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Details about Nicola Maria Rinaldo Loperfido

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 2025-03-28. Update your information in the RePEc Author Service.

Short-id: plo229


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Working Papers

2024

  1. The Method of Moments for Multivariate Random Sums
    Working Papers, Örebro University, School of Business Downloads

2020

  1. Edgeworth Expansions for Multivariate Random Sums
    Working Papers, Örebro University, School of Business Downloads
    See also Journal Article Edgeworth expansions for multivariate random sums, Econometrics and Statistics, Elsevier (2024) Downloads (2024)

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 (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) Downloads View citations (11) (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 View citations (1)
  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

2025

  1. Matrix reshaping for statistics
    Statistics & Probability Letters, 2025, 219, (C) Downloads
  2. The method of moments for multivariate random sums in the Poisson-Skew-Normal case
    Statistics & Probability Letters, 2025, 219, (C) Downloads

2024

  1. Edgeworth expansions for multivariate random sums
    Econometrics and Statistics, 2024, 31, (C), 66-80 Downloads
    See also Working Paper Edgeworth Expansions for Multivariate Random Sums, Working Papers (2020) Downloads (2020)
  2. Tensor eigenvectors for projection pursuit
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (2), 453-472 Downloads
  3. The skewness of mean–variance normal mixtures
    Journal of Multivariate Analysis, 2024, 199, (C) Downloads

2023

  1. Kurtosis removal for data pre-processing
    Advances in Data Analysis and Classification, 2023, 17, (1), 239-267 Downloads View citations (1)
  2. Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns
    Journal of Optimization Theory and Applications, 2023, 199, (1), 143-166 Downloads View citations (1)

2021

  1. Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
    Journal of Multivariate Analysis, 2021, 186, (C) Downloads View citations (4)

2020

  1. Kurtosis-based projection pursuit for outlier detection in financial time series
    The European Journal of Finance, 2020, 26, (2-3), 142-164 Downloads View citations (6)
  2. New mathematical and statistical methods for actuarial science and finance
    The European Journal of Finance, 2020, 26, (2-3), 96-99 Downloads View citations (3)
  3. Some remarks on Koziol’s kurtosis
    Journal of Multivariate Analysis, 2020, 175, (C) Downloads View citations (3)

2019

  1. Finite mixtures, projection pursuit and tensor rank: a triangulation
    Advances in Data Analysis and Classification, 2019, 13, (1), 145-173 Downloads View citations (8)

2018

  1. Skewness-based projection pursuit: A computational approach
    Computational Statistics & Data Analysis, 2018, 120, (C), 42-57 Downloads View citations (17)
  2. Third cumulant for multivariate aggregate claim models
    Scandinavian Actuarial Journal, 2018, 2018, (2), 109-128 Downloads View citations (3)

2017

  1. Data breaches: Goodness of fit, pricing, and risk measurement
    Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 Downloads View citations (30)

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 (7)
  2. Self-consistency and a generalized principal subspace theorem
    Journal of Multivariate Analysis, 2015, 133, (C), 27-37 Downloads View citations (5)
  3. Skewed distributions in finance and actuarial science: a review
    The European Journal of Finance, 2015, 21, (13-14), 1253-1281 Downloads View citations (43)
  4. Vector-valued skewness for model-based clustering
    Statistics & Probability Letters, 2015, 99, (C), 230-237 Downloads View citations (3)

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 (5)
  2. Linear transformations to symmetry
    Journal of Multivariate Analysis, 2014, 129, (C), 186-192 Downloads View citations (7)

2013

  1. Skewness and the linear discriminant function
    Statistics & Probability Letters, 2013, 83, (1), 93-99 Downloads View citations (16)

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 (15)

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 (48)
  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 On the exact sampling distribution of L-statistics, Quaderni DSEMS (2003) Downloads View citations (9) (2003)

2003

  1. A Bayesian interpretation of the multivariate skew-normal distribution
    Statistics & Probability Letters, 2003, 61, (4), 395-401 Downloads View citations (19)

2002

  1. Statistical implications of selectively reported inferential results
    Statistics & Probability Letters, 2002, 56, (1), 13-22 Downloads View citations (15)

2001

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

Chapters

2021

  1. Representing Koziol’s Kurtoses
    Springer

2006

  1. A multivariate skew-garch model
    A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 33-57 Downloads
 
Page updated 2025-03-31