Maria-Pia Victoria-Feser

University of Geneva - HEC

40 Boulevard du Pont d'Arve

Geneva 4, 1211

Switzerland

SCHOLARLY PAPERS

50

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Top 9,209

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12

CROSSREF CITATIONS

94

Scholarly Papers (50)

1.

Robust Mean-Variance Portfolio Selection

Number of pages: 51 Posted: 27 Dec 2007
Cédric Perret-Gentil and Maria-Pia Victoria-Feser
Union Bancaire Privee and University of Geneva - HEC
Downloads 526 (52,912)
Citation 12

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Mean-variance efficient frontier, Outliers, Model risk, Robust estimation

2.

A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements

FAME Research Paper No. 159
Number of pages: 44 Posted: 28 Nov 2005
Philippe Huber, O. Scaillet and Maria-Pia Victoria-Feser
RAM Active Investments, University of Geneva GSEM and GFRI and University of Geneva - HEC
Downloads 244 (127,379)

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structural equation model, latent variable, generalised linear model, factor analysis, multinomial logit, forecasts, LAMLE, canonical correlation

3.

Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data

Swiss Finance Institute Research Paper No. 08-45
Number of pages: 41 Posted: 23 Dec 2008
Philippe Huber, O. Scaillet and Maria-Pia Victoria-Feser
RAM Active Investments, University of Geneva GSEM and GFRI and University of Geneva - HEC
Downloads 154 (194,405)

Abstract:

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Latent variable, generalized linear model, factor analysis, multinomial logit, forecasts, LAMLE, Laplace approximation

Robust Estimation of Personal Income Distribution Models

LSE STICERD Research Paper No. 04
Number of pages: 31 Posted: 09 Apr 2008
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 134 (218,311)

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Robust Estimation of Personal Income Distribution Models

LSE STICERD Research Paper No. 04
Posted: 21 Feb 2008
Maria-Pia Victoria-Feser
University of Geneva - HEC

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5.

Robust Logistic Regression for Binomial Responses

Number of pages: 35 Posted: 19 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 123 (232,554)
Citation 1

Abstract:

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logistic regression, misclassification, robust statistics, M-estimators, Rao’s score test, influence function, breastfeeding

6.

Modelling Lorenz Curves: Robust and Semi-Parametric Issues

LSE STICERD Research Paper No. 91
Number of pages: 20 Posted: 09 Apr 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 96 (276,749)
Citation 2

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7.

Robust Portfolio Selection

Number of pages: 26 Posted: 19 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 82 (305,639)
Citation 2

Abstract:

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8.

A Robust Coefficient of Determination for Regression

Journal of Statistical Planning and Inference, Vol. 140, No. 7, pp. 1852-1862, 2010
Number of pages: 16 Posted: 14 Feb 2011
Olivier Renaud and Maria-Pia Victoria-Feser
University of Geneva - Psychology Department (FPSE) and University of Geneva - HEC
Downloads 82 (305,639)

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Consistency, Efficiency, Outliers, R-squared, Correlation

9.

Fast Robust Model Selection in Large Datasets

Journal of the American Statistical Association, 2011
Number of pages: 31 Posted: 12 Feb 2011
Debbie Dupuis and Maria-Pia Victoria-Feser
HEC Montreal and University of Geneva - HEC
Downloads 64 (350,972)

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Linear Regression, Multicollinearity, M-Estimator, Robust T-Test, Partial Correlation, False Discovery Rate, LARS, Random Forests

Robustness Properties of Poverty Indices

LSE STICERD Research Paper No. 08
Number of pages: 21 Posted: 09 Apr 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 64 (355,534)

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Robustness Properties of Poverty Indices

LSE STICERD Research Paper No. 08
Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC

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11.

Estimation of Generalized Linear Latent Variable Models

Journal of the Royal Statistical Society, Vol. 66, No. 4, pp. 893-908, 2004
Number of pages: 27 Posted: 15 Feb 2011
Philippe Huber, Elvezio Ronchetti and Maria-Pia Victoria-Feser
RAM Active Investments, University of Geneva - Research Center for Statistics and University of Geneva - HEC
Downloads 51 (391,354)
Citation 1

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Categorical variables, Laplace approximation, LISREL, M-estimators, Penalized quasi-likelihood, Varimax rotation

12.

