Details about Nicola Maria Rinaldo Loperfido
Access statistics for papers by Nicola Maria Rinaldo Loperfido.
Last updated 2025-03-28. Update your information in the RePEc Author Service.
Short-id: plo229
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Working Papers
2024
- The Method of Moments for Multivariate Random Sums
Working Papers, Örebro University, School of Business
2020
- Edgeworth Expansions for Multivariate Random Sums
Working Papers, Örebro University, School of Business 
See also Journal Article Edgeworth expansions for multivariate random sums, Econometrics and Statistics, Elsevier (2024) View citations (1) (2024)
2004
- A note on the Exact Sampling Distribution of L-Statistics
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
- A sign-based estimator for correlation between financial returns
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
- 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
2003
- Correlations Without Moments
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
- On the exact sampling distribution of L-statistics
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia View citations (9)
See also Journal Article The exact sampling distribution of L-statistics, Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome (2005) View citations (11) (2005)
- Sampling Distribution of the Gini Index from a Skew Normal
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia View citations (1)
- Statistical Analysis of the Correlation between Italian and U.S. Stock Returns
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
Journal Articles
2025
- Matrix reshaping for statistics
Statistics & Probability Letters, 2025, 219, (C)
- The method of moments for multivariate random sums in the Poisson-Skew-Normal case
Statistics & Probability Letters, 2025, 219, (C)
2024
- Edgeworth expansions for multivariate random sums
Econometrics and Statistics, 2024, 31, (C), 66-80 View citations (1)
See also Working Paper Edgeworth Expansions for Multivariate Random Sums, Working Papers (2020) (2020)
- Tensor eigenvectors for projection pursuit
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (2), 453-472
- The skewness of mean–variance normal mixtures
Journal of Multivariate Analysis, 2024, 199, (C)
2023
- Kurtosis removal for data pre-processing
Advances in Data Analysis and Classification, 2023, 17, (1), 239-267 View citations (2)
- Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns
Journal of Optimization Theory and Applications, 2023, 199, (1), 143-166 View citations (1)
2021
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
Journal of Multivariate Analysis, 2021, 186, (C) View citations (5)
2020
- Kurtosis-based projection pursuit for outlier detection in financial time series
The European Journal of Finance, 2020, 26, (2-3), 142-164 View citations (7)
- New mathematical and statistical methods for actuarial science and finance
The European Journal of Finance, 2020, 26, (2-3), 96-99 View citations (3)
- Some remarks on Koziol’s kurtosis
Journal of Multivariate Analysis, 2020, 175, (C) View citations (4)
2019
- Finite mixtures, projection pursuit and tensor rank: a triangulation
Advances in Data Analysis and Classification, 2019, 13, (1), 145-173 View citations (8)
2018
- Skewness-based projection pursuit: A computational approach
Computational Statistics & Data Analysis, 2018, 120, (C), 42-57 View citations (19)
- Third cumulant for multivariate aggregate claim models
Scandinavian Actuarial Journal, 2018, 2018, (2), 109-128 View citations (4)
2017
- Data breaches: Goodness of fit, pricing, and risk measurement
Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 View citations (31)
2015
- Modelling multivariate skewness in financial returns: a SGARCH approach
The European Journal of Finance, 2015, 21, (13-14), 1113-1131 View citations (8)
- Self-consistency and a generalized principal subspace theorem
Journal of Multivariate Analysis, 2015, 133, (C), 27-37 View citations (6)
- Skewed distributions in finance and actuarial science: a review
The European Journal of Finance, 2015, 21, (13-14), 1253-1281 View citations (46)
- Vector-valued skewness for model-based clustering
Statistics & Probability Letters, 2015, 99, (C), 230-237 View citations (4)
2014
- A note on the fourth cumulant of a finite mixture distribution
Journal of Multivariate Analysis, 2014, 123, (C), 386-394 View citations (5)
- Linear transformations to symmetry
Journal of Multivariate Analysis, 2014, 129, (C), 186-192 View citations (8)
2013
- Skewness and the linear discriminant function
Statistics & Probability Letters, 2013, 83, (1), 93-99 View citations (16)
2010
- A note on marginal and conditional independence
Statistics & Probability Letters, 2010, 80, (23-24), 1695-1699
- Canonical transformations of skew-normal variates
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 19, (1), 146-165 View citations (16)
2009
- 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
2008
- A note on skew-elliptical distributions and linear functions of order statistics
Statistics & Probability Letters, 2008, 78, (18), 3184-3186 View citations (9)
- Modeling maxima of longitudinal contralateral observations
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2008, 17, (2), 370-380 View citations (5)
2005
- Generalized skew-elliptical distributions and their quadratic forms
Annals of the Institute of Statistical Mathematics, 2005, 57, (2), 389-401 View citations (49)
- The exact sampling distribution of L-statistics
Metron - International Journal of Statistics, 2005, LXIII, (2), 213-223 View citations (11)
See also Working Paper On the exact sampling distribution of L-statistics, Quaderni DSEMS (2003) View citations (9) (2003)
2003
- A Bayesian interpretation of the multivariate skew-normal distribution
Statistics & Probability Letters, 2003, 61, (4), 395-401 View citations (19)
2002
- Statistical implications of selectively reported inferential results
Statistics & Probability Letters, 2002, 56, (1), 13-22 View citations (15)
2001
- Quadratic forms of skew-normal random vectors
Statistics & Probability Letters, 2001, 54, (4), 381-387 View citations (10)
Chapters
2021
- Representing Koziol’s Kurtoses
Springer
2006
- A multivariate skew-garch model
A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 33-57
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