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 1 3 3 227
Correlations Without Moments 0 0 0 58 0 0 0 105
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 2 7 8 58
On the exact sampling distribution of L-statistics 0 0 0 228 0 1 2 903
Sampling Distribution of the Gini Index from a Skew Normal 0 1 1 189 1 5 8 722
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 0 0 0 291
The Method of Moments for Multivariate Random Sums 0 0 0 1 0 1 5 11
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 1 1 1,067 4 17 27 3,865

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 2 43 0 2 7 137
A note on marginal and conditional independence 0 0 0 8 3 4 8 75
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 1 4 25
Canonical transformations of skew-normal variates 0 0 0 11 0 1 2 52
Data breaches: Goodness of fit, pricing, and risk measurement 2 4 16 150 2 6 26 307
Edgeworth expansions for multivariate random sums 0 0 0 0 0 0 2 4
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 1 4 2 3 5 35
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 0 1 2 105
Kurtosis removal for data pre-processing 0 0 1 2 0 0 4 9
Kurtosis-based projection pursuit for outlier detection in financial time series 0 0 0 11 2 3 5 41
Linear transformations to symmetry 0 0 0 1 0 1 1 23
Matrix reshaping for statistics 0 0 0 0 2 2 3 3
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 1 1 1 14 1 1 2 98
Modeling maxima of longitudinal contralateral observations 0 0 0 11 0 2 3 49
Modelling multivariate skewness in financial returns: a SGARCH approach 0 1 1 13 1 3 5 57
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 0 0 0 18
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 1 2 0 0 2 8
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 0 0 1 20
Skewed distributions in finance and actuarial science: a review 0 0 1 31 2 5 10 103
Skewness and the linear discriminant function 0 0 0 5 1 2 4 48
Skewness-based projection pursuit: A computational approach 0 0 3 36 0 0 11 102
Some remarks on Koziol’s kurtosis 0 0 0 4 1 3 4 19
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 1 1 2 4
Statistical implications of selectively reported inferential results 0 0 0 21 1 1 1 98
Tensor eigenvectors for projection pursuit 0 0 2 3 1 2 10 15
The exact sampling distribution of L-statistics 0 0 0 131 1 1 2 396
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 1 2 5 5
The skewness of mean–variance normal mixtures 0 0 1 2 0 0 2 8
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 1 1 1
Vector-valued skewness for model-based clustering 0 0 0 2 1 2 2 22
Total Journal Articles 3 6 31 583 24 51 139 2,018

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate skew-garch model 0 0 0 2 0 0 1 4
Representing Koziol’s Kurtoses 0 0 0 0 0 1 1 3
Total Chapters 0 0 0 2 0 1 2 7
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Statistics updated 2025-12-06