocci
Suffix:
RePEc Short-ID:pro254
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Affiliation

Dipartimento di Economia e Finanza
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/def/

: +39 06 7259 5717
+39 +6 +72595504
+39 +6 +72595502
RePEc:edi:dsrotit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper 194, Tor Vergata University, CEIS, revised 02 May 2011.
  2. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2004. "Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model," CEIS Research Paper 52, Tor Vergata University, CEIS.

Articles

  1. Ranalli, Monia & Rocci, Roberto, 2017. "Mixture models for mixed-type data through a composite likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 87-102.
  2. Paolo Giordani & Roberto Rocci, 2013. "Constrained Candecomp/Parafac via the Lasso," Psychometrika, Springer;The Psychometric Society, vol. 78(4), pages 669-684, October.
  3. Roberto Rocci & Stefano Gattone & Maurizio Vichi, 2011. "A New Dimension Reduction Method: Factor Discriminant K-means," Journal of Classification, Springer;The Classification Society, vol. 28(2), pages 210-226, July.
  4. Ingrassia, Salvatore & Rocci, Roberto, 2011. "Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1715-1725, April.
  5. Rocci, Roberto & Vichi, Maurizio, 2008. "Two-mode multi-partitioning," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1984-2003, January.
  6. Ingrassia, Salvatore & Rocci, Roberto, 2007. "Constrained monotone EM algorithms for finite mixture of multivariate Gaussians," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5339-5351, July.
  7. Di Zio, Marco & Guarnera, Ugo & Rocci, Roberto, 2007. "A mixture of mixture models for a classification problem: The unity measure error," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2573-2585, February.
  8. Maurizio Vichi & Roberto Rocci & Henk A.L. Kiers, 2007. "Simultaneous Component and Clustering Models for Three-way Data: Within and Between Approaches," Journal of Classification, Springer;The Classification Society, vol. 24(1), pages 71-98, June.
  9. Roberto Rocci & Francesco De Antoni & Maurizio Vichi, 2007. "Editoriale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2007(3), pages 5-6.
  10. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007. "Industry and time specific deviations from fundamental values in a random coefficient model," Annals of Finance, Springer, vol. 3(2), pages 257-276, March.
  11. Roberto Rocci & Maurizio Vichi, 2005. "Three-Mode Component Analysis with Crisp or Fuzzy Partition of Units," Psychometrika, Springer;The Psychometric Society, vol. 70(4), pages 715-736, December.
  12. Roberto Rocci & Jos Berge, 2002. "Transforming three-way arrays to maximal simplicity," Psychometrika, Springer;The Psychometric Society, vol. 67(3), pages 351-365, September.
  13. Henk Kiers & Jos Berge & Roberto Rocci, 1997. "Uniqueness of three-mode factor models with sparse cores: The 3 × 3 × 3 case," Psychometrika, Springer;The Psychometric Society, vol. 62(3), pages 349-374, September.
  14. Roberto Rocci & Jos Berge, 1994. "A simplification of a result by zellini on the maximal rank of symmetric three-way arrays," Psychometrika, Springer;The Psychometric Society, vol. 59(3), pages 377-380, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Giovanni Mellace & Roberto Rocci, 2011. "Principal Stratification in sample selection problems with non normal error terms," CEIS Research Paper 194, Tor Vergata University, CEIS, revised 02 May 2011.

    Cited by:

    1. Martin Huber & Giovanni Mellace, 2015. "Sharp Bounds on Causal Effects under Sample Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 129-151, February.

  2. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2004. "Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model," CEIS Research Paper 52, Tor Vergata University, CEIS.

    Cited by:

    1. Leonardo Becchetti & Giovanni Trovato, 2011. "Corporate social responsibility and firm efficiency: a latent class stochastic frontier analysis," Journal of Productivity Analysis, Springer, vol. 36(3), pages 231-246, December.
    2. Velinov, Anton & Chen, Wenjuan, 2015. "Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis," Journal of Economics and Business, Elsevier, vol. 80(C), pages 1-20.
    3. Florian Esterer & David Schröder, 2014. "Implied cost of capital investment strategies: evidence from international stock markets," Annals of Finance, Springer, vol. 10(2), pages 171-195, May.

