Fabrizio Laurini

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
Clusterwise linear regression using a probabilistic branch and bound algorithm under Gaussianity Computers & Operations Research	2026-05-04	Paper
Robust statistical processing of long-time data series to estimate soil water content Mathematical Geosciences	2025-02-19	Paper
Robust asset allocation with conditional value at risk using the forward search Applied Stochastic Models in Business and Industry	2024-07-23	Paper
Reliable Robust Regression Diagnostics International Statistical Review	2023-11-10	Paper
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints CEJOR. Central European Journal of Operations Research	2023-06-27	Paper
Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes Statistics and Computing	2022-12-09	Paper
Covariance matrices of S robust regression estimators Journal of Statistical Computation and Simulation	2022-03-24	Paper
Robustness for multilevel models with the forward search	2021-03-29	Paper
The extremal index for GARCH(1,1) processes Extremes	2016-01-25	Paper
Robust estimation of efficient mean-variance frontiers Advances in Data Analysis and Classification. ADAC	2014-04-01	Paper
Smoothing sample extremes: the mixed model approach Computational Statistics and Data Analysis	2010-04-01	Paper
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity Computational Statistics and Data Analysis	2010-03-30	Paper
Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures Econometric Reviews	2009-03-17	Paper
Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Analysis of economic time series: effects of extremal observations on testing heteroscedastic components Applied Stochastic Models in Business and Industry	2005-05-20	Paper
New estimators for the extremal index and other cluster characteristics Extremes	2004-09-24	Paper

Research outcomes over time

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