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 1 179
A sign-based estimator for correlation between financial returns 0 0 0 80 0 0 0 224
Correlations Without Moments 0 0 0 58 0 0 0 105
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 0 0 0 50
On the exact sampling distribution of L-statistics 0 0 0 228 0 0 1 902
Sampling Distribution of the Gini Index from a Skew Normal 0 0 0 188 0 0 4 717
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 1 1 0 1 9 10
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 0 1 1,066 0 2 15 3,847

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 1 3 43 0 2 7 135
A note on marginal and conditional independence 0 0 1 8 0 1 8 71
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 0 0 53
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 1 1 1 22
Canonical transformations of skew-normal variates 0 0 0 11 0 0 0 50
Data breaches: Goodness of fit, pricing, and risk measurement 2 2 21 144 2 4 35 295
Edgeworth expansions for multivariate random sums 0 0 0 0 0 0 3 3
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 1 4 0 0 3 32
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 0 0 0 103
Kurtosis removal for data pre-processing 0 0 0 1 1 1 3 7
Kurtosis-based projection pursuit for outlier detection in financial time series 0 0 1 11 1 1 5 38
Linear transformations to symmetry 0 0 0 1 0 0 0 22
Matrix reshaping for statistics 0 0 0 0 0 1 1 1
Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure 0 0 0 13 0 0 2 97
Modeling maxima of longitudinal contralateral observations 0 0 0 11 0 0 0 46
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 0 12 0 0 2 54
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 1 0 0 4 7
Quadratic forms of skew-normal random vectors 0 0 1 26 0 0 3 77
Self-consistency and a generalized principal subspace theorem 0 0 0 0 0 0 2 20
Skewed distributions in finance and actuarial science: a review 0 1 4 31 0 1 11 98
Skewness and the linear discriminant function 0 0 0 5 1 1 2 46
Skewness-based projection pursuit: A computational approach 0 1 3 35 0 2 11 97
Some remarks on Koziol’s kurtosis 0 0 0 4 1 1 1 16
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 0 0 1 3
Statistical implications of selectively reported inferential results 0 0 1 21 0 0 1 97
Tensor eigenvectors for projection pursuit 0 0 2 2 0 1 10 10
The exact sampling distribution of L-statistics 0 0 0 131 0 1 3 395
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 0 0 0 0 1 1
The skewness of mean–variance normal mixtures 0 1 2 2 0 1 5 8
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 0 0 0
Vector-valued skewness for model-based clustering 0 0 0 2 0 0 1 20
Total Journal Articles 2 6 41 570 7 19 126 1,942

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 0 3
Representing Koziol’s Kurtoses 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 2 0 0 0 5
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Statistics updated 2025-07-04