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Claudio Agostinelli

Personal Details

First Name:Claudio
Middle Name:
Last Name:Agostinelli
Suffix:
RePEc Short-ID:pag68
[This author has chosen not to make the email address public]
http://www.dst.unive.it/~claudio

Affiliation

(in no particular order)

Dipartimento di Statistica (Department of Statistics)
Università Ca' Foscari Venezia (University Ca' Foscari Venice)

Venezia, Italy
http://www.dst.unive.it/
RePEc:edi:dxvenit (more details at EDIRC)

Scuola Superiore di Economia (SSE-Ca' Foscari) (Advanced School of Economics in Venice)

Venezia, Italy
http://venus.unive.it/sse/
RePEc:edi:ssvenit (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Claudio Agostinelli & Luisa Bisaglia, 2010. "ARFIMA processes and outliers: a weighted likelihood approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1569-1584.
  2. Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.
  3. Agostinelli, Claudio, 2006. "Notes on Pearson residuals and weighted likelihood estimating equations," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1930-1934, November.
  4. C. Agostinelli, 2002. "Robust stepwise regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 825-840.
  5. Agostinelli, Claudio, 2002. "Robust model selection in regression via weighted likelihood methodology," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 289-300, February.
  6. Agostinelli, Claudio & Markatou, Marianthi, 1998. "A one-step robust estimator for regression based on the weighted likelihood reweighting scheme," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 341-350, March.

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.

Articles

  1. Claudio Agostinelli & Luisa Bisaglia, 2010. "ARFIMA processes and outliers: a weighted likelihood approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(9), pages 1569-1584.

    Cited by:

    1. Paulo M.M. Rodrigues & Matei Demetrescu, 2018. "Testing the fractionally integrated hypothesis using M estimation: With an application to stock market volatility," Working Papers w201817, Banco de Portugal, Economics and Research Department.

  2. Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.

    Cited by:

    1. Anahita Nodehi & Mousa Golalizadeh & Mehdi Maadooliat & Claudio Agostinelli, 2021. "Estimation of parameters in multivariate wrapped models for data on a p-torus," Computational Statistics, Springer, vol. 36(1), pages 193-215, March.
    2. Shogo Kato & Shinto Eguchi, 2016. "Robust estimation of location and concentration parameters for the von Mises–Fisher distribution," Statistical Papers, Springer, vol. 57(1), pages 205-234, March.
    3. Abe, Toshihiro & Miyata, Yoichi & Shiohama, Takayuki, 2023. "Bayesian estimation for mode and anti-mode preserving circular distributions," Econometrics and Statistics, Elsevier, vol. 27(C), pages 136-160.
    4. Guillermo Henry & Daniela Rodriguez, 2009. "Robust nonparametric regression on Riemannian manifolds," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 21(5), pages 611-628.
    5. Taylor, Charles C., 2008. "Automatic bandwidth selection for circular density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3493-3500, March.
    6. Luca Greco & Giovanni Saraceno & Claudio Agostinelli, 2021. "Robust Fitting of a Wrapped Normal Model to Multivariate Circular Data and Outlier Detection," Stats, MDPI, vol. 4(2), pages 1-18, June.
    7. Greco, Luca & Pacillo, Simona & Maresca, Piera, 2023. "An impartial trimming algorithm for robust circle fitting," Computational Statistics & Data Analysis, Elsevier, vol. 181(C).
    8. S. Liu & T. Ma & A. SenGupta & K. Shimizu & M.-Z. Wang, 2017. "Influence Diagnostics in Possibly Asymmetric Circular-Linear Multivariate Regression Models," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(1), pages 76-93, May.
    9. Babacar Diakhate & Hamza Dhaker & Papa Ngom, 2024. "The $$\beta $$ β -divergence for Bandwidth Selection in Circular Kernel Density Estimation," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 29(3), pages 417-437, September.
    10. Giovanni Saraceno & Claudio Agostinelli & Luca Greco, 2021. "Robust estimation for multivariate wrapped models," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 225-240, August.
    11. Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu, 2021. "Statistical inference based on a new weighted likelihood approach," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 97-120, January.
    12. Mercedes Fernandez Sau & Daniela Rodriguez, 2018. "Minimum distance method for directional data and outlier 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. 12(3), pages 587-603, September.
    13. Ameijeiras-Alonso, Jose & Gijbels, Irène & Verhasselt, Anneleen, 2022. "On a family of two–piece circular distributions," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).

  3. Agostinelli, Claudio, 2006. "Notes on Pearson residuals and weighted likelihood estimating equations," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1930-1934, November.

    Cited by:

    1. Giovanni Saraceno & Claudio Agostinelli & Luca Greco, 2021. "Robust estimation for multivariate wrapped models," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 225-240, August.
    2. Claudio Agostinelli & Luca Greco, 2019. "Weighted likelihood estimation of multivariate location and scatter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 756-784, September.
    3. Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.
    4. Luca Greco & Antonio Lucadamo & Claudio Agostinelli, 2021. "Weighted likelihood latent class linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 711-746, June.

