UNIVERSITÉ DE GENÈVE

• Statistiques

• Méthodes Statistiques (4105) (PDF)

• Mixed Linear Models (4211014) (PDF)

• Master of Science in Statistics

• Robust Biostatistics

• Elise Dupuis
• Stéphane Guerrier
• Stéphane Rothen

Books

• Heritier, S., Cantoni, E., Copt S. and Victoria-Feser, M.-P. (2009). "Robust Methods in Biostatistics". Wiley Series in Probability and Statistics. (web page)

Articles in scientific journals

• Guerrier, S., Waegli, A., Skaloud, J. and Maria-Pia Victoria-Feser (2011). "Fault Detection and Isolation in Multiple MEMS-IMUs Configurations". IEEE Transactions on A&E Systems, to appear. (GE-archives)

• Stebler, Y., Guerrier, S., Skaloud, J. and  Victoria-Feser, M.-P. (2011). "Constrained Expectation-Maximization Algorithm for Stochastic Inertial Error Modeling: Study of Feasibility". Measurement Science and Technology, 22. (GE-archives)

• Sardy, S. and M.-P. Victoria-Feser (2011). "Isotone Additive Latent Variable Models". Statistics and Computing, 22, 647–659. (GE-archives)

• Dupuis, D. J. and M.-P. Victoria-Feser (2011). "Fast Robust Model Selection in Large Datasets''. Journal of the American Statistical Association, 106, 203-212. (GE-archives)
      
• Conne, D., Ronchetti, E. and Victoria-Feser, M.-P. (2010). "Goodness-of-fit for Generalized Linear Latent Variables Models". Journal of the American Statistical Association, 105, 1126-1134. (GE-archives). 

• Couturier, D.-L. and Victoria-Feser, M.-P. (2010). "Zero-Inflated Truncated Generalized Pareto  Distribution for the Analysis of Radio Audience Data". Annals of Applied Statistics, 4, 1824–1846. (GE-archives).

• Renaud, O. and Victoria-Feser, M.-P. (2010). "A Robust Coefficient Of Determination For Regression". Journal of Statistical Planning and Inference, 140, 1852-1862. (GE-archives, online paper).

• Dupuis Lozeron, E. and Victoria-Feser, M.-P. (2010). "Robust Estimation of Constrained Covariance Matrices for Confirmatory Factor Analysis", Computational Statistics and Data Analysis, 54, 3020-3032. (GE-archives).

• Huber, P., Scaillet, O. and Victoria-Feser, M.-P. (2009). "Assessing Multivariate Ppredictors Of Financial Market Movements: A Latent Factor Framework For Ordinal Data", Annals of Applied Statistics, 3, 249–271. (GE-archives) (see also here)

• Cowell, F. A. and Victoria-Feser, M.-P. (2008). "Modelling Lorenz Curves: robust and semi-parametric issues", in "Modelling Income Distributions and Lorenz Curves", D. Chotikapanich (ed.), Springer. (GE-archives)
   
• Victoria-Feser, M.-P. (2007). "De-Biasing Weighted MLE via Indirect Inference: The Case of Generalized Linear Latent Variable Models". Revstat Statistical Journal, 5, 85-96. (GE-archives)
  

• Cowell, F. A. and M.-P. Victoria-Feser (2007). "Robust Stochastic Dominance: A Semi-Parametric Approach". Journal of Economic Inequality, 7, 21-37. (GE-archives). See also here.

• Dupuis, D. and M.-P. Victoria-Feser (2006). "A Robust Prediction Error Criterion for Pareto Modeling of Upper Tails". The Canadian Journal of Statistics, 34, 639-658. (GE-archives)

• Cowell, F. A. and M.-P. Victoria-Feser (2006). "Distributional Dominance with Trimmed Data". Journal of Business and Economics Statistics, 24, 291-300.  (GE-archives) 

• Moustaki, I. and M.-P. Victoria-Feser (2006). "Bounded-Influence Robust Estimation in Generalized Linear Latent Variable Models". Journal of the American Statistical Association, 101, 644-653.  (GE-archives) 

• Copt, S. and Victoria-Feser, M.-P. (2006). "High Breakdown Inference in the Mixed Linear Model". Journal of the American Statistical Association, 101, 292-300. (GE-archives) proof's version (PDF)

• Victoria-Feser, M.-P. (2005) "Robust Statistics for Multivariate Models". In Encyclopedia of Statistics in Behavioral Science, Everitt, B. and Howell, D. (eds), 1764 - 1768. Chishester: Wiley.  (GE-archives)
  

• Huber, P., E. Ronchetti et M.-P. Victoria-Feser.(2004) "Estimation of Generalized Latent Trait Models". Journal of the Royal Statistical Society Series B 66, 893-908. (GE-archives)
  