Articles

  1. Ranalli, Monia & Rocci, Roberto, 2017. "Mixture models for mixed-type data through a composite likelihood approach," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 87-102.

    Cited by:

    1. Monia Ranalli & Roberto Rocci, 2017. "A Model-Based Approach to Simultaneous Clustering and Dimensional Reduction of Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1007-1034, December.

  2. Roberto Rocci & Stefano Gattone & Maurizio Vichi, 2011. "A New Dimension Reduction Method: Factor Discriminant K-means," Journal of Classification, Springer;The Classification Society, vol. 28(2), pages 210-226, July.

    Cited by:

    1. Cristina Tortora & Mireille Gettler Summa & Marina Marino & Francesco Palumbo, 2016. "Factor probabilistic distance clustering (FPDC): a new clustering method," 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. 10(4), pages 441-464, December.
    2. Livia Celardo & Domenica Fioredistella Iezzi, 2017. "Travel Profiles Of Family Holidays In Italy," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 71(1), pages 137-146, January-M.
    3. Monia Ranalli & Roberto Rocci, 2017. "A Model-Based Approach to Simultaneous Clustering and Dimensional Reduction of Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 1007-1034, December.
    4. Masaki Mitsuhiro & Hiroshi Yadohisa, 2015. "Reduced $$k$$ k -means clustering with MCA in a low-dimensional space," Computational Statistics, Springer, vol. 30(2), pages 463-475, June.
    5. Cristina Tortora & Paul D. McNicholas & Ryan P. Browne, 2016. "A mixture of generalized hyperbolic factor analyzers," 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. 10(4), pages 423-440, December.
    6. Sieds, 2017. "Complete Volume LXXI n. 1 2017," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 71(1), pages 1-149, January-M.
    7. Andrea Cerioli & Domenico Perrotta, 2014. "Robust clustering around regression lines with high density regions," 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. 8(1), pages 5-26, March.

  3. Ingrassia, Salvatore & Rocci, Roberto, 2011. "Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1715-1725, April.

    Cited by:

    1. Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel, 2017. "A general hidden state random walk model for animal movement," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 76-95.
    2. Lloyd-Jones, Luke R. & Nguyen, Hien D. & McLachlan, Geoffrey J., 2018. "A globally convergent algorithm for lasso-penalized mixture of linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 19-38.
    3. Hien Nguyen & Geoffrey McLachlan, 2015. "Maximum likelihood estimation of Gaussian mixture models without matrix operations," 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 371-394, December.

  4. Rocci, Roberto & Vichi, Maurizio, 2008. "Two-mode multi-partitioning," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1984-2003, January.

    Cited by:

    1. Fernández, D. & Arnold, R. & Pledger, S., 2016. "Mixture-based clustering for the ordered stereotype model," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 46-75.
    2. Eleni Matechou & Ivy Liu & Daniel Fernández & Miguel Farias & Bergljot Gjelsvik, 2016. "Biclustering Models for Two-Mode Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 611-624, September.
    3. J. Vera & Rodrigo Macías & Willem Heiser, 2013. "Cluster Differences Unfolding for Two-Way Two-Mode Preference Rating Data," Journal of Classification, Springer;The Classification Society, vol. 30(3), pages 370-396, October.
    4. J. Fernando Vera & Rodrigo Macías, 2017. "Variance-Based Cluster Selection Criteria in a K-Means Framework for One-Mode Dissimilarity Data," Psychometrika, Springer;The Psychometric Society, vol. 82(2), pages 275-294, June.

  5. Ingrassia, Salvatore & Rocci, Roberto, 2007. "Constrained monotone EM algorithms for finite mixture of multivariate Gaussians," Computational Statistics & Data Analysis, Elsevier, vol. 51(11), pages 5339-5351, July.

