Maria-Pia Victoria-Feser

Maria-Pia Victoria-Feser's AcademicInfluence.com Rankings

Mathematics

#8208

World Rank

#11146

Historical Rank

Statistics

#1191

World Rank

#1299

Historical Rank

mathematics Degrees

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Mathematics

Why Is Maria-Pia Victoria-Feser Influential?

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According to Wikipedia, Maria-Pia Victoria-Feser is a Swiss statistician who develops methods for statistical inference with applications to research fields ranging from social, economics to experimental sciences . She is a professor in the Geneva School of Economics and Management, part of the University of Geneva, and was the founding dean of the school.

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Maria-Pia Victoria-Feser'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

Robustness properties of inequality measures (1996) (197)
A Robust Coefficient of Determination for Regression (2010) (186)
Robust Methods in Biostatistics (2009) (177)
Estimation of generalized linear latent variable models (2004) (112)
Robust methods for personal-income distribution models† (1994) (91)
Poverty measurement with contaminated data : a robust approach (1996) (81)
Wavelet-Variance-Based Estimation for Composite Stochastic Processes (2013) (76)
Robust Mean-Variance Portfolio Selection (2003) (62)
Welfare Rankings in the Presence of Contaminated Data (2002) (53)
Generalized method of wavelet moments for inertial navigation filter design (2014) (51)
High-Breakdown Inference for Mixed Linear Models (2006) (50)
Robust Estimation for Grouped Data (1997) (48)
A robust prediction error criterion for pareto modelling of upper tails (2005) (48)
Robust stochastic dominance: A semi-parametric approach (2006) (47)
Fault Detection and Isolation in Multiple MEMS-IMUs Configurations (2012) (45)
Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models (2004) (42)
High-breakdown estimation of multivariate mean and covariance with missing observations. (2002) (37)
Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information (2003) (35)
Robust Methods for the Analysis of Income Distribution, Inequality and Poverty (2000) (33)
Distributional Dominance With Trimmed Data (2004) (31)
Constrained expectation-maximization algorithm for stochastic inertial error modeling: study of feasibility (2011) (29)
Robust inference with binary data (2001) (29)
A framework for inertial sensor calibration using complex stochastic error models (2012) (28)
Robust VIF regression with application to variable selection in large data sets (2013) (25)
Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data (2004) (22)
Robust Estimation of Constrained Covariance Matrices for Confirmatory Factor Analysis (2010) (21)
Modelling Lorenz Curves: Robust and Semi-Parametric Issues (2007) (20)
Modelling Income Distribution in Spain: A Robust Parametric Approach (1996) (20)
Robust Lorenz Curves: A Semiparametric Approach (2001) (19)
Simulation-Based Bias Correction Methods for Complex Models (2018) (17)
Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data (2008) (16)
High Breakdown Inference in the Mixed Linear Model (2005) (16)
Zero-Inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data (2010) (15)
A Robust Test for Non‐nested Hypotheses (1997) (15)
Robust Portfolio Selection (2000) (14)
Robustness properties of inequality measures : the influence function and the principle of transfers (1993) (13)
Fast Robust Model Selection in Large Datasets (2010) (13)
Putting Robust Statistical Methods into Practice: Poverty Analysis in Tunisia (2001) (12)
Distributional Dominance with Dirty Data (2001) (11)
Limits of the Allan Variance and Optimal Tuning of Wavelet Variance based Estimators (2013) (10)
Robust Logistic Regression for Binomial Responses (2000) (10)
Welfare Judgements in the Presence Contaminated Data (1996) (10)
Goodness of Fit for Generalized Linear Latent Variables Models (2010) (9)
A Prediction Error Criterion for Choosing the Lower Quantile in Pareto Index Estimation (2003) (8)
Robust Estimation of Personal Income Distribution Models (1993) (7)
Urban Rural Poverty Comparisons in Tunisia: A Robust Statistical Approach (1998) (7)
Statistical Inference for Lorenz Curves with Censored Data (1998) (6)
Robustness Properties of Poverty Indices (1994) (6)
Study of MEMS-based inertial sensors operating in dynamic conditions (2014) (6)
Improving Modeling of MEMS-IMUs Operating in GNSS-denied Conditions (2011) (6)
Estimation of Time Series Models via Robust Wavelet Variance (2014) (6)
A Latent Variable Approach for the Construction of Continuous Health Indicators (2004) (6)
