7 citations · 36 across the 14 of their papers we have counts for
19 papers
A Composite Divergence Approach to Robust Multivariate Estimation under Cellwise and Casewise Contamination
Abhik Ghosh, Claudio Agostinelli, Ayanendranath Basu
Composite likelihood (CL) methods provide a computationally efficient alternative to full likelihood inference for complex multivariate models by replacing the joint likelihood wit…
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 Estimation under Linear Mixed Models: The Minimum Density Power Divergence Approach
Giovanni Saraceno, Abhik Ghosh, Ayanendranath Basu +1
Many real-life data sets can be analyzed using Linear Mixed Models (LMMs). Since these are ordinarily based on normality assumptions, under small deviations from the model the infe…
Analytical and statistical properties of local depth functions motivated by clustering applications
Giacomo Francisci, Claudio Agostinelli, Alicia Nieto-Reyes +1
Local general depth () functions are used for describing the local geometric features and mode(s) in multivariate distributions. In this paper, we undertake a rigorous systema…
Torus Probabilistic Principal Component Analysis
Anahita Nodehi, Mousa Golalizadeh, Mehdi Maadooliat +1
Analyzing data in non-Euclidean spaces, such as bioinformatics, biology, and geology, where variables represent directions or angles, poses unique challenges. This type of data is…