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 1 6 185
A sign-based estimator for correlation between financial returns 0 0 0 80 0 0 6 230
Correlations Without Moments 0 0 0 58 0 2 5 110
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 0 0 16 66
On the exact sampling distribution of L-statistics 0 0 1 229 0 1 10 912
Sampling Distribution of the Gini Index from a Skew Normal 0 0 2 190 0 0 9 726
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 0 0 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 0 3 1,372
Total Working Papers 0 0 3 1,069 0 6 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 1 1 11 146
A note on marginal and conditional independence 0 0 0 8 1 1 12 83
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 0 4 57
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 0 0 14 36
Canonical transformations of skew-normal variates 0 0 0 11 1 3 12 62
Data breaches: Goodness of fit, pricing, and risk measurement 0 0 8 154 3 5 31 330
Edgeworth expansions for multivariate random sums 0 0 0 0 0 0 15 18
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 0 4 1 3 7 39
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 0 1 10 113
Kurtosis removal for data pre-processing 0 0 0 2 0 0 9 17
Kurtosis-based projection pursuit for outlier detection in financial time series 0 1 3 14 0 2 14 52
Linear transformations to symmetry 0 0 0 1 0 0 4 26
Matrix reshaping for statistics 0 0 0 0 1 1 8 9
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 1 11 57
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 2 14 0 1 18 72
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 0 1 4 22
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 0 2 1 1 11 19
Quadratic forms of skew-normal random vectors 0 0 0 26 0 0 8 85
Self-consistency and a generalized principal subspace theorem 0 0 0 0 0 0 8 28
Skewed distributions in finance and actuarial science: a review 0 0 2 33 2 4 17 115
Skewness and the linear discriminant function 0 0 0 5 0 0 5 51
Skewness-based projection pursuit: A computational approach 0 2 4 39 0 4 17 117
Some remarks on Koziol’s kurtosis 0 0 0 4 1 1 10 26
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 1 1 8 11
Statistical implications of selectively reported inferential results 0 0 0 21 0 0 8 105
Tensor eigenvectors for projection pursuit 0 0 1 3 1 1 16 27
The exact sampling distribution of L-statistics 0 0 0 131 0 1 9 404
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 0 1 0 0 9 12
The skewness of mean–variance normal mixtures 0 0 1 3 1 1 6 14
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 0 2 5 25
Total Journal Articles 0 3 22 597 15 37 331 2,285

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 1 1 4 4
A multivariate skew-garch model 0 0 2 4 0 0 11 14
A skewed GARCH-type model for multivariate financial time series 0 0 0 0 0 0 5 5
An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector 0 0 0 0 0 0 7 7
Kurtosis Maximization for Outlier Detection in GARCH Models 0 0 0 0 0 0 4 4
Representing Koziol’s Kurtoses 0 0 0 0 2 2 7 9
Some inequalities between measures of multivariate kurtosis, with application to financial returns 0 0 0 0 0 0 6 6
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal 0 0 0 0 0 0 3 3
The Mardia’s Kurtosis of a Multivariate GARCH Model 0 0 0 0 0 0 2 2
Total Chapters 0 0 2 4 3 3 49 54
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Statistics updated 2026-08-07