• Copt, S. and Victoria-Feser, M.-P. (2004). "Fast algorithms for computing high breakdown covariance matrices with missing data". In Theory and Applications of Recent Robust Methods, Hubert, M., Pison, G., Struyf, A. and Van Aelst, S. (eds), Basel: Birkhauser, Statistics for Industry and Technology Series. (GE-archives)
  

• Cowell, F. A. and M.-P. Victoria-Feser (2003). "Distribution-Free Inference for Welfare Indices under Complete and Incomplete Information". Journal of Economic Inequality 1, 191-219. (GE-archives)
  

• Victoria-Feser, M.-P (2002). "Robust Inference with Binary Data". Psychometrica 67, 21-32.  (GE-archives)
  

• Cheng T.-C. and M.-P. Victoria-Feser (2002). "High Breakdown Estimation of Multivariate Location and Scale With Missing Observations". British Journal of Mathematical and Statistical Psychology 55, 317-335. (GE-archives)
  

• Cowell, F. A. and M.-P. Victoria-Feser (2002). "Welfare Rankings in the Presence of Contaminated Data". Econometrica 70, 1221-1233. (GE-archives) proof's version (PDF). Social Science Research Network (SSRN) paper.

• Ayadi, M., M. S. Matoussi and M.-P. Victoria-Feser (2001). "Putting Robust Statistical Methods into Practice: Poverty Analysis in Tunisia". Swiss Journal of Economics and Statistics, 137, 463--482.  (GE-archives)
  

• Cowell, F. A. and M.-P. Victoria-Feser (2000). "Distributional Analysis: A Robust Approach". In T. Atkinson, H. Glennerster and N. Stern (eds), Putting Economics To Work, volume in honour of Michio Morishima, STICERD, LSE. (GE-archives). Presented at the Royal Statistical Society ordinary meeting, April 1999.

• Victoria-Feser, M.-P (2000). "A General Robust Approach to the Analysis of Income Distribution, Inequality and Poverty". International Statistical Review, 68, 277--293. (GE-archives)
  

• Victoria-Feser, M.-P. (1999). "Comment on Giorgi's chapter: The sampling properties of inequality indices". In J. Silber (ed), Handbook on Income Inequality Measurement, 260-267, Boston: Kluwer Academic Publisher. (GE-archives).

• Victoria-Feser, M.-P. (1997). "A robust test for non-nested hypotheses". Journal of the Royal Statistical Society, Serie B, 15, 715--727.

• Victoria-Feser, M.-P. and E. Ronchetti (1997). "Robust estimation for grouped data". Journal of the American Statistical Association 92, 333--340.

• Heritier, S. and M.-P. Victoria-Feser (1997). "Practical applications of bounded-influence tests". In G.S. Maddala and C.R. Rao (Eds.), Handbook of Statistics, Volume 15: Robust Inference, 77--100. New York: North Holland.

• Ronchetti, E. and M.-P. Victoria-Feser (1997). "Resistant modelling of income distribution and inequality measures". In D. R. Brillinger, L. T. Fernholz and S. Morgenthaler (EDs.), The Practice of Data Analysis: Essays in Honor of John W. Tukey, 287-298, Princeton: Princeton University Press. (GE-archives).

• Cowell, F. A. and M.-P. Victoria-Feser (1996). "Robustness properties of inequality measures". Econometrica 64, 77-101.

• Cowell, F. A. and M.-P. Victoria-Feser (1996). "Poverty measurement with contaminated data: A robust approach". European Economic Revue 40, 1761--1771.

• Victoria-Feser, M.-P. (1995). "Robust methods for personal income distribution models with application to Dagum's model". In C. Dagum and A. Lemmi (Eds.), Research on Economic Inequality, Volume 6: Income Distribution, Social Welfare, Inequality and Poverty, 225--239, Greenwich: JAI Press.

• Victoria-Feser, M.-P. and E. Ronchetti (1994). "Robust methods for personal income distribution models". The Canadian Journal of Statistics 22, 247--258.

Articles in professional journals

• Victoria-Feser, M.-P. and Perret-Gentil, C. (2004). "Optimisation de portefeuille: prédire rendements et risques de manière robuste". L'AGEFI, 29 septembre 2004, p.14. Switzerland.  (GE-archives)
  

Ph. D. Thesis (personal and as supervisor)

• Victoria-Feser, M.-P. (1993). "Robust methods for personal income distribution models". Ph.D thesis in Econometrics and Statistics, Faculty of Economic and Social Sciences, University of Geneva, Switzerland. (GE-archives).

