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Details about Nicola Maria Rinaldo Loperfido

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Workplace:Facoltà di Economia (Faculty of Economics), Università degli Studi di Urbino (University of Urbino), (more information at EDIRC)

Access statistics for papers by Nicola Maria Rinaldo Loperfido.

Last updated 2019-12-21. Update your information in the RePEc Author Service.

Short-id: plo229


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Working Papers

2004

  1. A note on the Exact Sampling Distribution of L-Statistics
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads
  2. A sign-based estimator for correlation between financial returns
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads
  3. The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads

2003

  1. Correlations Without Moments
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads
  2. On the exact sampling distribution of L-statistics
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads View citations (6)
    See also Journal Article in Metron - International Journal of Statistics (2005)
  3. Sampling Distribution of the Gini Index from a Skew Normal
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads
  4. Statistical Analysis of the Correlation between Italian and U.S. Stock Returns
    Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia Downloads

Journal Articles

2019

  1. Finite mixtures, projection pursuit and tensor rank: a triangulation
    Advances in Data Analysis and Classification, 2019, 13, (1), 145-173 Downloads

2018

  1. Skewness-based projection pursuit: A computational approach
    Computational Statistics & Data Analysis, 2018, 120, (C), 42-57 Downloads View citations (2)

2017

  1. Data breaches: Goodness of fit, pricing, and risk measurement
    Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 Downloads View citations (2)

2015

  1. Modelling multivariate skewness in financial returns: a SGARCH approach
    The European Journal of Finance, 2015, 21, (13-14), 1113-1131 Downloads View citations (2)
  2. Self-consistency and a generalized principal subspace theorem
    Journal of Multivariate Analysis, 2015, 133, (C), 27-37 Downloads View citations (2)
  3. Skewed distributions in finance and actuarial science: a review
    The European Journal of Finance, 2015, 21, (13-14), 1253-1281 Downloads View citations (16)
  4. Vector-valued skewness for model-based clustering
    Statistics & Probability Letters, 2015, 99, (C), 230-237 Downloads View citations (2)

2014

  1. A note on the fourth cumulant of a finite mixture distribution
    Journal of Multivariate Analysis, 2014, 123, (C), 386-394 Downloads View citations (1)
  2. Linear transformations to symmetry
    Journal of Multivariate Analysis, 2014, 129, (C), 186-192 Downloads View citations (2)

2013

  1. Skewness and the linear discriminant function
    Statistics & Probability Letters, 2013, 83, (1), 93-99 Downloads View citations (11)

2010

  1. A note on marginal and conditional independence
    Statistics & Probability Letters, 2010, 80, (23-24), 1695-1699 Downloads
  2. Canonical transformations of skew-normal variates
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (1), 146-165 Downloads View citations (10)

2009

  1. Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure
    Journal of Applied Statistics, 2009, 36, (10), 1101-1108 Downloads

2008

  1. A note on skew-elliptical distributions and linear functions of order statistics
    Statistics & Probability Letters, 2008, 78, (18), 3184-3186 Downloads View citations (9)
  2. Modeling maxima of longitudinal contralateral observations
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2008, 17, (2), 370-380 Downloads View citations (5)

2005

  1. Generalized skew-elliptical distributions and their quadratic forms
    Annals of the Institute of Statistical Mathematics, 2005, 57, (2), 389-401 Downloads View citations (35)
  2. The exact sampling distribution of L-statistics
    Metron - International Journal of Statistics, 2005, LXIII, (2), 213-223 Downloads View citations (11)
    See also Working Paper (2003)

2003

  1. A Bayesian interpretation of the multivariate skew-normal distribution
    Statistics & Probability Letters, 2003, 61, (4), 395-401 Downloads View citations (12)

2002

  1. Statistical implications of selectively reported inferential results
    Statistics & Probability Letters, 2002, 56, (1), 13-22 Downloads View citations (12)

2001

  1. Quadratic forms of skew-normal random vectors
    Statistics & Probability Letters, 2001, 54, (4), 381-387 Downloads View citations (10)
 
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