Graciela Boente | Academic Influence

Graciela Boente's AcademicInfluence.com Rankings

Graciela Boente

Mathematics

#2782

World Rank

#4221

Historical Rank

Statistics

#681

World Rank

#766

Historical Rank

Measure Theory

#3713

World Rank

#4379

Historical Rank

mathematics Degrees

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Mathematics

Graciela Boente's Degrees

PhD Mathematical Statistics University of Buenos Aires
Masters Mathematical Statistics University of Buenos Aires
Bachelors Mathematics University of Buenos Aires

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Why Is Graciela Boente Influential?

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According to Wikipedia, Graciela Lina Boente Boente is an Argentine mathematical statistician at the University of Buenos Aires. She is known for her research in robust statistics, and particularly for robust methods for principal component analysis and regression analysis.

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Graciela Boente's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Robust principal component analysis for functional data (1999) (322)
Kernel-based functional principal components ( (2000) (113)
Kernel-based functional principal components ( (2000) (113)
Robust functional principal components: A projection-pursuit approach (2011) (86)
Robust Nonparametric Regression Estimation for Dependent Observations (1989) (63)
Robust nonparametric regression estimation (1989) (58)
Asymptotic Distribution of Robust Estimators for Nonparametric Models from Mixing Processes (1990) (57)
Robust estimators in semiparametric partly linear regression models (2004) (54)
Influence functions and outlier detection under the common principal components model: A robust approach (2002) (51)
Robust estimates in generalized partially linear models (2006) (50)
Consistency of a nonparametric estimate of a density function for dependent variables (1988) (44)
Qualitative Robustness for Stochastic Processes (1987) (42)
Robust plug-in bandwidth estimators in nonparametric regression (1997) (38)
S-Estimators for Functional Principal Component Analysis (2015) (35)
A characterization of elliptical distributions and some optimality properties of principal components for functional data (2014) (33)
Robust nonparametric estimation with missing data (2009) (32)
A Robust Approach to Common Principal Components (2001) (30)
Principal points and elliptical distributions from the multivariate setting to the functional case (2009) (30)
Strong Uniform Convergence Rates for some Robust Equivariant Nonparametric Regression Estimates for Mixing Processes (1991) (29)
Asymptotic Distribution of Smoothers Based on Local Means and Local Medians under Dependence (1995) (26)
Sorption isotherms of corn—Study of mathematical models (1996) (26)
Robust estimators under semi‐parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection (2007) (23)
Robust inference in generalized partially linear models (2010) (23)
Testing the Equality of Covariance Operators (2011) (22)
Robust estimators of high order derivatives of regression functions (2006) (20)
Robust estimators in semi-functional partial linear regression models (2017) (18)
Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis (2008) (18)
Qualitative Robustness for General Stochastic Processes. (1982) (17)
On the asymptotic behavior of one-step estimates in heteroscedastic regression models (2002) (17)
Inference under functional proportional and common principal component models (2010) (17)
Testing equality between several populations covariance operators (2014) (16)
Resistant estimators in Poisson and Gamma models with missing responses and an application to outlier detection (2013) (16)
Robust estimates in generalized partially linear single-index models (2012) (15)
Robust tests for the common principal components model (2009) (15)
Asymptotic distribution of data-driven smoothers in density and regression estimation under dependence† (1995) (15)
General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study (2006) (14)
Influence of oil content on sorption isotherms of four varieties of peanut at 25°C (2001) (14)
On a robust local estimator for the scale function in heteroscedastic nonparametric regression (2010) (14)
Robust Tests in Semiparametric Partly Linear Models (2006) (14)
Asymptotic theory for robust principal components (1987) (13)
Robust kernel estimators for additive models with dependent observations (1998) (13)
Estimation of the marginal location under a partially linear model with missing responses (2010) (13)
Robust estimators for additive models using backfitting (2017) (12)
Some results for robust GM-based estimators in heteroscedastic regression models (2000) (12)
Strong convergence of robust equivariant nonparametric functional regression estimators (2015) (11)
Water sorption characteristics of Argentine wheat: statistical methodology (1994) (11)
Robust plug-in estimators in proportional scatter models (2004) (11)
Goodness‐of‐fit Test for Directional Data (2014) (11)
On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions (1988) (11)
Robust tests in generalized linear models with missing responses (2013) (11)
Robust estimation for semi-functional linear regression models (2020) (9)
Comparison of water sorption behaviour of three rice varieties under different temperatures (1997) (8)
The spatial sign covariance operator: Asymptotic results and applications (2018) (8)
