Ezequiel Smucler
Ezequiel Smucler
Glovo
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Title
Cited by
Cited by
Year
Robust and sparse estimators for linear regression models
E Smucler, VJ Yohai
Computational Statistics & Data Analysis 111, 116-130, 2017
582017
A unifying approach for doubly-robust regularized estimation of causal contrasts
E Smucler, A Rotnitzky, JM Robins
arXiv preprint arXiv:1904.03737, 2019
272019
Characterization of parameters with a mixed bias property
A Rotnitzky, E Smucler, JM Robins
Biometrika 108 (1), 231-238, 2021
182021
Efficient Adjustment Sets for Population Average Causal Treatment Effect Estimation in Graphical Models.
A Rotnitzky, E Smucler
J. Mach. Learn. Res. 21, 188:1-188:86, 2020
17*2020
Forecasting multiple time series with one-sided dynamic principal components
D Peña, E Smucler, VJ Yohai
Journal of the American Statistical Association, 2019
162019
Validation strategies for satellite-based soil moisture products over Argentine Pampas
F Grings, CA Bruscantini, E Smucler, F Carballo, ME Dillon, EA Collini, ...
IEEE Journal of Selected Topics in Applied Earth Observations and Remote …, 2015
152015
Robust elastic net estimators for variable selection and identification of proteomic biomarkers
GVC Freue, D Kepplinger, M Salibián-Barrera, E Smucler
The Annals of Applied Statistics 13 (4), 2065-2090, 2019
11*2019
Split regularized regression
AA Christidis, L Lakshmanan, E Smucler, R Zamar
Technometrics 62 (3), 330-338, 2020
8*2020
Intergenerational transmission of maternal care deficiency and offspring development delay induced by perinatal protein malnutrition
O Gianatiempo, SV Sonzogni, EA Fesser, LM Belluscio, E Smucler, ...
Nutritional neuroscience 23 (5), 387-397, 2020
72020
Efficient adjustment sets in causal graphical models with hidden variables
E Smucler, F Sapienza, A Rotnitzky
arXiv preprint arXiv:2004.10521, 2020
62020
Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
E Bura, S Duarte, L Forzani, E Smucler, M Sued
Statistics 52 (5), 1005-1024, 2018
52018
Asymptotics for redescending M-estimators in linear models with increasing dimension
E Smucler
Statistica Sinica 29 (2), 1065-1081, 2019
4*2019
Uncovering differential equations from data with hidden variables
A Somacal, Y Barrera, L Boechi, M Jonckheere, V Lefieux, D Picard, ...
arXiv preprint arXiv:2002.02250, 2020
32020
Consistency of generalized dynamic principal components in dynamic factor models
E Smucler
Statistics & Probability Letters 154, 108536, 2019
32019
Estimadores robustos para el modelo de regresión lineal con datos de alta dimensión
E Smucler
32016
Highly robust and highly finite sample efficient estimators for the linear model
E Smucler, VJ Yohai
Modern Nonparametric, Robust and Multivariate Methods, 91-108, 2015
32015
gdpc: an R package for generalized dynamic principal components
D Peña, E Smucler, VJ Yohai
Journal of Statistical Software 92 (1), 1-23, 2020
22020
Sufficient dimension reduction and prediction in regression: Asymptotic results
L Forzani, D Rodriguez, E Smucler, M Sued
Journal of Multivariate Analysis 171, 339-349, 2019
22019
Orthant probabilities and the attainment of maxima on a vertex of a simplex
D Pinasco, E Smucler, I Zalduendo
Linear Algebra and its Applications 610, 785-803, 2021
2021
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
D Peña, E Smucler, VJ Yohai
International Journal of Forecasting, 2020
2020
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Articles 1–20