1979
[1] Ronchetti E., Robustheitseigenschaften von Tests, Diploma Thesis, ETH Zürich.

[2] Rousseeuw P.J., Ronchetti E., "The Influence Curve for Tests", Research Report No. 21, Fachgruppe für Statistik, ETH Zürich.

1980
[3] Hampel F.R., Rousseeuw P.J., Ronchetti E., "Infinitesimal Stability of the Asymptotic Variance of M-Estimators With Finite Rejection Point", Proceedings of the American Statistical Association Meeting, Statistical Computing Section, Houston, August 11-14, pp. 274-278.

1981
[4] Hampel F.R., Rousseeuw P.J., Ronchetti E., The Change-of-Variance Curve and Optimal Redescending M-Estimators, Journal of the American Statistical Association, Vol. 76, pp. 643-648.

[5] Rousseeuw P.J., Ronchetti E., Influence Curves of General Statistics, Journal of Computational and Applied Mathematics, Vol. 7, pp. 161-166.

1982
[6] Ronchetti E., Robust Alternatives to the F-Test for the Linear Model, in Probability and Statistical Inference, eds. W. Grossmann, G. Ch. Pflug and W. Wertz, Reidel Publishing Company, Dordrecht, pp. 329-342.

[7] Ronchetti E., Robust Testing in Linear Models: The Infinitesimal Approach, PhD Thesis no 7084, ETH Zürich, CPZ Bern, 165 p.

[8] Hampel F.R., Marazzi A., Ronchetti E., Rousseeuw P.J., Stahel W.A., Welsch R.E, Handouts for the Instructional Meeting on "Robust Statistical Methods", (Part I-IV, Bibliography, Exercises), Palermo (I) September 10-11 (in connection with the 15th European Meeting of Statisticians).

1983
[9] Ronchetti E., Rousseeuw P.J., "The Change-of-Variance Function and Robust Estimators of Regression", Proceedings of the American Statistical Association Meeting, Statistical Computing Section, Toronto, August 15-18, pp. 165-168.

1985
[10] Ronchetti E., Rousseeuw P.J.,  Change-of-Variance Sensitivities in Regression Analysis, Probability Theory and Related Fields, Vol. 68, pp. 503-519.

[11] Field C.A., Ronchetti E., A Tail Area Influence Function and its Application to Testing, Communications in Statistics, Series C, Vol. 4, pp. 19-41.

[12] Ronchetti E., Robust Model Selection in Regression, Statistics & Probability Letters, Vol. 3, pp. 21-23.

[13] Ronchetti E., "Robust Estimators for Regression Models",  in Quantity and Quality in Economic Research, Vol. 1, Univ. Press of America, New York,  pp. 147-152.

1986
[14] Ronchetti E., Yen J.H., Variance-Stable R-Estimators, Statistics, Vol. 17, pp. 189-199.

[15] Easton G.S., Ronchetti E., General Saddlepoint Approximations with Applications to L-Statistics, Journal of the American Statistical Association, Vol. 81, pp. 420-430.

1987
[16] Ronchetti E., Robust C(α)-type Tests for Linear Models, Sankhya, Series A , Vol. 49, pp. 1-16.

[17] Ronchetti E., Bounded Influence Inference in Regression: A Review, in Statistical Data Analysis Based on the L1-Norm and Related Methods, ed. Y. Dodge, North-Holland, Elsevier Science Publishers B.V., Amsterdam, pp. 65-80.

1990
[18] Ronchetti E., Small Sample Asymptotics: A Review with Applications to Robust Statistics, Computational Statistics & Data Analysis, Special Issue in Honor of C.R. Rao, Vol. 10, pp. 207-223.

[19] Ronchetti E., "Small Sample Asymptotics and Bootstrap", Quaderni di Statistica e Econometria, Vol. XII, pp. 19-38.

