Elvezio Ronchetti's Teaching

Courses | Short courses | PhD theses

Courses

University of Geneva
Undergraduate courses (Bachelor):

Graduate courses (Master in Statistics, Master in Economics, Master in Finance):
Faculty of Economics, University of Lugano, Switzerland
Pro*Doc Program in Economics:

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Short courses

September 10-11, 1982
Robust Statistical Methods, 15th European Meeting of Statisticians, Palermo (Italy)
August 16-17, 1986
Robust Statistical Methods, American Statistical Association Meeting, Chicago (USA)
August 6-11, 1987
Small Sample Asymptotics, Dept. of Statistics, University of Washington, Seattle (USA)
July 28-29, 1988
Small Sample Asymptotics, Dept. of Statistics, La Trobe University, Melbourne (Australia)
October 2-7, 1989
Robustness in Statistics, European Courses in Advanced Statistics, Schloss Reisensburg (Germany)
April 29 - May 13, 1996
Robuste Statistik, Institut für empirische Wirtschaftsforschung, University of Zürich (Switzerland)
December 7-11, 1998
Elementi di teoria asintotica, Dip. di Studi Economico Finanziari e Metodi Quantitativi, Università di Roma Tor Vergata (Italy)
January 28-29, 1999
Analisi statistica robusta, Dip. di Statistica, Università di Firenze (Italy)
October 8-12, 2001
Bayesian Statistics and Financial Econometrics , European Courses in Advanced Statistics, University of Lugano (Switzerland)
July 12, 2004
Robust Statistics in Finance , Short Course ICORS04, Beijing (China)
October 26, 2005
Tutorial on Robust Statistics , International Workshop on Robust Statistics and R, Treviso (Italy)
September 6, 2007
Introduction a la statistique robuste , Journee de formation au Dept. de Recherche et Developpement de EDF, Paris (France)
February 2008
Robust Statistical Techniques for Financial Modelling , Short Course, PhD Program, Dept. of Operations Research and Financial Engineering, Princeton University (USA)
August 11, 2008
Tutorial on Introduction to Robust Statistics with R , The R User Conference, Technische Universitaet Dortmund (Germany) (with M. Maechler)
March 6, 2009
Il ruolo delle scienze statistiche nella societa` moderna, La statistica da Stefano Franscini all'insegnamento liceale , Commissione di matematica della Svizzera Italiana, Lugano (Switzerland)

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Direction of PhD Theses

  • Peracchi, F. (1987), "Bounded Influence Methods in Econometrics with an Application to the Tobit Model", Dept. of Economics, Princeton University

  • Victoria Feser, M.P. (1993), "Robust Methods for Personal Income Distribution Models", Dept. of Econometrics, University of Geneva (Latsis prize of the University)

  • Heritier, S. (1993), "Contributions to Robustness in Nonlinear Models : Application to Economic Data", Dept. of Econometrics, University of Geneva (Universal prize of the Faculty)

  • Monti, A.C. (1994), "A Unified Approach to Nonparametric Methods for Inference", Dept. of Econometrics, University of Geneva

  • Gatto, R. (1994), "Saddlepoint Methods and Nonparametric Approximations for Econometric Models", Dept. of Econometrics, University of Geneva (Universal prize of the Faculty)

  • de Rossi, F.-X. (1996), "High Order Asymptotic Approximation for Robust Tests", Dept. of Mathematics, University of Geneva

  • Cantoni, E. (1999), "Resistant Techniques for Nonparametric Regression, Generalized Linear and Additive Models", Dept. of Mathematics, University of Geneva

  • Dell'Aquila, R. (2002), "Contributions to Robust Estimation, Testing and Model Selection in Finance", Faculty of Economics, University of Lugano (Switzerland)

  • Mancini, L. (2004), "Robust Statistical Procedures for Location and Scale Dynamic Models with Applications to Risk Management", Faculty of Economics, University of Lugano (Switzerland)

  • Huber, Ph. (2004), "Generalized Linear Latent Variables Models: Estimation, Inference and Empirical Analysis of Financial Data", Dept. of Econometrics, University of Geneva (Universal prize of the Faculty)

  • Passarin, K. (2004), "A Robust Bayesian Approach to Portfolio Selection", Faculty of Economics, University of Lugano (Switzerland)

  • Lo, S. N. (2006), "Accurate Finite Sample Inference for Generalized Linear Models and Models on Overidentifying Moment Conditions", Dept. of Econometrics, University of Geneva

  • Czellar, V. (2006), "Small Sample Properties of Indirect Inference with Applications to Stochastic Differential Equations", Dept. of Econometrics, University of Geneva

  • Conne, D. (2008), "Goodness-of-fit for Generalized Linear Latent Variables Models", Dept. of Econometrics, University of Geneva

  • Perret-Gentil, C. H. A. (2009), "Robust Cointegration", Dept. of Econometrics, University of Geneva

  • La Vecchia, D. (2011), "Contributions to Robustness Theory", Faculty of Economics, University of Lugano (Switzerland)
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