3 citations · 3 across the 1 of their papers we have counts for
3 papers
A Robust Seemingly Unrelated Regressions For Row-Wise And Cell-Wise Contamination
Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli
The Seemingly Unrelated Regressions (SUR) model is a wide used estimation procedure in econometrics, insurance and finance, where very often, the regression model contains more tha…
Robust Estimation for Multivariate Wrapped Models
Giovanni Saraceno, Claudio Agostinelli, Luca Greco
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence o…
Robust Multivariate Estimation Based On Statistical Depth Filters
Giovanni Saraceno, Claudio Agostinelli
In the classical contamination models, such as the gross-error (Huber and Tukey contamination model or Case-wise Contamination), observations are considered as the units to be iden…