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

Working Papers

2024

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

2020

2. 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

3. A note on the Exact Sampling Distribution of L-Statistics
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
4. A sign-based estimator for correlation between financial returns
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
5. 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

6. Correlations Without Moments
   Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia
7. 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)
8. 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)
9. 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

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

2024

3. 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)
4. Tensor eigenvectors for projection pursuit
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (2), 453-472
5. The skewness of mean–variance normal mixtures
   Journal of Multivariate Analysis, 2024, 199, (C)

2023

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

2021

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

2020

9. 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)
10. New mathematical and statistical methods for actuarial science and finance
    The European Journal of Finance, 2020, 26, (2-3), 96-99 View citations (3)
11. Some remarks on Koziol’s kurtosis
    Journal of Multivariate Analysis, 2020, 175, (C) View citations (3)

2019

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

2018

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

2017

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

2015

16. Modelling multivariate skewness in financial returns: a SGARCH approach
    The European Journal of Finance, 2015, 21, (13-14), 1113-1131 View citations (7)
17. Self-consistency and a generalized principal subspace theorem
    Journal of Multivariate Analysis, 2015, 133, (C), 27-37 View citations (5)
18. Skewed distributions in finance and actuarial science: a review
    The European Journal of Finance, 2015, 21, (13-14), 1253-1281 View citations (44)
19. Vector-valued skewness for model-based clustering
    Statistics & Probability Letters, 2015, 99, (C), 230-237 View citations (3)

2014

20. A note on the fourth cumulant of a finite mixture distribution
    Journal of Multivariate Analysis, 2014, 123, (C), 386-394 View citations (5)
21. Linear transformations to symmetry
    Journal of Multivariate Analysis, 2014, 129, (C), 186-192 View citations (7)

2013

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

2010

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

25. 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

26. A note on skew-elliptical distributions and linear functions of order statistics
    Statistics & Probability Letters, 2008, 78, (18), 3184-3186 View citations (9)
27. 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

28. Generalized skew-elliptical distributions and their quadratic forms
    Annals of the Institute of Statistical Mathematics, 2005, 57, (2), 389-401 View citations (48)
29. 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

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

2002

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

2001

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

Chapters

2021

1. Representing Koziol’s Kurtoses
   Springer

2006

2. A multivariate skew-garch model
   A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 33-57