1991
[20] Field C.A., Ronchetti E., An Overview of Small Sample Asymptotics, in Directions in Robust Statistics and Diagnostics : Part I, eds W. Stahel and S. Weisberg, IMA Volumes in Mathematics and its Applications No. 33, Springer, New York, pp. 67-88.

[21] Markatou M., Stahel W., Ronchetti E., Robust M-Type Testing Procedures for Linear Models, in Directions in Robust Statistics and Diagnostics: Part I, eds W. Stahel and S. Weisberg, IMA Volumes in Mathematics and its Applications No. 33, Springer, New York, pp. 201-220.

[22] Ronchetti E., Least Median of Squares Estimation in Power Systems, Discussion of the paper by L. Mili, V. Phaniraj, P.J. Rousseeuw, IEEE Transactions on Power Systems, Vol. 6, pp. 511-523.

1992
[23] Ronchetti E., "Optimal Robust Estimators for the Concentration Parameter of a von Mises-Fisher Distribution", in The Art of Statistical Science : A Tribute to G.S. Watson, ed. K. Mardia, Wiley, New York, pp. 65-74.

1993
[24] Monti A.C., Ronchetti E., On the Relationship Between Empirical Likelihood and Empirical Saddlepoint Approximation For Multivariate M-estimators, Biometrika, Vol. 80, pp. 329-338.

1994
[25] Ronchetti E., Welsh A.H., Empirical Saddlepoint Approximations for Multivariate M-estimators, Journal of the Royal Statistical Society, Series B, Vol. 56, pp. 313-326.

[26] Ronchetti E., Staudte R.G., A Robust Version of Mallow's Cp, Journal of the American Statistical Association, Vol. 89, pp. 550-559.

[27] Heritier S., Ronchetti E., Robust Bounded-Influence Tests in General Parametric Models, Journal of the American Statistical Association, Vol. 89, pp. 897-904.

[28] Victoria-Feser M.-P., Ronchetti E., Robust Methods for Personal Income Distribution Models, The Canadian Journal of Statistics, Vol. 22, pp. 247-258.

[29] Ronchetti E., "Robust Model Selection", Transactions of the Twelfth Prague Conference, eds. P. Lachout and J. Visek, Academy of Sciences of the Czech Republic, pp. 200-202.

1996
[30] Ronchetti E., "Some Recent Developments in Saddlepoint Approximations", Proceedings of the 38th Meeting of the Italian Statistical Society, Vol. 1, pp. 141-151.

[31] Gatto R., Ronchetti E., General Saddlepoint Approximations of Marginal Densities and Tail Probabilities, Journal of the American Statistical Association, Vol. 91, pp. 666-673.

1997
[32] Ronchetti E., "A Comparison of Saddlepoint Approximations for Marginal Distributions", Computing Science and Statistics, Vol. 28, pp. 228-234, (with discussion).

[33] Ronchetti E., Robust Inference by Influence Functions, Journal of Statistical Planning and Inference, Special Issue on Robust Statistics and Data Analysis, Vol. 57, pp. 59-72.

[34] Markatou M., Ronchetti E., Robust Inference : The Approach Based on Influence Functions, in Handbook of Statistics, Vol. 15, eds. G.S. Maddala and C.R. Rao, North Holland, pp. 49-75.

[35] Ronchetti E., Robustness Aspects of Model Choice, Statistica Sinica, Vol. 7, pp. 327-338.

[36] Victoria-Feser M.-P., Ronchetti E., Robust Estimation for Grouped Data, Journal of the American Statistical Association, Vol. 92, pp. 333-340.

[37] Ronchetti E., Field C.A., Blanchard W., Robust Linear Model Selection by Cross-Validation, Journal of the American Statistical Association, Vol. 92, pp. 1017-1023.

[38] Krishnakumar J., Ronchetti E., Robust Estimators for Simultaneous-Equations Models, Journal of Econometrics, Vol. 78, pp. 295-314.