Zero-Inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data

Annals of Applied Statistics, Forthcoming
Number of pages: 28 Posted: 14 Feb 2011
Dominique-Laurent Couturier and Maria-Pia Victoria-Feser
University of Geneva - Faculty of Economic and Social Sciences and University of Geneva - HEC
Downloads 50 (394,720)

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Extreme values, Logistic regression, Generalized linear models, Residual analysis, Model t

13.

Statistical Inference for Lorenz Curves with Censored Data

LSE STICERD Research Paper No. 35
Number of pages: 25 Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 40 (431,453)

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14.

Robust Income Distribution Estimation with Missing Data

LSE STICERD Research Paper No. 57
Number of pages: 23 Posted: 21 Feb 2008
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 36 (447,955)
Citation 1

Abstract:

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15.

A Latent Variable Approach for the Construction of Continuous Health Indicators

Number of pages: 9 Posted: 18 Feb 2011
David Conne and Maria-Pia Victoria-Feser
University of Geneva - Department of Econometrics and University of Geneva - HEC
Downloads 32 (465,541)

Abstract:

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16.

Putting Robust Statistical Methods into Practice: Poverty Analysis in Tunisia

Swiss Journal of Economics and Statistics, Vol. 3, No. 14, pp. 463-482, 2001
Number of pages: 26 Posted: 20 Feb 2011
Mohamed Ayadi, Mohamed Salah Matoussi and Maria-Pia Victoria-Feser
Institut Supérieur de Gestion, University of Tunis and University of Geneva - HEC
Downloads 29 (480,021)

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poverty lines, robust estimation, local prices, evaluation of basic non food needs, poverty comparisons

17.

Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data

Hubert, M., Pison, G., Struyf, A., Van Aelst, S., THEORY AND APPLICATIONS OF RECENT ROBUST METHODS, p. 71-82, Basel: Birkhauser, 2004
Number of pages: 13 Posted: 17 Feb 2011
Samuel Copt and Maria-Pia Victoria-Feser
affiliation not provided to SSRN and University of Geneva - HEC
Downloads 29 (480,021)

Abstract:

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C-step algorithm, minimum covariance determinant, outliers, robust statistics, S-estimators, orthogonalized Gnanadesikan-Kettering robust estimator

18.

A General Robust Approach to the Analysis of Income Distribution, Inequality and Poverty

nternational Statistical Review, Vol. 68, pp. 277-293, 2000
Number of pages: 34 Posted: 20 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 27 (490,551)

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income distribution, inequality, poverty, robust statistics, influence function, model choice, grouped data, censored data, stochastic dominance

19.

Robust Statistics for Multivariate Methods

ENCYCLOPEDIA OF STATISTICS IN BEHAVIORAL SCIENCE, pp. 1764-1768, Brian S. Everitt & David C. Howell, eds., Chichester, U.K.: John Wiley & Sons, Ltd, 2005
Number of pages: 6 Posted: 17 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 26 (496,101)

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20.

The Affect Structure Revisited

Number of pages: 57 Posted: 18 Feb 2011
Veronique Rica Elefant-Yanni and Maria-Pia Victoria-Feser
University of Geneva - Psychology Department (FPSE) and University of Geneva - HEC
Downloads 25 (501,506)

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21.

A Prediction Error Criterion for Choosing the Lower Quantile in Pareto Index Estimation

Number of pages: 39 Posted: 19 Feb 2011
Debbie Dupuis and Maria-Pia Victoria-Feser
HEC Montreal and University of Geneva - HEC
Downloads 24 (507,195)
Citation 1

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Hill estimator, Mallows' Cp, extreme order statistics, influence function

22.

Goodness-of-Fit for Generalized Linear Latent Variables Models

Journal of the American Statistical Association, Vol. 105, pp. 1126-1134, 2010
Number of pages: 39 Posted: 14 Feb 2011
David Conne, Elvezio Ronchetti and Maria-Pia Victoria-Feser
University of Geneva - Department of Econometrics, University of Geneva - Research Center for Statistics and University of Geneva - HEC
Downloads 23 (512,881)

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23.

Robust Lorenz Curves: A Semiparametric Approach

LSE STICERD Research Paper No. 50
Number of pages: 29 Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 22 (518,802)

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24.

Distributional Dominance with Dirty Data

LSE STICERD Research Paper No. 51
Number of pages: 30 Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 22 (518,802)

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25.

De-Biasing Weighted MLE Via Indirect Inference: The Case of Generalized Linear Latent Variable Models

Revstat Statistical Journal, Vol. 7, pp. 85-96, 2007
Number of pages: 14 Posted: 12 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 20 (530,514)

Abstract:

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Factor analysis, latent variables, M-estimators

26.

