Access Statistics for Nicola Maria Rinaldo Loperfido

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	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	0	5	110
Edgeworth Expansions for Multivariate Random Sums	0	0	0	23	0	0	15	66
On the exact sampling distribution of L-statistics	0	0	1	229	0	0	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	0	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	0	73	3,921

Journal Article	File Downloads				Abstract Views
Journal Article	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	11	146
A note on marginal and conditional independence	0	0	0	8	0	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	12	36
Canonical transformations of skew-normal variates	0	0	0	11	0	3	11	62
Data breaches: Goodness of fit, pricing, and risk measurement	0	0	8	154	1	4	30	331
Edgeworth expansions for multivariate random sums	0	0	0	0	0	0	14	18
Finite mixtures, projection pursuit and tensor rank: a triangulation	0	0	0	4	1	3	8	40
Generalized skew-elliptical distributions and their quadratic forms	0	0	0	32	1	2	10	114
Kurtosis removal for data pre-processing	0	0	0	2	0	0	8	17
Kurtosis-based projection pursuit for outlier detection in financial time series	0	1	3	14	0	1	14	52
Linear transformations to symmetry	0	0	0	1	1	1	5	27
Matrix reshaping for statistics	0	0	0	0	0	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	1	1	6	103
Modeling maxima of longitudinal contralateral observations	0	0	0	11	0	0	10	57
Modelling multivariate skewness in financial returns: a SGARCH approach	0	0	2	14	1	1	19	73
New mathematical and statistical methods for actuarial science and finance	0	0	0	2	0	0	4	22
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns	0	0	0	2	0	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	1	1	9	29
Skewed distributions in finance and actuarial science: a review	0	0	2	33	0	2	17	115
Skewness and the linear discriminant function	0	0	0	5	0	0	5	51
Skewness-based projection pursuit: A computational approach	0	1	3	39	0	1	15	117
Some remarks on Koziol’s kurtosis	0	0	0	4	0	1	10	26
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection	0	0	0	0	0	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	0	3	0	1	14	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	1	1	2	4	1	2	7	15
Third cumulant for multivariate aggregate claim models	0	0	0	0	0	0	5	5
Vector-valued skewness for model-based clustering	0	0	0	2	0	2	5	25
Total Journal Articles	1	3	21	598	8	32	326	2,293

Chapter	File Downloads				Abstract Views
Chapter	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	2	5	5
A multivariate skew-garch model	0	0	2	4	1	1	11	15
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	1	1	8	8
Kurtosis Maximization for Outlier Detection in GARCH Models	0	0	0	0	0	0	4	4
Representing Koziol’s Kurtoses	0	0	0	0	0	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	6	51	57

1 registered items for which data could not be found

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Statistics updated 2026-09-10