• Copt, S. (2004). "High Breakdown Inference for Mixed Linear Models". Ph.D thesis in Econometrics and Statistics, Faculty of Economic and Social Sciences, University of Geneva, Switzerland. (GE-archives).

• Huber, Ph. (2004). "Generalized Linear Latent Variables Models: Estimation, Inference and Empirical Analysis of Financial Data". Ph.D thesis in Econometrics and Statistics, Faculty of Economic and Social Sciences, University of Geneva, Switzerland. (GE-archives).
• Conne, D. (2008). "Goodness-of-Fit for Generalized Linear Latent Variables Models". Ph.D thesis in Econometrics and Statistics, Faculty of Economic and Social Sciences, University of Geneva, Switzerland. (GE-archives).
• Elefant-Yanni, V. (2009). "Research on affect structure using Generalized Linear Latent Variable Models for the treatment of ordinal Variables". Ph.D thesis in Psychology, Faculty of Psychology and Educational Sciences, University of Geneva, Switzerland. (GE-archives).
    
• Couturier, D.-L. (2011) . "Statistical modelling of radio audience data: a parametric approach". Ph. D. thesis in Statistics, Faculty of Economics and Social Sciences, University of Geneva, Switzerland. (GE-archives).

Discussion papers / working papers

• Guerrier, S., Stebler, Y., Skaloud, J. and Victoria-Feser, M.-P. (2012). "Wavelet variance based estimation for composite stochastic processes". Submitted (GE-archive).
   
• Dupuis, D. and M.-P. Victoria-Feser (2011). "Robust VIF Regression". Cahiers du GERAD no G-2011-58, octobre 2011, Montreal. Submitted (GE-archive).
   
• Guerrier, S., Stebler, Y., Skaloud, J. and Victoria-Feser, M.-P. (2011). "Generalized Method of Wavelet Moments". (GE-archive).
   
• Dupuis, D. and M.-P. Victoria-Feser (2010). "Fast Robust Model Selection in Large Datasets". Cahiers du GERAD no G-2010-27, avril 2010, Montreal. (GE-archive).

• Sardy, S. and Victoria-Feser, M.-P. (2010). "Generalized monotone additive latent variable models", Cahier de Recherche HEC no 2010.02.

• Renaud, O. and Victoria-Feser, M.-P. (2009). "A Robust Coefficient Of Determination For
  Regression". Cahier de Recherche HEC no 2009.04.

• Dupuis-Lozeron, E. and Victoria-Feser, M.-P. (2009). "Robust Estimation of Constrained Covariance Matrices for Confirmatory Factor Analysis. Cahier de Recherche HEC no 2009.02.

• Couturier, D.-L. and Victoria-Feser, M.-P. (2009). "Zero-Inflated Truncated Generalized Pareto Distribution for the Analysis of Radio Audience Data". Cahier de Recherche HEC no 2009.01.
    
• Huber, P., Scaillet, O. and Victoria-Feser, M.-P. (2008). "Assessing Multivariate Predictors of Financial Market Movements: A Latent Factor Frame Work for Ordinal Data". Swiss Finance Institute Research Paper No. 08-45. Cahier de Recherche HEC no 2009.03, Social Science Research Network (SSRN) paper.
   
• Cowell, F. A. and Victoria-Feser, M.-P. (2007). "Modelling Lorez Curves: robust and semi-parametric issues". DARP discussion paper no 91, STICERD, LSE. Social Science Research Network (SSRN) paper.

• Elefant-Yanni, V. and Victoria-Feser, M.-P. (2005). "The Affect Structure revisited". (GE-archives)
  

• Huber, P., Scaillet, O. and Victoria-Feser, M.-P. (2005). "A Latent Factor Model for Ordinal Data to Measure Multivariate Predictive Ability of Financial Market Movements". FAME research paper no 159 and Cahier de Recherche HEC no 2005.12. Social Science Research Network (SSRN) paper.

• Dupuis, D. and M.-P. Victoria-Feser (2005). "A Robust Prediction Error Criterion for Pareto Modeling of Upper Tails". Cahiers du GERAD no G-2005-29, Montreal. (GE-archives)

• Conne, D. and M.-P. Victoria-Feser (2004). "A Latent Variable Approach for the Construction of Continuous Health Indicators". Cahiers du Département d'Econométrie no 2004.07, University of Geneva.

• Elefant-Yanni, V., P. Huber and M.-P. Victoria-Feser (2004). "A simulation study to compare competing estimators in structural equation models with ordinal variables". Cahiers de Recherce HEC no 2004.11, University of Geneva.

• Moustaki, I. and M.-P. Victoria-Feser (2004). "Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models". Cahiers du Département d'Econométrie no 2004.02, University of Geneva.