Robust Estimation of Constrained Covariance Matrices for Confirmatory Factor Analysis

Computational Statistics and Data Analysis, Vol. 54, pp. 3020-3032, 2010
Number of pages: 20 Posted: 14 Feb 2011
Elise Dupuis Lozeron and Maria-Pia Victoria-Feser
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Geneva - HEC
Downloads 19 (536,421)

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S-estimator, asymptotic efficiency, generalized least squares, structural equations modeling, two-stage estimation

27.

Distributional Dominance with Trimmed Data

Journal of Business & Economic Statistics, Vol. 24, pp. 291-300, 2006
Number of pages: 11 Posted: 12 Feb 2011
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 18 (542,429)

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Distributional dominance, Lorenz curve, Robustness

28.

Generalized Monotone Additive Latent Variable Models

Number of pages: 24 Posted: 17 Feb 2011
Sylvain Sardy and Maria-Pia Victoria-Feser
Ecole Polytechnique Fédérale de Lausanne and University of Geneva - HEC
Downloads 17 (548,409)

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Factor Analysis, Principal Component Analysis, Nonparametric Regression, Bartlett’s Factor Scores, Dimension Reduction

29.

A Simulation Study to Compare Competing Estimators in Structural Equation Models with Ordinal Variables

Number of pages: 23 Posted: 18 Feb 2011
Veronique Rica Elefant-Yanni, Philippe Huber and Maria-Pia Victoria-Feser
University of Geneva - Psychology Department (FPSE), RAM Active Investments and University of Geneva - HEC
Downloads 16 (554,283)
Citation 1

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Confirmatory factor analysis, Laplace approximation, covariance structure, LISREL, Generalized Linear Latent Variable Models, LAMLE

30.

A Robust Prediction Error Criterion for Pareto Modeling of Upper Tails

Canadian Journal of Statistics, Vol. 34, No. 4, pp. 639-358, 2006
Number of pages: 21 Posted: 12 Feb 2011
Debbie Dupuis and Maria-Pia Victoria-Feser
HEC Montreal and University of Geneva - HEC
Downloads 16 (554,283)
Citation 1

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Extreme values, tail index, income distribution, value at risk, M-estimators, regression

31.

Statistical Inference for Welfare Under Complete and Incomplete Information

LSE STICERD Research Paper No. 47
Number of pages: 39 Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 15 (560,340)

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32.

Robust Estimation and Inference for Generalised Latent Trait Models

Number of pages: 29 Posted: 19 Feb 2011
Irini Moustaki and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) and University of Geneva - HEC
Downloads 13 (572,847)
Citation 4

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Generalized latent trait, mixed items, influence function, robust estimation

33.

Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models

Journal of the American Statistical Association, Vol. 101, No. 474, pp. 644-653, 2006
Number of pages: 11 Posted: 12 Feb 2011
Irini Moustaki and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) and University of Geneva - HEC
Downloads 13 (572,847)

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Indirect inference, Influence function, Latent variable models, Mixed variables, Robust estimation

34.

Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models

Number of pages: 49 Posted: 18 Feb 2011
Irini Moustaki and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) and University of Geneva - HEC
Downloads 12 (579,293)
Citation 3

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Latent variable models, mixed items, influence function, robust estimation, indirect inference

35.

Distribution-Free Inference for Welfare Indices Under Complete and Incomplete Information

The Journal of Economic Inequality, Vol. 1, No. 3, pp. 191-219, 2003
Number of pages: 30 Posted: 15 Feb 2011
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 12 (579,293)
Citation 1

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censoring, income distribution, inequality measurement, influence function, Lorenz curve, sampling variance, trimming

36.

Resistant Modelling of Income Distributions and Inequality Measures

THE PRACTICE OF DATA ANALYSIS: ESSAYS IN HONOR OF JOHN W. TUKEY, pp. 287-298, D.R. Brillinger, L. T. Fernholz and S. Morgenthaler, eds., Princeton, Princeton University Press, 1997
Number of pages: 16 Posted: 20 Feb 2011
Elvezio Ronchetti and Maria-Pia Victoria-Feser
University of Geneva - Research Center for Statistics and University of Geneva - HEC
Downloads 11 (585,667)

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37.