Bandwidth choice for robust nonparametric scale function estimation (2012) (7)
Robust functional principal components for sparse longitudinal data (2020) (7)
Robust estimation for nonparametric generalized regression (2011) (7)
Multivariate Outliers (2011) (7)
Local L-estimators for nonparametric regression under dependence (1994) (7)
Robust testing for superiority between two regression curves (2016) (7)
A Functional Approach to Robust Nonparametric Regression (1991) (7)
Detecting influential observations in principal components and common principal components (2010) (6)
Marginal integration M-estimators for additive models (2015) (6)
Robust discrimination under a hierarchy on the scatter matrices (2008) (6)
Plug-in marginal estimation under a general regression model with missing responses and covariates (2018) (6)
ROBUST BOOTSTRAP : AN ALTERNATIVE TO BOOTSTRAPPING ROBUST ESTIMATORS (2014) (6)
Asymptotic behavior of robust estimators in partially linear models with missing responses: the effect of estimating the missing probability on the simplified marginal estimators (2011) (5)
Robust estimators in a generalized partly linear regression model under monotony constraints (2018) (5)
Influence functions for robust estimators under proportional scatter matrices (2004) (5)
Multivariate statistical analysis of water sorption data of Argentine sorghum (1995) (5)
Robust Multivariate Tolerance Regions: Influence Function and Monte Carlo Study (2008) (4)
Robust sieve estimators for functional canonical correlation analysis (2019) (4)
A test for the equality of covariance operators (2014) (4)
Estimating additive models with missing responses (2016) (4)
Influence functions of two families of robust estimators under proportional scatter matrices (2007) (4)
Conditional tests for elliptical symmetry using robust estimators (2015) (4)
Influence of Inoculum Preparation and Volume on Growth of Mycotoxigenic Molds. (1995) (3)
Robust smoothed canonical correlation analysis for functional data. (2020) (3)
Testing in generalized partially linear models: A robust approach (2013) (3)
A robust spline approach in partially linear additive models (2021) (2)
Penalized robust estimators in sparse logistic regression (2021) (2)
Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study (2008) (2)
Functional common principal components models (2010) (2)
Consistency of a numerical approximation to the first principal component projection pursuit estimator (2014) (2)
Robust Functional Principal Component Analysis (2014) (2)
Influence function of projection-pursuit principal components for functional data (2015) (2)
Ergodicity, geometric ergodicity and mixing conditions for nonparametric ARMA processes (2002) (1)
Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (2017) (1)
Robust location estimators in regression models with covariates and responses missing at random (2020) (1)
Plug-in marginal estimation under a general regression model with missing responses and covariates (2018) (1)
Robust estimators under a functional common principal components model (2017) (1)
Robust consistent estimators for ROC curves with covariates (2022) (1)
Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (2019) (1)
Robust Wald-type methods for testing equality between two populations regression parameters: A comparative study under the logistic model (2020) (1)
Asymptotic distribution and strong order of convergence of robust non parametric regression estimates (1989) (1)
A robust approach for ROC curves with covariates (2020) (1)
On the asymptotic behavior of general projection-pursuit estimators under the common principal components model (2010) (1)
On the asymptotic behavior of general projection-pursuit estimators under the common principal components model (2010) (1)
On a partly linear autoregressive model with moving average errors (2010) (1)
Penalized robust estimators in logistic regression with applications to sparse models. (2019) (1)
Robust testing to compare regression curves (2022) (0)
Estimators for covariate-adjusted ROC curves with missing biomarkers values (2022) (0)
Estimators for ROC curves with missing biomarkers values and informative covariates (2023) (0)
Testing equality between several populations covariance operators (2017) (0)
Asymptotic behaviour of penalized robust estimators in logistic regression when dimension increases (2022) (0)
Marginal integration M-estimators for additive models (2016) (0)
ST ] 1 1 A pr 2 01 8 The spatial sign covariance operator : Asymptotic results and applications (2018) (0)
Robust estimation for functional quadratic regression models (2022) (0)
Robust estimation in single index models with asymmetric errors (2017) (0)
Testing for superiority between two variance functions (2020) (0)
Study of seasonal behavior in erythrocyte sedimentation rate (ESR). (1993) (0)
Robust tests for equality of regression curves based on characteristic functions (2022) (0)
Robust estimates in generalized partially linear single-index models (2011) (0)
Supplementary material to: Robust estimators for additive models using backﬁtting (2015) (0)
Robust inference in partially linear models with missing responses (2015) (0)
Chain rule density estimates (1990) (0)
Robust estimators in a generalized partly linear regression model under monotony constraints (2019) (0)
Addressing robust estimation in covariate–specific ROC curves (2023) (0)

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