Access Statistics for Nicola Maria Rinaldo Loperfido

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the Exact Sampling Distribution of L-Statistics 0 0 0 39 0 0 1 179
A sign-based estimator for correlation between financial returns 0 0 0 80 0 3 3 227
Correlations Without Moments 0 0 0 58 2 2 2 107
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 0 7 8 58
On the exact sampling distribution of L-statistics 0 0 0 228 0 0 2 903
Sampling Distribution of the Gini Index from a Skew Normal 0 0 1 189 1 3 9 723
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 1 1 1 292
The Method of Moments for Multivariate Random Sums 0 0 0 1 3 4 8 14
The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality 0 0 0 280 0 0 0 1,369
Total Working Papers 0 0 1 1,067 7 20 34 3,872

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian interpretation of the multivariate skew-normal distribution 0 0 1 43 4 5 9 141
A note on marginal and conditional independence 0 0 0 8 2 6 9 77
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 1 1 54
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 1 2 5 26
Canonical transformations of skew-normal variates 0 0 0 11 2 3 4 54
Data breaches: Goodness of fit, pricing, and risk measurement 1 4 16 151 1 6 26 308
Edgeworth expansions for multivariate random sums 0 0 0 0 1 1 3 5
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 1 4 0 3 5 35
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 3 4 5 108
Kurtosis removal for data pre-processing 0 0 1 2 1 1 5 10
Kurtosis-based projection pursuit for outlier detection in financial time series 0 0 0 11 0 2 5 41
Linear transformations to symmetry 0 0 0 1 1 1 2 24
Matrix reshaping for statistics 0 0 0 0 0 2 3 3
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 0 1 1 14 0 1 2 98
Modeling maxima of longitudinal contralateral observations 0 0 0 11 1 3 4 50
Modelling multivariate skewness in financial returns: a SGARCH approach 0 1 1 13 5 8 9 62
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 1 1 1 19
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 1 2 3 3 5 11
Quadratic forms of skew-normal random vectors 0 0 0 26 0 0 2 77
Self-consistency and a generalized principal subspace theorem 0 0 0 0 1 1 2 21
Skewed distributions in finance and actuarial science: a review 0 0 1 31 1 4 11 104
Skewness and the linear discriminant function 0 0 0 5 1 2 5 49
Skewness-based projection pursuit: A computational approach 0 0 2 36 2 2 12 104
Some remarks on Koziol’s kurtosis 0 0 0 4 2 5 6 21
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 1 2 3 5
Statistical implications of selectively reported inferential results 0 0 0 21 0 1 1 98
Tensor eigenvectors for projection pursuit 0 0 1 3 3 5 12 18
The exact sampling distribution of L-statistics 0 0 0 131 0 1 2 396
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 2 4 7 7
The skewness of mean–variance normal mixtures 0 0 1 2 0 0 1 8
Third cumulant for multivariate aggregate claim models 0 0 0 0 1 1 2 2
Vector-valued skewness for model-based clustering 0 0 0 2 1 3 3 23
Total Journal Articles 1 6 28 584 41 84 172 2,059

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Probability Inequality Related to Mardia’s Kurtosis 0 0 0 0 0 0 0 0
A multivariate skew-garch model 1 1 1 3 1 1 2 5
A skewed GARCH-type model for multivariate financial time series 0 0 0 0 0 0 0 0
An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector 0 0 0 0 1 1 1 1
Kurtosis Maximization for Outlier Detection in GARCH Models 0 0 0 0 0 0 0 0
Representing Koziol’s Kurtoses 0 0 0 0 1 1 2 4
Some inequalities between measures of multivariate kurtosis, with application to financial returns 0 0 0 0 1 1 1 1
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal 0 0 0 0 0 0 0 0
The Mardia’s Kurtosis of a Multivariate GARCH Model 0 0 0 0 0 0 0 0
Total Chapters 1 1 1 3 4 4 6 11
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Statistics updated 2026-01-09