Robust Inference with Binary Data

Psychometrika, Vol. 67, No. 1, p. 21-32, 2002
Number of pages: 37 Posted: 15 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 11 (585,667)

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logistic regression, misclassification, robust statistics, Mestimators, Rao's score test, influence function, breastfeeding

38.

Isotone Additive Latent Variable Models

Statistics and Computing, Forthcoming
Number of pages: 26 Posted: 17 Jun 2011
Sylvain Sardy and Maria-Pia Victoria-Feser
Ecole Polytechnique Fédérale de Lausanne and University of Geneva - HEC
Downloads 10 (592,188)

Abstract:

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factor analysis, principal component analysis, nonparametric regression, Bartlett’s factor scores, dimension reduction

39.

Robust Stochastic Dominance: A Semi-Parametric Approach

The Journal of Economic Inequality, Vol. 5, No. 1, pp. 21-37, 2007
Number of pages: 18 Posted: 12 Feb 2011
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC
Downloads 10 (592,188)

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Lorenz curve, M-estimators, Pareto model, welfare dominance

40.

Are Grouped Data Robustly Fitted?

Number of pages: 32 Posted: 21 Feb 2011
Elvezio Ronchetti and Maria-Pia Victoria-Feser
University of Geneva - Research Center for Statistics and University of Geneva - HEC
Downloads 8 (605,224)

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41.

High Breakdown Estimation of Multivariate Location and Scale With Missing Observations

British Journal of Mathematical and Statistical Psychology, Vol. 55, No. 2, pp. 317-335, 2002
Number of pages: 25 Posted: 20 Feb 2011
Tsung-Chi Cheng and Maria-Pia Victoria-Feser
National Chengchi University (NCCU) - Department of Finance and University of Geneva - HEC
Downloads 8 (605,224)

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detection of outliers, influence function, EM algorithm, ER algorithm, forward search algorithm, high breakdown estimator, minimum covariance determinant estimator, missing values, t-biweight S-estimator, M-estimator, robust statistics, factor analysis

42.

High Breakdown Inference in the Mixed Linear Model

Journal of the American Statistical Association, Vol. 101, No. 473, pp. 292-300, 2006
Number of pages: 10 Posted: 15 Feb 2011
Samuel Copt and Maria-Pia Victoria-Feser
affiliation not provided to SSRN and University of Geneva - HEC
Downloads 8 (605,224)

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Constrained covariance, Robust F-test, S-estimator, Variance components

43.

Choosing between Two Parametric Models Robustly

Number of pages: 32 Posted: 21 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 7 (611,729)

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M-estimators, model choice, robust tests

44.

Comment on Giorgi's Chapter: The Sampling Properties of Inequality Indices

HANDBOOK ON INCOME INEQUALITY MEASUREMENT, J. Silber, Kluwer Academic Publisher, pp. 260-267, 1999
Number of pages: 10 Posted: 20 Feb 2011
Maria-Pia Victoria-Feser
University of Geneva - HEC
Downloads 3 (639,926)

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45.

Welfare Judgements in the Presence Contaminated Data

LSE STICERD Research Paper No. 13
Posted: 21 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC

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46.

Choosing between Two Income Distribution Models with Contaminated Data

LSE STICERD Research Paper No. 18
Posted: 21 Feb 2008
Maria-Pia Victoria-Feser
University of Geneva - HEC

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47.

Robust Estimation of Income Distribution Models with Grouped Data

LSE STICERD Research Paper No. 19
Posted: 21 Feb 2008
Elvezio Ronchetti and Maria-Pia Victoria-Feser
University of Geneva - Research Center for Statistics and University of Geneva - HEC

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48.

Modelling Income Distribution in Spain: A Robust Parametric Approach

LSE STICERD Research Paper No. 20
Posted: 21 Feb 2008
Mercedes Prieto Alaiz and Maria-Pia Victoria-Feser
affiliation not provided to SSRN and University of Geneva - HEC

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49.

Robustness Properties of Inequality Measures: The Influence Function and the Principle of Transfers

LSE STICERD Research Paper No. 01, Econometrica Vol. 64, pp. 77-101, No. 1996
Posted: 19 Feb 2008
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC

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50.

Welfare Rankings in the Presence of Contaminated Data

Econometrica, Vol. 70, Pp. 1221-1233, 2002
Posted: 04 Sep 2002
Frank Cowell and Maria-Pia Victoria-Feser
London School of Economics & Political Science (LSE) - Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) and University of Geneva - HEC

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