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 4 5 183
A sign-based estimator for correlation between financial returns 0 0 0 80 1 2 5 229
Correlations Without Moments 0 0 0 58 0 3 3 108
Edgeworth Expansions for Multivariate Random Sums 0 0 0 23 1 5 13 63
On the exact sampling distribution of L-statistics 0 0 0 228 0 6 7 909
Sampling Distribution of the Gini Index from a Skew Normal 1 1 2 190 1 3 10 725
Statistical Analysis of the Correlation between Italian and U.S. Stock Returns 0 0 0 169 1 5 5 296
The Method of Moments for Multivariate Random Sums 0 0 0 1 3 9 12 20
The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality 0 0 0 280 2 2 2 1,371
Total Working Papers 1 1 2 1,068 9 39 62 3,904

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 1 43 1 7 11 144
A note on marginal and conditional independence 0 0 0 8 1 4 9 79
A note on skew-elliptical distributions and linear functions of order statistics 0 0 0 12 0 1 2 55
A note on the fourth cumulant of a finite mixture distribution 0 0 0 5 1 4 8 29
Canonical transformations of skew-normal variates 0 0 0 11 0 5 7 57
Data breaches: Goodness of fit, pricing, and risk measurement 1 2 11 152 3 8 27 315
Edgeworth expansions for multivariate random sums 0 0 0 0 4 10 11 14
Finite mixtures, projection pursuit and tensor rank: a triangulation 0 0 1 4 1 1 6 36
Generalized skew-elliptical distributions and their quadratic forms 0 0 0 32 0 4 6 109
Kurtosis removal for data pre-processing 0 0 1 2 1 5 8 14
Kurtosis-based projection pursuit for outlier detection in financial time series 1 2 2 13 2 4 8 45
Linear transformations to symmetry 0 0 0 1 0 3 4 26
Matrix reshaping for statistics 0 0 0 0 2 4 7 7
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 4 5 102
Modeling maxima of longitudinal contralateral observations 0 0 0 11 0 5 8 54
Modelling multivariate skewness in financial returns: a SGARCH approach 0 0 1 13 1 9 12 66
New mathematical and statistical methods for actuarial science and finance 0 0 0 2 0 1 1 19
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns 0 0 1 2 0 7 8 15
Quadratic forms of skew-normal random vectors 0 0 0 26 1 4 4 81
Self-consistency and a generalized principal subspace theorem 0 0 0 0 0 5 5 25
Skewed distributions in finance and actuarial science: a review 0 0 1 31 0 4 11 107
Skewness and the linear discriminant function 0 0 0 5 0 2 6 50
Skewness-based projection pursuit: A computational approach 0 0 2 36 0 6 13 108
Some remarks on Koziol’s kurtosis 0 0 0 4 1 6 10 25
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection 0 0 0 0 1 6 7 10
Statistical implications of selectively reported inferential results 0 0 0 21 1 5 6 103
Tensor eigenvectors for projection pursuit 0 0 1 3 1 4 10 19
The exact sampling distribution of L-statistics 0 0 0 131 2 5 7 401
The method of moments for multivariate random sums in the Poisson-Skew-Normal case 0 0 1 1 0 6 11 11
The skewness of mean–variance normal mixtures 0 0 1 2 1 2 3 10
Third cumulant for multivariate aggregate claim models 0 0 0 0 0 3 4 4
Vector-valued skewness for model-based clustering 0 0 0 2 0 1 3 23
Total Journal Articles 2 4 25 587 26 145 248 2,163

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 0 1 1 1
A multivariate skew-garch model 0 2 2 4 3 7 8 11
A skewed GARCH-type model for multivariate financial time series 0 0 0 0 0 1 1 1
An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector 0 0 0 0 0 2 2 2
Kurtosis Maximization for Outlier Detection in GARCH Models 0 0 0 0 0 1 1 1
Representing Koziol’s Kurtoses 0 0 0 0 0 3 4 6
Some inequalities between measures of multivariate kurtosis, with application to financial returns 0 0 0 0 0 4 4 4
Testing for Normality When the Sampled Distribution Is Extended Skew-Normal 0 0 0 0 0 1 1 1
The Mardia’s Kurtosis of a Multivariate GARCH Model 0 0 0 0 0 1 1 1
Total Chapters 0 2 2 4 3 21 23 28
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Statistics updated 2026-03-04