Resistant selection of the smoothing parameter for smoothing splines. - Eva Cantoni; Elvezio Ronchetti (Stat. Comput., 2001)

Between stability and higher-order asymptotics. - Elvezio Ronchetti; Laura Ventura (Stat. Comput., 2001)

Stock and bond return predictability: the discrimination power of model selection criteria. - Rosario Dell'Aquila; Elvezio Ronchetti (Comput. Stat. Data Anal., 2006)

Robust and accurate inference for generalized linear models. - Serigne N. Lô; Elvezio Ronchetti (J. Multivar. Anal., 2009)

A smoothing principle for the Huber and other location M-estimators. - Frank Hampel; Christian Hennig; Elvezio Ronchetti (Comput. Stat. Data Anal., 2011)

Robust Inference. - Elvezio Ronchetti (International Encyclopedia of Statistical Science, 2011)

Robust small sample accurate inference in moment condition models. - Serigne N. Lô; Elvezio Ronchetti (Comput. Stat. Data Anal., 2012)

Special issue on robust analysis of complex data. - Christophe Croux; Elvezio Ronchetti; Matías Salibián Barrera; Stefan Van Aelst (Comput. Stat. Data Anal., 2013)

Composite likelihood inference by nonparametric saddlepoint tests. - Nicola Lunardon; Elvezio Ronchetti (Comput. Stat. Data Anal., 2014)

Robust Estimation of Heckman Model. - Elvezio Ronchetti (Robustness in Econometrics, 2017)

Robust Analysis of Sample Selection Models through the R Package ssmrob. - Mikhail Zhelonkin; Elvezio Ronchetti (J. Stat. Softw., 2021)

On the use of the cumulant generating function for inference on time series. - A. Moor; Davide La Vecchia; Elvezio Ronchetti (Comput. Stat. Data Anal., 2025)