    Cited by:

    1. Antonio Punzo & Paul. D. McNicholas, 2017. "Robust Clustering in Regression Analysis via the Contaminated Gaussian Cluster-Weighted Model," Journal of Classification, Springer;The Classification Society, vol. 34(2), pages 249-293, July.
    2. García-Escudero, Luis Angel & Gordaliza, Alfonso & Greselin, Francesca & Ingrassia, Salvatore & Mayo-Iscar, Agustín, 2016. "The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 131-147.
    3. Augustyniak, Maciej, 2014. "Maximum likelihood estimation of the Markov-switching GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 61-75.
    4. Seo, Byungtae & Lindsay, Bruce G., 2010. "A computational strategy for doubly smoothed MLE exemplified in the normal mixture model," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1930-1941, August.
    5. Paul D. McNicholas, 2016. "Model-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 331-373, October.
    6. Seo, Byungtae & Kim, Daeyoung, 2012. "Root selection in normal mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2454-2470.
    7. Salvatore Ingrassia & Simona Minotti & Giorgio Vittadini, 2012. "Local Statistical Modeling via a Cluster-Weighted Approach with Elliptical Distributions," Journal of Classification, Springer;The Classification Society, vol. 29(3), pages 363-401, October.
    8. L. García-Escudero & A. Gordaliza & A. Mayo-Iscar, 2013. "Comments on: model-based clustering and classification with non-normal mixture distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 459-461, November.
    9. Utkarsh J. Dang & Antonio Punzo & Paul D. McNicholas & Salvatore Ingrassia & Ryan P. Browne, 2017. "Multivariate Response and Parsimony for Gaussian Cluster-Weighted Models," Journal of Classification, Springer;The Classification Society, vol. 34(1), pages 4-34, April.
    10. Alfo' Marco & Farcomeni Alessio & Tardella Luca, 2011. "A Three Component Latent Class Model for Robust Semiparametric Gene Discovery," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-19, January.
    11. Chi, Eric C. & Lange, Kenneth, 2014. "Stable estimation of a covariance matrix guided by nuclear norm penalties," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 117-128.
    12. Volodymyr Melnykov, 2013. "Finite mixture modelling in mass spectrometry analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 573-592, August.
    13. Ingrassia, Salvatore & Rocci, Roberto, 2011. "Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1715-1725, April.
    14. Lloyd-Jones, Luke R. & Nguyen, Hien D. & McLachlan, Geoffrey J., 2018. "A globally convergent algorithm for lasso-penalized mixture of linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 19-38.
    15. Hien Nguyen & Geoffrey McLachlan, 2015. "Maximum likelihood estimation of Gaussian mixture models without matrix operations," 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 371-394, December.
    16. Fritz, Heinrich & García-Escudero, Luis A. & Mayo-Iscar, Agustín, 2013. "A fast algorithm for robust constrained clustering," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 124-136.
    17. L. García-Escudero & A. Gordaliza & A. Mayo-Iscar, 2014. "A constrained robust proposal for mixture modeling avoiding spurious solutions," 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. 8(1), pages 27-43, March.

  6. Di Zio, Marco & Guarnera, Ugo & Rocci, Roberto, 2007. "A mixture of mixture models for a classification problem: The unity measure error," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2573-2585, February.

    Cited by:

    1. Marco Di Zio & Ugo Guarnera, 2010. "A multiple imputation approach to deal with the unity measure error," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(3), pages 431-444, August.

  7. Maurizio Vichi & Roberto Rocci & Henk A.L. Kiers, 2007. "Simultaneous Component and Clustering Models for Three-way Data: Within and Between Approaches," Journal of Classification, Springer;The Classification Society, vol. 24(1), pages 71-98, June.

