LEORATO Samantha

Fellow

Affiliation: Department of Economics and Finance (DEF) - University of Tor Vergata

Address: via Columbia n. 2, 00133 Roma

Telephone: +39 06 7259 5916

Web page: www.economia.uniroma2.it/nuovo/facolta/docenti/docenti.asp?IdProfessore=390

Research Interests: Semiparametric estimation of the CDF. Quantile regression. Distributional regression. Nonparametric inference, shape restricted estimation and testing. Empirical process techniques and asymptotic theory. f-divergence and divergence-based inference.

Biography

Current position: Researcher in Econometrics (2006--now)

Other research positions: Research fellow in probability at University of Rome La Sapienza, 2003-2005.

Education: Ph.D. Statistics, University of Rome La Sapienza, April 2002. Thesis: Estimation of chi-squared divergence with application to hypothesis testing. Supervisor: M. Broniatowsky, University of Paris VI - Jussieu.

Research interests: Semiparametric estimation of the CDF. Quantile regression. Nonparametric inference, shape restricted estimation and testing. f-divergence and divergence-based inference. Empirical process techniques.

Visiting: Paris Jussieu 2001.

Publications

  • S. Leorato, F. Peracchi and A.V. Tanase (2011). "Asymptotically efficient estimation of the conditional expected shortfall " Comp. Stat. & Data Analysis, in press.
  • S. Leorato and E. Orsingher (2009). "Branching on a Sierpinski graph." Statistics & Probability Letters 79, Issue 2, 15 January 2009, Pages 145-154.
  • Leorato (2009). "A refined Jensen inequality for functionals of a Hilbert space and asymptotic approximations. " Journal of Multivariate Analysis 100, Issue 5, May 2009, Pages 1044-1060.
  • S. Leorato e E. Orsingher (2007). "A grain of dust falling through a Sierpinski gasket. " Acta Math. Sinica 23, n.6, 1095--1108.
  • A. Lachal, S. Leorato e E. Orsingher (2006). "Minimal cyclic motion in Rn and hyper-Bessel functions" Annales I.H. Poincaré - PR 42, 753-772 .

More CEIS Publications »

Events & Presentations

  • "DR vs. QR estimation", ICEEE 2013, Genova.
  • "Bayesian spatial panel data", CLADAG, Pavia, 2011.

Research Programs & Projects

  • Participant to the PRIN research project (2010-2011): ”La previsione economica e finanziaria: il ruolo dellinformazione e la capacità di modellare il cambiamento”. Coordinator: Prof. T. Proietti.