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

Working Papers

2020

1. Edgeworth Expansions for Multivariate Random Sums
   Working Papers, Örebro University, School of Business

2004

2. A note on the Exact Sampling Distribution of L-Statistics
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
3. A sign-based estimator for correlation between financial returns
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
4. 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

5. Correlations Without Moments
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
6. 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)
7. Sampling Distribution of the Gini Index from a Skew Normal
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
8. 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

1. 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)
2. New mathematical and statistical methods for actuarial science and finance
   The European Journal of Finance, 2020, 26, (2-3), 96-99 View citations (3)
3. Some remarks on Koziol’s kurtosis
   Journal of Multivariate Analysis, 2020, 175, (C) View citations (1)

2019

4. Finite mixtures, projection pursuit and tensor rank: a triangulation
   Advances in Data Analysis and Classification, 2019, 13, (1), 145-173 View citations (2)

2018

5. Skewness-based projection pursuit: A computational approach
   Computational Statistics & Data Analysis, 2018, 120, (C), 42-57 View citations (5)

2017

6. Data breaches: Goodness of fit, pricing, and risk measurement
   Insurance: Mathematics and Economics, 2017, 75, (C), 126-136 View citations (12)

2015

7. Modelling multivariate skewness in financial returns: a SGARCH approach
   The European Journal of Finance, 2015, 21, (13-14), 1113-1131 View citations (6)
8. Self-consistency and a generalized principal subspace theorem
   Journal of Multivariate Analysis, 2015, 133, (C), 27-37 View citations (3)
9. Skewed distributions in finance and actuarial science: a review
   The European Journal of Finance, 2015, 21, (13-14), 1253-1281 View citations (24)
10. Vector-valued skewness for model-based clustering
    Statistics & Probability Letters, 2015, 99, (C), 230-237 View citations (2)

2014

11. A note on the fourth cumulant of a finite mixture distribution
    Journal of Multivariate Analysis, 2014, 123, (C), 386-394 View citations (2)
12. Linear transformations to symmetry
    Journal of Multivariate Analysis, 2014, 129, (C), 186-192 View citations (3)

2013

13. Skewness and the linear discriminant function
    Statistics & Probability Letters, 2013, 83, (1), 93-99 View citations (13)

2010

14. A note on marginal and conditional independence
    Statistics & Probability Letters, 2010, 80, (23-24), 1695-1699
15. 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

16. 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

17. A note on skew-elliptical distributions and linear functions of order statistics
    Statistics & Probability Letters, 2008, 78, (18), 3184-3186 View citations (9)
18. 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

19. Generalized skew-elliptical distributions and their quadratic forms
    Annals of the Institute of Statistical Mathematics, 2005, 57, (2), 389-401 View citations (37)
20. 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

21. A Bayesian interpretation of the multivariate skew-normal distribution
    Statistics & Probability Letters, 2003, 61, (4), 395-401 View citations (14)

2002

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

2001

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