    Cited by:

    1. Vichi, Maurizio & Saporta, Gilbert, 2009. "Clustering and disjoint principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 3194-3208, June.
    2. Roberto Rocci & Stefano Gattone & Maurizio Vichi, 2011. "A New Dimension Reduction Method: Factor Discriminant K-means," Journal of Classification, Springer;The Classification Society, vol. 28(2), pages 210-226, July.
    3. Andrea Cerioli & Domenico Perrotta, 2014. "Robust clustering around regression lines with high density regions," 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. 8(1), pages 5-26, March.
    4. Naoto Yamashita & Shin-ichi Mayekawa, 2015. "A new biplot procedure with joint classification of objects and variables by fuzzy c-means clustering," 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(3), pages 243-266, September.
    5. Pier Ferrari & Silvia Salini, 2011. "Complementary Use of Rasch Models and Nonlinear Principal Components Analysis in the Assessment of the Opinion of Europeans About Utilities," Journal of Classification, Springer;The Classification Society, vol. 28(1), pages 53-69, April.
    6. Santi, Éverton & Aloise, Daniel & Blanchard, Simon J., 2016. "A model for clustering data from heterogeneous dissimilarities," European Journal of Operational Research, Elsevier, vol. 253(3), pages 659-672.
    7. Paolo Giordani & Henk Kiers, 2012. "FINDCLUS: Fuzzy INdividual Differences CLUStering," Journal of Classification, Springer;The Classification Society, vol. 29(2), pages 170-198, July.
    8. Dirk Depril & Iven Mechelen & Tom Wilderjans, 2012. "Lowdimensional Additive Overlapping Clustering," Journal of Classification, Springer;The Classification Society, vol. 29(3), pages 297-320, October.
    9. Michio Yamamoto & Heungsun Hwang, 2017. "Dimension-Reduced Clustering of Functional Data via Subspace Separation," Journal of Classification, Springer;The Classification Society, vol. 34(2), pages 294-326, July.

  8. Leonardo Becchetti & Roberto Rocci & Giovanni Trovato, 2007. "Industry and time specific deviations from fundamental values in a random coefficient model," Annals of Finance, Springer, vol. 3(2), pages 257-276, March.
    See citations under working paper version above.
  9. Roberto Rocci & Maurizio Vichi, 2005. "Three-Mode Component Analysis with Crisp or Fuzzy Partition of Units," Psychometrika, Springer;The Psychometric Society, vol. 70(4), pages 715-736, December.

    Cited by:

    1. Naoto Yamashita & Shin-ichi Mayekawa, 2015. "A new biplot procedure with joint classification of objects and variables by fuzzy c-means clustering," 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(3), pages 243-266, September.
    2. Pierpaolo D’Urso & María Ángeles Gil, 2017. "Fuzzy data analysis and classification," 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. 11(4), pages 645-657, December.
    3. Dirk Depril & Iven Mechelen & Tom Wilderjans, 2012. "Lowdimensional Additive Overlapping Clustering," Journal of Classification, Springer;The Classification Society, vol. 29(3), pages 297-320, October.

  10. Henk Kiers & Jos Berge & Roberto Rocci, 1997. "Uniqueness of three-mode factor models with sparse cores: The 3 × 3 × 3 case," Psychometrika, Springer;The Psychometric Society, vol. 62(3), pages 349-374, September.

    Cited by:

    1. Kiers, Henk A. L., 1998. "Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 307-324, September.
    2. Roberto Rocci & Jos Berge, 2002. "Transforming three-way arrays to maximal simplicity," Psychometrika, Springer;The Psychometric Society, vol. 67(3), pages 351-365, September.

  11. Roberto Rocci & Jos Berge, 1994. "A simplification of a result by zellini on the maximal rank of symmetric three-way arrays," Psychometrika, Springer;The Psychometric Society, vol. 59(3), pages 377-380, September.

    Cited by:

    1. Jos Berge, 2000. "The typical rank of tall three-way arrays," Psychometrika, Springer;The Psychometric Society, vol. 65(4), pages 525-532, December.
    2. Jos Berge, 2011. "Simplicity and Typical Rank Results for Three-Way Arrays," Psychometrika, Springer;The Psychometric Society, vol. 76(1), pages 3-12, January.

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 2 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 (1) 2011-05-14
  2. NEP-FIN: Finance (1) 2005-11-19

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