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 1 1 6 184
A sign-based estimator for correlation between financial returns 0 0 0 80 1 2 6 230
Correlations Without Moments 0 0 0 58 0 0 3 108
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 3 4 16 66
On the exact sampling distribution of L-statistics 1 1 1 229 1 2 9 911
Sampling Distribution of the Gini Index from a Skew Normal 0 1 2 190 1 2 9 726
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 1 2 6 297
The Method of Moments for Multivariate Random Sums 0 0 0 1 0 4 12 21
The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality 0 0 0 280 1 3 3 1,372
Total Working Papers 1 2 3 1,069 9 20 70 3,915

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 1 2 12 145
A note on marginal and conditional independence 0 0 0 8 2 4 12 82
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 1 2 4 57
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 7 8 15 36
Canonical transformations of skew-normal variates 0 0 0 11 2 2 9 59
Data breaches: Goodness of fit, pricing, and risk measurement 1 3 12 154 8 13 34 325
Edgeworth expansions for multivariate random sums 0 0 0 0 2 8 15 18
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 0 4 0 1 4 36
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 3 3 9 112
Kurtosis removal for data pre-processing 0 0 1 2 3 4 11 17
Kurtosis-based projection pursuit for outlier detection in financial time series 0 1 2 13 2 7 13 50
Linear transformations to symmetry 0 0 0 1 0 0 4 26
Matrix reshaping for statistics 0 0 0 0 1 3 7 8
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 0 0 1 14 0 1 5 102
Modeling maxima of longitudinal contralateral observations 0 0 0 11 2 2 10 56
Modelling multivariate skewness in financial returns: a SGARCH approach 0 1 2 14 3 6 17 71
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 2 2 3 21
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 1 2 3 3 11 18
Quadratic forms of skew-normal random vectors 0 0 0 26 3 5 8 85
Self-consistency and a generalized principal subspace theorem 0 0 0 0 3 3 8 28
Skewed distributions in finance and actuarial science: a review 1 2 2 33 3 4 13 111
Skewness and the linear discriminant function 0 0 0 5 1 1 6 51
Skewness-based projection pursuit: A computational approach 1 1 2 37 3 5 17 113
Some remarks on Koziol’s kurtosis 0 0 0 4 0 1 10 25
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 0 1 7 10
Statistical implications of selectively reported inferential results 0 0 0 21 2 3 8 105
Tensor eigenvectors for projection pursuit 0 0 1 3 7 8 16 26
The exact sampling distribution of L-statistics 0 0 0 131 1 4 9 403
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 0 1 11 12
The skewness of mean–variance normal mixtures 1 1 2 3 1 4 6 13
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 0 4 4
Vector-valued skewness for model-based clustering 0 0 0 2 0 0 3 23
Total Journal Articles 4 9 28 594 66 111 321 2,248

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 2 2 3 3
A multivariate skew-garch model 0 0 2 4 3 6 11 14
A skewed GARCH-type model for multivariate financial time series 0 0 0 0 4 4 5 5
An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector 0 0 0 0 5 5 7 7
Kurtosis Maximization for Outlier Detection in GARCH Models 0 0 0 0 3 3 4 4
Representing Koziol’s Kurtoses 0 0 0 0 1 1 5 7
Some inequalities between measures of multivariate kurtosis, with application to financial returns 0 0 0 0 2 2 6 6
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal 0 0 0 0 1 2 3 3
The Mardia’s Kurtosis of a Multivariate GARCH Model 0 0 0 0 1 1 2 2
Total Chapters 0 0 2 4 22 26 46 51
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Statistics updated 2026-05-06