Isotone additive latent variable models (2011) (5)
4 Practical applications of bounded-influence tests (1997) (4)
Robust Two-Step Wavelet-Based Inference for Time Series Models (2020) (4)
Statistical Inference for Welfare Under Complete and Incomplete Information (1999) (4)
Asymptotically Optimal Bias Reduction for Parametric Models (2020) (4)
Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models (2004) (3)
Distributional Analysis: a Robust Approach (2000) (3)
An algorithm for automatic inertial sensors calibration (2013) (3)
A General Robust Approach to the Analysis of Income Distribution, Inequality and Poverty (2000) (3)
Choosing between Two Parametric Models Robustly (1995) (3)
Robust Income Distribution Estimation with Missing Data (2001) (2)
De-Biasing Weighted MLE Via Indirect Inference: The Case of Generalized Linear Latent Variable Models (2007) (2)
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 (2018) (2)
Wiley Series in Probability and Statistics (2009) (2)
A Prediction Divergence Criterion for Model Selection (2015) (2)
On the Properties of Simulation-based Estimators in High Dimensions (2018) (2)
Robust Estimation of Bivariate Copulas (2013) (1)
A Flexible Bias Correction Method based on Inconsistent Estimators (2022) (1)
Choosing between Two Income Distribution Models with Contaminated Data (1996) (1)
A General Approach for Simulation-based Bias Correction in High Dimensional Settings. (2020) (1)
Wavelet-Variance-Based Estimation for Composite (2013) (1)
Resistant Modelling of Income Distributions and Inequality Measures (1996) (1)
Generalized Method of Wavelet Moments (2011) (1)
Comment on Giorgi's Chapter: The Sampling Properties of Inequality Indices (1998) (1)
A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements (2005) (1)
Design of a Study to Assess the Influence of a Hospital's Pratice on the Mother's Decision to Breastfeed and on the Duration of Breastfeeding (1998) (1)
A Simulation Study to Compare Competing Estimators in Structural Equation Models with Ordinal Variables (2004) (1)
A simple recipe for making accurate parametric inference in finite sample (2019) (0)
Mixed Linear Models (2010) (0)
Two-step robust estimation of copulae Two-step robust estimation of copulae (2016) (0)
Do Hospital Practices have an Effect on Women's Decision to Breastfeed: A UK Study (1998) (0)
Finite Sample Corrections for Average Equivalence Testing (2023) (0)
Phase transition unbiased estimation in high~dimensional settings (2019) (0)
D: Some Distributions of the Exponential Family (2010) (0)
Robust Estimation and Inference for Generalised Latent Trait Models (2002) (0)
C: An Algorithm Procedure for the Constrained S‐Estimator (2010) (0)
Generalized Linear Models (2010) (0)
E: Computations for the Robust GLM Estimator (2010) (0)
Robust Estimation of Income Distribution Models with Grouped Data (1996) (0)
High Breakdown Estimation of Multivariate Location and Scale With Missing Observations (2002) (0)
An Algorithm for Automatic Inertial Sensors Calibration : Proceedings of the ION GNSS 2013 (2013) (0)
Marginal Longitudinal Data Analysis (2010) (0)
Robust Income Estimation with Missing Data (2000) (0)
Parametric Inference for Index Functionals (2018) (0)
Robust Statistics for Multivariate Methods (2005) (0)
Report Reference Robust Portfolio Selection (2017) (0)
Distributional Analysis Research Programme Robust Lorenz Curves : A Semi-Parametric Approach by Frank A . Cowell (2001) (0)
B: Efficiency, LRTρ, RAIC and RCp with Biweight ρ‐Function for the Regression Model (2010) (0)
Are Grouped Data Robustly Fitted? (1995) (0)
Prevalence Estimation from Random Samples and Census Data with Participation Bias (2020) (0)
Generalized Monotone Additive Latent Variable Models (2010) (0)
EuroCow, the Calibration and Orientation Workshop (Euro- pean Spatial Data Research) (2010) (0)
Key Measures and Results (2010) (0)
The Affect Structure Revisited (2005) (0)
Variable Estimation of Generalized Linear Latent Variable Models (2003) (0)
G: Computation of the CRQ (2010) (0)
Estimation and Uncertainty Quantification of Magma Interaction Times using Statistical Emulation (2022) (0)
Fault Detection and Isolation in Multiple MEMS-IMUs Configurations GUERRIER (2017) (0)
F: Computations for the Robust GEE Estimator (2010) (0)
Robust VIF Regression (2011) (0)
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 (2017) (0)
A: Starting Estimators for MM‐Estimators of Regression Parameters (2010) (0)
Isotone additive latent variable models (2011) (0)

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What Schools Are Affiliated With Maria-Pia Victoria-Feser?

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