  4. C. Agostinelli, 2002. "Robust stepwise regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 825-840.

    Cited by:

    1. Liang Yuan & Weisheng Lu & Yijie Wu, 2023. "Characterizing the spatiotemporal evolution of building material stock in China's Greater Bay Area: A statistical regression method," Journal of Industrial Ecology, Yale University, vol. 27(6), pages 1553-1566, December.
    2. Zamri Ahmad & Haslindar Ibrahim & Jasman Tuyon, 2017. "Behavior of fund managers in Malaysian investment management industry," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(3), pages 205-239, August.
    3. Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu, 2021. "Statistical inference based on a new weighted likelihood approach," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 97-120, January.
    4. Niki Derlukiewicz & Anna Mempel-Śnieżyk & Tomasz Pilewicz & Małgorzata Godlewska, 2021. "Bottom-Up Initiatives Undertaken by Local Governments to Support Entrepreneurship," Energies, MDPI, vol. 14(19), pages 1-19, October.
    5. Tomasz Pilewicz & Anna Mempel Sniezyk & Niki Derlukiewicz & Malgorzata Godlewska, 2021. "Attributes of Local Government Managers – What Matters in Local Entrepreneurship Context?," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 351-369.
    6. Beste Hamiye Beyaztas & Soutir Bandyopadhyay & Abhijit Mandal, 2021. "A robust specification test in linear panel data models," Papers 2104.07723, arXiv.org.
    7. Li Gao & Mingjing Huang & Wuping Zhang & Lei Qiao & Guofang Wang & Xumeng Zhang, 2021. "Comparative Study on Spatial Digital Mapping Methods of Soil Nutrients Based on Different Geospatial Technologies," Sustainability, MDPI, vol. 13(6), pages 1-19, March.

  5. Agostinelli, Claudio, 2002. "Robust model selection in regression via weighted likelihood methodology," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 289-300, February.

    Cited by:

    1. Taylor, James W., 2008. "Exponentially weighted information criteria for selecting among forecasting models," International Journal of Forecasting, Elsevier, vol. 24(3), pages 513-524.
    2. Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian, 2010. "Frequentist Model Averaging with missing observations," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3336-3347, December.
    3. Salibian-Barrera, Matias & Van Aelst, Stefan, 2008. "Robust model selection using fast and robust bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5121-5135, August.
    4. Riani, Marco & Atkinson, Anthony C., 2010. "Robust model selection with flexible trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3300-3312, December.
    5. Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu, 2021. "Statistical inference based on a new weighted likelihood approach," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 97-120, January.
    6. Luca Greco, 2022. "Robust fitting of mixtures of GLMs by weighted likelihood," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 25-48, March.
    7. Claudio Agostinelli & Luca Greco, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 609-619, December.
    8. C. Agostinelli, 2002. "Robust stepwise regression," Journal of Applied Statistics, Taylor & Francis Journals, vol. 29(6), pages 825-840.
    9. Luca Greco & Antonio Lucadamo & Claudio Agostinelli, 2021. "Weighted likelihood latent class linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 711-746, June.

  6. Agostinelli, Claudio & Markatou, Marianthi, 1998. "A one-step robust estimator for regression based on the weighted likelihood reweighting scheme," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 341-350, March.

    Cited by:

    1. Agostinelli, Claudio, 2002. "Robust model selection in regression via weighted likelihood methodology," Statistics & Probability Letters, Elsevier, vol. 56(3), pages 289-300, February.
    2. Abdul Wahid & Dost Muhammad Khan & Ijaz Hussain, 2017. "Robust Adaptive Lasso method for parameter’s estimation and variable selection in high-dimensional sparse models," PLOS ONE, Public Library of Science, vol. 12(8), pages 1-17, August.
    3. C. Chatzinakos & L. Pitsoulis & G. Zioutas, 2016. "Optimization techniques for robust multivariate location and scatter estimation," Journal of Combinatorial Optimization, Springer, vol. 31(4), pages 1443-1460, May.
    4. Suman Majumder & Adhidev Biswas & Tania Roy & Subir Kumar Bhandari & Ayanendranath Basu, 2021. "Statistical inference based on a new weighted likelihood approach," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 84(1), pages 97-120, January.
    5. Claudio Agostinelli & Luca Greco, 2019. "Weighted likelihood estimation of multivariate location and scatter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 756-784, September.
    6. Claudio Agostinelli & Luca Greco, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 609-619, December.
    7. Beste Hamiye Beyaztas & Soutir Bandyopadhyay & Abhijit Mandal, 2021. "A robust specification test in linear panel data models," Papers 2104.07723, arXiv.org.
    8. Luca Greco & Antonio Lucadamo & Claudio Agostinelli, 2021. "Weighted likelihood latent class linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(2), pages 711-746, June.

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