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) (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 
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 (1)
- 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 (4)
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 (6)
- 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 (3)
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 (17)
- Third cumulant for multivariate aggregate claim models
Scandinavian Actuarial Journal, 2018, 2018, (2), 109-128 View citations (3)
2017
- Data breaches: Goodness of fit, pricing, and risk measurement
Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 View citations (30)
2015
- Modelling multivariate skewness in financial returns: a SGARCH approach
The European Journal of Finance, 2015, 21, (13-14), 1113-1131 View citations (7)
- Self-consistency and a generalized principal subspace theorem
Journal of Multivariate Analysis, 2015, 133, (C), 27-37 View citations (5)
- Skewed distributions in finance and actuarial science: a review
The European Journal of Finance, 2015, 21, (13-14), 1253-1281 View citations (43)
- Vector-valued skewness for model-based clustering
Statistics & Probability Letters, 2015, 99, (C), 230-237 View citations (3)
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 (7)
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 (15)
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 (48)
- 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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