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 38 0 0 0 176
A sign-based estimator for correlation between financial returns 0 0 0 78 0 1 2 222
Correlations Without Moments 0 0 1 57 0 0 2 102
Edgeworth Expansions for Multivariate Random Sums 1 3 18 18 4 9 23 23
On the exact sampling distribution of L-statistics 1 1 2 225 2 3 13 891
Sampling Distribution of the Gini Index from a Skew Normal 0 0 1 184 1 1 2 705
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 1 1 1 291
The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality 0 0 0 280 0 0 3 1,369
Total Working Papers 2 4 22 1,049 8 15 46 3,779

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 35 0 1 5 110
A note on marginal and conditional independence 0 0 0 4 0 1 1 35
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 0 0 52
A note on the fourth cumulant of a finite mixture distribution 0 0 0 4 0 1 2 19
Canonical transformations of skew-normal variates 0 0 0 8 0 0 1 42
Data breaches: Goodness of fit, pricing, and risk measurement 1 8 20 75 2 14 51 168
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 0 0 0 0 9 16
Generalized skew-elliptical distributions and their quadratic forms 0 0 1 30 2 3 6 95
Kurtosis-based projection pursuit for outlier detection in financial time series 0 0 1 1 0 3 7 7
Linear transformations to symmetry 0 0 0 1 1 1 2 18
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 0 0 2 13 0 0 4 95
Modeling maxima of longitudinal contralateral observations 0 0 1 11 0 0 2 44
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 1 8 1 2 3 33
New mathematical and statistical methods for actuarial science and finance 0 0 1 1 0 1 7 13
Quadratic forms of skew-normal random vectors 0 2 5 18 0 3 8 64
Self-consistency and a generalized principal subspace theorem 0 0 0 0 0 0 0 14
Skewed distributions in finance and actuarial science: a review 0 1 4 14 1 5 18 50
Skewness and the linear discriminant function 0 0 2 5 0 3 6 41
Skewness-based projection pursuit: A computational approach 0 1 1 13 1 2 5 36
Some remarks on Koziol’s kurtosis 0 0 1 1 1 2 5 5
Statistical implications of selectively reported inferential results 0 0 0 19 0 0 2 89
The exact sampling distribution of L-statistics 0 0 2 129 1 4 24 386
Vector-valued skewness for model-based clustering 0 0 0 1 0 0 0 18
Total Journal Articles 1 12 43 403 10 46 168 1,450

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Statistics updated 2021-05-05