[39] Ronchetti E., Introduction to Daniels (1954) : Saddlepoint Approximation in Statistics, in Breakthroughs in Statistics, Vol. III, eds. S. Kotz and N.L. Johnson, Springer, New York, pp. 171-176.

[40] Ronchetti E., Victoria-Feser M.-P., Resistant Modeling of Income Distributions and Inequality Measures, in The Practice of Data Analysis, Essays in Honor of J.W. Tukey, Princeton University Press, pp. 287-298.

1998
[41] Welsh A.H., Ronchetti E., Bias-Calibrated Estimation From Sample Surveys Containing Outliers, Journal of the Royal Statistical Society, Series B , Vol. 60, pp. 413-428.

2000
[42] Ronchetti E., Robust Regression Methods and Model Selection, in Data Segmentation and Model Selection for Computer Vision, eds. A. Bab-Hadiashar and D. Suter, Springer, New York, pp. 31-40.

2001
[43] Ronchetti E., Ventura L., Between Stability and Higher-Order Asymptotics, Statistics and Computing, Vol. 11, pp. 67-73.

[44] Cantoni E., Ronchetti E., Resistant Selection of the Smoothing Parameter for Smoothing Splines, Statistics and Computing, Vol. 11, pp. 141-146.

[45] Ronchetti E., Trojani F., Robust Inference with GMM, Journal of Econometrics, Vol. 101, pp. 37-69.

[46] Cantoni E., Ronchetti E., Robust Inference For Generalized Linear Models, Journal of the American Statistical Association, Vol. 96, pp. 1022-1030.

2002
[47] Welsh A.H., Ronchetti E., A Journey in Single Steps: Robust One-Step M-Estimation in Linear Regression, Journal of Statistical Planning and Inference, Special Issue in Honor of C.R. Rao, Vol. 103, pp. 287-310.

2003
[48] Genton M.G., Ronchetti E., Robust Indirect Inference, Journal of the American Statistical Association, Vol. 98, pp. 67-76.

[49] Dell'Aquila R., Ronchetti E., Trojani F., Robust GMM Analysis of Models for the Short Rate Process, Journal of Empirical Finance, Vol. 10, pp. 373-397.

[50] Robinson J., Ronchetti E., Young G.A., Saddlepoint Approximations and Tests Based on Multivariate M-estimates, The Annals of Statistics, Vol. 31, pp. 1154-1169.

2004
[51] Heritier S., Ronchetti E., Robust Binary Regression with Continuous Outcomes, The Canadian Journal of Statistics, Vol. 32, pp. 239-249.

[52] Huber Ph., Ronchetti E., Victoria-Feser M.-P., Estimation of Generalized Linear Latent Variable Models, Journal of the Royal Statistical Society, Series B, Vol. 66, pp. 893-908.

[53] Dell'Aquila R., Ronchetti E., Robust Tests of Predictive Accuracy, Metron, Vol. 62, pp. 161-184.

2005
[54] Mancini L., Ronchetti E., Trojani F.,  Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models, Journal of the American Statistical Association, Vol. 100, pp. 628-641.

[55] Cantoni E., Mills Flemming J., Ronchetti E., Variable Selection for Marginal Longitudinal Generalized Linear Models, Biometrics, Vol. 61, pp. 507-514.

2006
[56] Dell'Aquila R., Ronchetti E., Stock and Bond Return Predictability: The Discrimination Power of Model Selection Criteria, Computational Statistics & Data Analysis, Vol. 50, pp. 1478-1495.

[57] Cantoni E., Ronchetti E., A Robust Approach for Skewed and Heavy-tailed Outcomes in the Analysis of Health Care Expenditures, Journal of Health Economics, Vol. 25, pp. 198-213.

[58] Ronchetti E., Fréchet and Robust Statistics, Discussion of the paper by M. Fréchet, "Sur une limitation très générale de la dispersion de la médiane" (1940; reprinted), Journal de la Société Française de Statistique, Vol. 147, pp. 73-75.

