Pietro Coretto

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Discussion of ``Independent component analysis by robust distance correlation'': a note on the geometry of the bowl transform and on the reach of the consistency for robust ICA Advances in Data Analysis and Classification. ADAC	2026-09-17	Paper
qcluster	2026-09-02	Software
A GARCH-type model with cross-sectional volatility clusters	2026-04-22	Paper
Discussion of the paper ``Connecting model-based and model-free approaches to linear least squares regression'' Statistica	2026-02-23	Paper
Consistency for constrained maximum likelihood estimation and clustering based on mixtures of elliptically-symmetric distributions under general data generating processes Journal of Multivariate Analysis	2025-08-06	Paper
An adequacy approach for deciding the number of clusters for OTRIMLE robust Gaussian mixture‐based clustering Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics	2023-10-20	Paper
Selecting the number of clusters, clustering models, and algorithms. A unifying approach based on the quadratic discriminant score Journal of Multivariate Analysis	2023-06-05	Paper
Estimation and computations for Gaussian mixtures with uniform noise under separation constraints Statistical Methods and Applications	2022-07-07	Paper
A Monte Carlo subsampling method for estimating the distribution of signal-to-noise ratio statistics in nonparametric time series regression models Statistical Methods and Applications	2021-01-22	Paper
Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering (available as arXiv preprint)	2018-04-17	Paper
Consistency, breakdown robustness, and algorithms for robust improper maximum likelihood clustering	2018-04-17	Paper
Empirical likelihood based nonparametric testing for CAPM	2017-11-22	Paper
A simulation study to compare robust clustering methods based on mixtures Advances in Data Analysis and Classification. ADAC	2014-04-01	Paper
Maximum likelihood estimation of heterogeneous mixtures of Gaussian and uniform distributions Journal of Statistical Planning and Inference	2010-10-22	Paper

Research outcomes over time

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