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R. Lillo

27 papers hereh-index 221.5k citations118 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author13
  • last author13

Across the 26 of 27 papers where every author was matched, so the position is known.

fields
  • stat.ME15
  • stat.AP3
  • q-fin.RM2
  • stat.CO2
  • stat.ML2
  • cs.LG1
same name
  • R. Lillo — 5 papers, h 6

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102024
most citedMultivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

96 citations · 374 across the 25 of their papers we have counts for

collaborators
Showing 2016 · stat.APShow all

2 papers · 2 filters

stat.AP2016

On the estimation of extreme directional multivariate quantiles

Raúl Torres, Elena Di Bernardino, Henry Laniado +1

In multivariate extreme value theory (MEVT), the focus is on analysis outside of the observable sampling zone, which implies that the region of interest is associated to high risk…

stat.AP2016★ 7 cited

Directional Multivariate Extremes in Environmental Phenomena

Raúl Torres, Carlo De Michele, Henry Laniado +1

Several environmental phenomena can be described by different correlated variables that must be considered jointly in order to be more representative of the nature of these phenome…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.