• Dupuis, D. and M.-P. Victoria-Feser (2003). "A Prediction Error Criterion for Choosing the Lower Quantile in Pareto Index Estimation". Cahiers de Recherche HEC no 2003.19, University of Geneva. Also avalaible as NCCR - FINRISK working paper no 172 (PDF).

• Perret-Gentil, C. and M.-P. Victoria-Feser (2003). "Robust Mean-Variance Portfolio Selection". Cahiers du Département d'Econométrie no 2003.02, University of Geneva. Also available as NCCR - FINRISK working paper no 173 (PDF), FAME research paper no 140 and Social Science Research Network (SSRN) paper.

• Copt, S. and Victoria-Feser, M.-P. (2003). "High Breakdown Inference in the Mixed Linear Model". Cahiers du Département d'Econométrie no 2003.6, University of Geneva.

• Huber P., E. Ronchetti and M.-P. Victoria-Feser (2003). "Estimation of Generalized Linear Latent Variable Models". Cahiers du Département d'Econométrie no 2003.5, University of Geneva.

• Copt S. and M.-P. Victoria-Feser (2003). "Fast Algorithms for Computing High Breakdown Covariance Matrices with Missing Data". Cahiers du Département d'Econométrie no 2003.4, University of Geneva.

• Moustaki, I. and M.-P. Victoria-Feser (2002). "Robust Estimation and Inference for Generalised Latent Trait Models". Statistics Research Report LSERR76, LSE. (GE-archives)

• Cowell, F. A. and M.-P. Victoria-Feser (2001). "Distributional Dominance with Dirty Data". DARP discussion paper no 51 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Cowell, F. A. and M.-P. Victoria-Feser (2001). "Robust Lorenz Curves: A Semi-Parametric Approach". DARP discussion paper no 50 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Victoria-Feser, M.-P (2000). "Robust Income Estimation with Missing Data". DARP discussion paper no 57 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Victoria-Feser, M.-P. (2000). "Robust Logistic Regression for Binomial Responses". Cahier du Département d'Econométrie no 2000.6, University of Geneva.

• Victoria-Feser, M.-P. (2000). "Robust Portfolio Selection". Cahiers de Recherche HEC no 2000.14, University of Geneva.

• Cowell, F. A. and M.-P. Victoria-Feser (1999). "Statistical Inference for Welfare under Complete and Incomplete Information". DARP discussion paper no 47 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Cowell, F. A. and M.-P. Victoria-Feser (1998). "Statistical Inference for Lorenz Curves with Censored Data". DARP discussion paper no 35 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Moustaki, I., M.-P. Victoria-Feser and H. Hyams (1998). "Do Hospital Practices have an Effect on Women's Decision to Breastfeed: A UK Study". Statistics Research Report LSERR44, LSE. (GE-archives)

• Prieto Alaiz, M. and M.-P. Victoria-Feser (1996). "Modelling Income Distribution in Spain: A Robust Parametric Approach". DARP discussion paper no 20 (PDF), STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Ronchetti, E. and M.-P. Victoria-Feser (1996). "Robust Estimation of Income Distribution Models with Grouped Data". DARP discussion paper no 19, STICERD, LSE. Social Science Research Network (SSRN) paper.

• Victoria-Feser, M.-P. (1996). "Choosing Between Two Income Distribution Models with Contaminated Data". DARP discussion paper no 18, STICERD, LSE. Social Science Research Network (SSRN) paper.

• Cowell, F. A. and M.-P. Victoria-Feser (1996). "Welfare Judgements in the Presence of Contaminated Data". DARP discussion paper no 13, STICERD, LSE. Social Science Research Network (SSRN) paper.

• Victoria-Feser, M.-P. (1995). "Choosing between two parametric models robustly". Statistics Research Report LSERR21, LSE. (GE-archives)

• Ronchetti, E. and M.-P. Victoria-Feser (1995). "Are grouped data robustly fitted?". Statistics Research Report LSERR15, LSE. (GE-archives)

• Cowell, F. A. and M.-P. Victoria-Feser (1994). "Robustness Properties of Poverty Indices". DARP discussion paper no 8, STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Victoria-Feser, M.-P. (1993). "Robust Estimation of Personal Income Distribution Models". DARP discussion paper no 4, STICERD, LSE. (GE-archives) Social Science Research Network (SSRN) paper.

• Cowell, F. A. and M.-P. Victoria-Feser (1993). "Robustness Properties of Inequality Measures: The Influence Function and the Principle of Transfers". DARP discussion paper no 1, STICERD, LSE.  (GE-archives) Social Science Research Network (SSRN) paper.