2007
[59] Cantoni E., Field C.A., Mills Flemming J., Ronchetti E., Longitudinal Variable Selection by Cross-validation in the Case of Many Covariates, Statistics in Medicine, Vol. 26, pp. 919-930.

[60] Czellar V., Karolyi G.A., Ronchetti E., Indirect Robust Estimation of the Short-term Interest Rate Process, Journal of Empirical Finance, Vol. 14, pp. 546-563.

2008
[61] Field C.A., Robinson J., Ronchetti E., Saddlepoint Approximations for Multivariate M-estimates With Applications to Bootstrap Accuracy, Annals of the Institute of Statistical Mathematics, Vol. 60, pp. 205-224/225-227.

[62] Genton M.G., Ronchetti E., Robust Prediction of Beta, in Computational Methods in Financial Engineering, eds. E.J. Kontoghiorghes, B. Rustem and P. Winker, Springer, Berlin, pp. 147-161.

2009
[63] Lô S.N., Ronchetti E., Robust and Accurate Inference for Generalized Linear Models, Journal of Multivariate Analysis, Vol. 100, pp. 2126-2136.

2010
[64] Ronchetti E., The Forward Search: Theory and Data Analysis, Discussion of the paper by A. C. Atkinson, M. Riani, A. Cerioli, Journal of the Korean Statistical Society, Vol. 39, pp. 117-163.

[65] Czellar V., Ronchetti E., Accurate and Robust Tests for Indirect Inference, Biometrika, Vol. 97, pp. 621-630.

[66] Conne D., Ronchetti E., Victoria-Feser M.-P., Goodness of Fit for Generalized Linear Latent Variables Models, Journal of the American Statistical Association, Vol. 105, pp. 1126-1134.

2011
[67] Hampel F.R., Hennig C., Ronchetti E., A Smoothing Principle for the Huber- and Other Location M-estimators, Computational Statistics & Data Analysis, Vol. 55, pp. 324-337.

[68] Ronchetti E., Robust Inference, in International Encyclopedia of Statistical Science, ed. M. Lovric, Springer Science +Business Media, LLC, Heidelberg, pp. 1240-1242 \\ and StatProb: The Encyclopedia Sponsored by Statistics and Probability Societies.

[69] Ma Y., Ronchetti E., Saddlepoint Test in Measurement Error Models, Journal of the American Statistical Association, Vol. 106, pp. 147-156.

[70] Cantoni E., Mills Flemming J., Ronchetti E., Variable Selection in Additive Models by Non-negative Garrote, Statistical Modelling, Vol. 11, pp. 237-252.

2012
[71] Lô S.N., Ronchetti E., Robust Small Sample Accurate Inference in Moment Condition Models, Computational Statistics & Data Analysis, Special Issue on Computational Econometrics, Vol. 56, pp. 3182-3197.

[72] Zhelonkin M., Genton M.G., Ronchetti E., On the Robustness of Two-stage Estimators, Statistics and Probability Letters, Vol. 82, pp. 726-732.

[73] La Vecchia D., Ronchetti E., Trojani F., Higher-Order Infinitesimal Robustness, Journal of the American Statistical Association, Vol. 107, pp. 1546-1557.

2013
[74] Croux C., Ronchetti E., Salibian-Barrera M., Van Aelst S. (editors), Special Issue on Robust Analysis of Complex Data, Computational Statistics & Data Analysis, Vol. 65, pp. 1-112.

2014
[75] Lunardon N., Ronchetti E., Composite Likelihood Inference by Nonparametric Saddlepoint Tests, Computational Statistics & Data Analysis, Vol. 79, pp. 80-90.

2015
[76] Avella Medina M., Ronchetti E., Robust Statistics: A Selective Overview and New Directions, WIREs Comput. Stat., Vol. 7, pp. 372-393.

[77] Calvet L.E., Czellar V., Ronchetti E., Robust Filtering, Journal of the American Statistical Association, Vol. 110, pp. 1591-1606.

