Details about Nicola Maria Rinaldo Loperfido
Access statistics for papers by Nicola Maria Rinaldo Loperfido.
Last updated 2021-02-08. Update your information in the RePEc Author Service.
Short-id: plo229
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Working Papers
2020
- Edgeworth Expansions for Multivariate Random Sums
Working Papers, Örebro University, School of Business
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 in Metron - International Journal of Statistics (2005)
- Sampling Distribution of the Gini Index from a Skew Normal
Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
- 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
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 (1)
- 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 (1)
2019
- Finite mixtures, projection pursuit and tensor rank: a triangulation
Advances in Data Analysis and Classification, 2019, 13, (1), 145-173 View citations (2)
2018
- Skewness-based projection pursuit: A computational approach
Computational Statistics & Data Analysis, 2018, 120, (C), 42-57 View citations (5)
2017
- Data breaches: Goodness of fit, pricing, and risk measurement
Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 View citations (12)
2015
- Modelling multivariate skewness in financial returns: a SGARCH approach
The European Journal of Finance, 2015, 21, (13-14), 1113-1131 View citations (6)
- Self-consistency and a generalized principal subspace theorem
Journal of Multivariate Analysis, 2015, 133, (C), 27-37 View citations (3)
- Skewed distributions in finance and actuarial science: a review
The European Journal of Finance, 2015, 21, (13-14), 1253-1281 View citations (24)
- Vector-valued skewness for model-based clustering
Statistics & Probability Letters, 2015, 99, (C), 230-237 View citations (2)
2014
- A note on the fourth cumulant of a finite mixture distribution
Journal of Multivariate Analysis, 2014, 123, (C), 386-394 View citations (2)
- Linear transformations to symmetry
Journal of Multivariate Analysis, 2014, 129, (C), 186-192 View citations (3)
2013
- Skewness and the linear discriminant function
Statistics & Probability Letters, 2013, 83, (1), 93-99 View citations (13)
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 (12)
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 (37)
- The exact sampling distribution of L-statistics
Metron - International Journal of Statistics, 2005, LXIII, (2), 213-223 View citations (11)
See also Working Paper (2003)
2003
- A Bayesian interpretation of the multivariate skew-normal distribution
Statistics & Probability Letters, 2003, 61, (4), 395-401 View citations (14)
2002
- Statistical implications of selectively reported inferential results
Statistics & Probability Letters, 2002, 56, (1), 13-22 View citations (13)
2001
- Quadratic forms of skew-normal random vectors
Statistics & Probability Letters, 2001, 54, (4), 381-387 View citations (10)
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