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 2 6 185
A sign-based estimator for correlation between financial returns 0 0 0 80 0 1 6 230
Correlations Without Moments 0 0 0 58 0 2 5 110
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 0 3 16 66
On the exact sampling distribution of L-statistics 0 1 1 229 0 2 10 912
Sampling Distribution of the Gini Index from a Skew Normal 0 0 2 190 0 1 9 726
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 0 1 6 297
The Method of Moments for Multivariate Random Sums 0 0 0 1 0 2 13 23
The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality 0 0 0 280 0 1 3 1,372
Total Working Papers 0 1 3 1,069 0 15 74 3,921

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 0 43 0 1 10 145
A note on marginal and conditional independence 0 0 0 8 0 2 11 82
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 1 4 57
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 0 7 14 36
Canonical transformations of skew-normal variates 0 0 0 11 2 4 11 61
Data breaches: Goodness of fit, pricing, and risk measurement 0 1 10 154 0 10 32 327
Edgeworth expansions for multivariate random sums 0 0 0 0 0 2 15 18
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 0 4 1 2 6 38
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 1 4 10 113
Kurtosis removal for data pre-processing 0 0 1 2 0 3 10 17
Kurtosis-based projection pursuit for outlier detection in financial time series 1 1 3 14 1 4 14 52
Linear transformations to symmetry 0 0 0 1 0 0 4 26
Matrix reshaping for statistics 0 0 0 0 0 1 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 0 5 102
Modeling maxima of longitudinal contralateral observations 0 0 0 11 0 3 11 57
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 2 14 0 4 18 72
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 0 3 4 22
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 1 2 0 3 11 18
Quadratic forms of skew-normal random vectors 0 0 0 26 0 3 8 85
Self-consistency and a generalized principal subspace theorem 0 0 0 0 0 3 8 28
Skewed distributions in finance and actuarial science: a review 0 1 2 33 0 5 15 113
Skewness and the linear discriminant function 0 0 0 5 0 1 5 51
Skewness-based projection pursuit: A computational approach 1 3 4 39 1 7 20 117
Some remarks on Koziol’s kurtosis 0 0 0 4 0 0 9 25
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 0 0 7 10
Statistical implications of selectively reported inferential results 0 0 0 21 0 2 8 105
Tensor eigenvectors for projection pursuit 0 0 1 3 0 7 16 26
The exact sampling distribution of L-statistics 0 0 0 131 1 2 9 404
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 0 0 11 12
The skewness of mean–variance normal mixtures 0 1 1 3 0 1 5 13
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 1 5 5
Vector-valued skewness for model-based clustering 0 0 0 2 2 2 5 25
Total Journal Articles 2 7 27 597 9 88 328 2,270

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 2 3 3
A multivariate skew-garch model 0 0 2 4 0 3 11 14
A skewed GARCH-type model for multivariate financial time series 0 0 0 0 0 4 5 5
An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector 0 0 0 0 0 5 7 7
Kurtosis Maximization for Outlier Detection in GARCH Models 0 0 0 0 0 3 4 4
Representing Koziol’s Kurtoses 0 0 0 0 0 1 5 7
Some inequalities between measures of multivariate kurtosis, with application to financial returns 0 0 0 0 0 2 6 6
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal 0 0 0 0 0 1 3 3
The Mardia’s Kurtosis of a Multivariate GARCH Model 0 0 0 0 0 1 2 2
Total Chapters 0 0 2 4 0 22 46 51
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Statistics updated 2026-07-10