2016
[78] Zhelonkin M., Genton M.G., Ronchetti E., Robust Inference in Sample Selection Models, Journal of the Royal Statistical Society, Series B, Vol. 78, pp. 805-827.

[79] Ronchetti E., Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models, Discussion of the paper by S. Johansen, B. Nielsen, Scandinavian Journal of Statistics, Vol. 43, pp. 368-370.

[80] Ronchetti E., Sabolová R., Saddlepoint Tests for Quantile Regression, Canadian Journal of Statistics, Vol. 44, pp. 271-299.

2017
[81] Iannario M., Monti A.C., Piccolo D., Ronchetti E., Robust Inference for Ordinal Response Models, Electronic Journal of Statistics, Vol. 11, pp. 3407-3445.

2018
[82] Avella Medina M., Ronchetti E., Robust and Consistent Variable Selection in High Dimensional Generalized Linear Models, Biometrika, Vol. 105, pp. 31-44.

2019
[83] La Vecchia D., Ronchetti E., Saddlepoint Approximations for Short and Long Memory Time Series : A Frequency Domain Approach, Journal of Econometrics, Vol. 213, pp. 578-592.

2020
[84] Ronchetti E., Accurate and Robust Inference, Econometrics and Statistics, Vol. 14, pp. 74-88.

[85] Zaffora B., Demeyer S., Magistris M., Ronchetti E., Saporta G., Theis C., A Bayesian Framework to Update Scaling Factors for Radioactive Waste Characterization, Applied Radiation and Isotopes, Vol. 159, pp. 109092.

2021

[86] Ronchetti E., The Main Contributions of Robust Statistics to Statistical Science and a New Challenge, Special Issue on the Centenary of Metron, Metron, Vol. 79, pp. 127-135.

[87] Zhelonkin M., Ronchetti E., Robust Analysis of Sample Selection Models Through the R Package ssmrob, Journal of Statistical Software, Vol. 99.

2022

[88] Deléamont P.-Y., Ronchetti E., Robust Inference with Censored Survival Data, Scandinavian Journal of Statistics, Vol. 49, pp. 1496-1533.

2023

[89] La Vecchia D., Ronchetti E., Ilievski A., On Some Connections Between Esscher's Tilting, Saddlepoint Approximations, and Optimal Transportation: a Statistical Perspective, Statistical Science, Vol. 38, pp. 30-51.

[90] Ranjbar S., Ronchetti E., Sperlich S., Bias Calibration for Robust Estimation in Small Areas, in Robust and Multivariate Statistical Methods, Festschrift in Honor of David E. Tyler, eds. M. Yi, K. Nordhausen, Springer, Cham, pp. 365-394.

[91] Jiang C., La Vecchia D., Ronchetti E., Scaillet O., Saddlepoint Approximations for Spatial Panel Data Models, Journal of the American Statistical Association, Vol. 118, pp. 1164-1175.

[92] Ronchetti E., Robustness Aspects of Optimal Transport, in Research Papers in Statistical Inference for Time Series and Related Models, Essays in Honor of Masanobu Taniguchi, eds. Y. Liu, J. Hirukawa, Y. Kakizawa, Springer Nature, Singapore, pp. 445-453.

2025

[93] Lee S., Ma Y., Ronchetti E., Semiparametric Approach to Estimation of Marginal and Quantile Effects, Journal of Econometrics, to appear.

[94] Moor A., La Vecchia D., Ronchetti E., On the Use of the Cumulant Generating Function for Inference on Time Series, Computational Statistics & Data Analysis, to appear.

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[95] Ronchetti E., Trojani F.,  Saddlepoint Approximations and Test Statistics for Accurate Inference in Overidentified Moment Conditions Models, manuscript.

[96] De Porres C., Ronchetti E., "Robust Moment Selection in GMM with an Application to Instrumental Variables Models", manuscript.