Victor J. Yohai

Statistics and Probability · 2000–2016

A researcher in the Science corpus: 12 papers; trusts 26 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 35 citations into it; #3,179 of 12,932 by trust here, #3,609 by citations
• Finance — 10 citations into it; #2,505 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 8 citations into it; #5,802 of 23,481 by trust here, #15,581 by citations
• Artificial Intelligence — 7 citations into it
• Control and Systems Engineering — 7 citations into it

Whom Victor J. Yohai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. M. Forni
2. Robert F. Engle
3. Tim Bollerslev
4. James Davidson
5. R. Dennis Cook
6. Elvezio Ronchetti
7. Peter J. Rousseeuw
8. Qiwei Yao
9. Daniel Gervini
10. Nora Muler

Who trusts Victor J. Yohai overall

1. Kris Boudt
2. Amélie Charles
3. Vlad Ardelean
4. Nora Muler
5. Jón Dańıelsson
6. Andrew S. Harvey
7. Mia Hubert
8. Alfio Marazzi
9. Juan Antonio Cuesta-Albertos
10. Olivier Darné

Papers from Victor J. Yohai's perspective

Ordered by how strongly the researchers Victor J. Yohai trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Determining the number of factors in approximate factor models with global and group-specific factors
3. On robust estimation of the location parameter
4. Generalized Linear Models
5. The Influence Curve and Its Role in Robust Estimation
6. Inference in ARCH and GARCH models with heavy-tailed errors
7. Least absolute deviations estimation for ARCH and GARCH models
8. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
9. The Generalized Dynamic-Factor Model: Identification and Estimation
10. Robust inference with GMM estimators

Their papers

• Robust estimates for arch processes (2002) — 50 citations
• Robust regression with both continuous and categorical predictors (2000) — 105 citations
• Robust estimates for GARCH models (2008) — 136 citations
• Robust Estimation of Multivariate Location and Scatter (2006) — 85 citations
• Adaptively truncated maximum likelihood regression with asymmetric errors (2004) — 53 citations
• Robust estimation for linear regression with asymmetric errors (2005) — 55 citations
• A class of robust and fully efficient regression estimators (2002) — 193 citations
• Robust Estimation for ARMA models (2009) — 92 citations
• Generalized Dynamic Principal Components (2016) — 51 citations
• Robust estimators for generalized linear models (2014) — 62 citations
• The sliced inverse regression algorithm as a maximum likelihood procedure (2009) — 18 citations
• Quantile–Quantile Plot for Deviance Residuals in the Generalized Linear Model (2004) — 53 citations