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 2 176
A sign-based estimator for correlation between financial returns 0 0 0 78 0 0 2 220
Correlations Without Moments 0 0 0 56 0 0 5 100
On the exact sampling distribution of L-statistics 0 0 0 223 0 2 14 883
Sampling Distribution of the Gini Index from a Skew Normal 1 1 2 184 1 1 7 704
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 0 0 3 290
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 1,366
Total Working Papers 1 1 2 1,028 1 3 36 3,739


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 1 1 2 35 1 1 5 106
A note on marginal and conditional independence 0 0 1 4 0 0 3 34
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 0 1 52
A note on the fourth cumulant of a finite mixture distribution 0 0 0 4 0 0 1 17
Canonical transformations of skew-normal variates 0 0 0 8 0 0 2 41
Data breaches: Goodness of fit, pricing, and risk measurement 4 5 18 60 9 11 53 135
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 0 0 1 6 10 13
Generalized skew-elliptical distributions and their quadratic forms 0 1 1 30 0 1 5 90
Kurtosis-based projection pursuit for outlier detection in financial time series 0 0 0 0 0 2 2 2
Linear transformations to symmetry 0 0 0 1 0 1 4 17
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 0 0 0 11 1 1 2 92
Modeling maxima of longitudinal contralateral observations 0 0 0 10 0 0 0 42
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 0 7 0 0 0 30
New mathematical and statistical methods for actuarial science and finance 0 0 1 1 1 2 10 10
Quadratic forms of skew-normal random vectors 0 0 2 14 0 1 7 58
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 0 4 11 0 5 10 39
Skewness and the linear discriminant function 0 1 1 4 0 2 10 37
Skewness-based projection pursuit: A computational approach 0 0 3 12 0 0 11 31
Some remarks on Koziol’s kurtosis 0 0 0 0 0 0 0 0
Statistical implications of selectively reported inferential results 0 0 0 19 2 2 6 89
The exact sampling distribution of L-statistics 0 0 0 127 6 8 26 371
Vector-valued skewness for model-based clustering 0 0 0 1 0 0 4 18
Total Journal Articles 5 8 33 371 21 43 172 1,338


Statistics updated 2020-09-04