Nicola Maria Rinaldo Loperfido
Names
| first: |
Nicola |
| middle: |
Maria Rinaldo |
| last: |
Loperfido |
Identifer
Contact
Affiliations
-
Università degli Studi di Urbino
/ Facoltà di Economia
Research profile
author of:
- Skewness-based projection pursuit: A computational approach (RePEc:eee:csdana:v:120:y:2018:i:c:p:42-57)
by Loperfido, Nicola - Edgeworth expansions for multivariate random sums (RePEc:eee:ecosta:v:31:y:2024:i:c:p:66-80)
by Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan - Data breaches: Goodness of fit, pricing, and risk measurement (RePEc:eee:insuma:v:75:y:2017:i:c:p:126-136)
by Eling, Martin & Loperfido, Nicola - A note on the fourth cumulant of a finite mixture distribution (RePEc:eee:jmvana:v:123:y:2014:i:c:p:386-394)
by Loperfido, Nicola - Linear transformations to symmetry (RePEc:eee:jmvana:v:129:y:2014:i:c:p:186-192)
by Loperfido, Nicola - Self-consistency and a generalized principal subspace theorem (RePEc:eee:jmvana:v:133:y:2015:i:c:p:27-37)
by Tarpey, Thaddeus & Loperfido, Nicola - Some remarks on Koziol’s kurtosis (RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x19303604)
by Loperfido, Nicola - Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection (RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000877)
by Loperfido, Nicola - The skewness of mean–variance normal mixtures (RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x)
by Loperfido, Nicola - Quadratic forms of skew-normal random vectors (RePEc:eee:stapro:v:54:y:2001:i:4:p:381-387)
by Loperfido, Nicola - Statistical implications of selectively reported inferential results (RePEc:eee:stapro:v:56:y:2002:i:1:p:13-22)
by Loperfido, Nicola - A Bayesian interpretation of the multivariate skew-normal distribution (RePEc:eee:stapro:v:61:y:2003:i:4:p:395-401)
by Liseo, Brunero & Loperfido, Nicola - A note on skew-elliptical distributions and linear functions of order statistics (RePEc:eee:stapro:v:78:y:2008:i:18:p:3184-3186)
by Loperfido, Nicola - A note on marginal and conditional independence (RePEc:eee:stapro:v:80:y:2010:i:23-24:p:1695-1699)
by Loperfido, Nicola - Skewness and the linear discriminant function (RePEc:eee:stapro:v:83:y:2013:i:1:p:93-99)
by Loperfido, Nicola - Vector-valued skewness for model-based clustering (RePEc:eee:stapro:v:99:y:2015:i:c:p:230-237)
by Loperfido, Nicola - Unknown item RePEc:eme:aeco11:s0731-9053(05)20002-6 (chapter)
- A multivariate skew-garch model (RePEc:eme:aecozz:s0731-9053(05)20002-6)
by Giovanni De Luca & Marc G. Genton & Nicola Loperfido - Edgeworth Expansions for Multivariate Random Sums (RePEc:hhs:oruesi:2020_009)
by Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan - The Method of Moments for Multivariate Random Sums (RePEc:hhs:oruesi:2024_006)
by Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan - The exact sampling distribution of L-statistics (RePEc:mtn:ancoec:050204)
by Corrado Crocetta & Nicola Loperfido - Finite mixtures, projection pursuit and tensor rank: a triangulation (RePEc:spr:advdac:v:13:y:2019:i:1:d:10.1007_s11634-018-0336-z)
by Nicola Loperfido - Kurtosis removal for data pre-processing (RePEc:spr:advdac:v:17:y:2023:i:1:d:10.1007_s11634-022-00498-3)
by Nicola Loperfido - Generalized skew-elliptical distributions and their quadratic forms (RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401)
by Marc Genton & Nicola Loperfido - Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns (RePEc:spr:joptap:v:199:y:2023:i:1:d:10.1007_s10957-023-02252-x)
by Nicola Loperfido & Tomer Shushi - Representing Koziol’s Kurtoses (RePEc:spr:sprchp:978-3-030-78965-7_47)
by Nicola Loperfido - Modeling maxima of longitudinal contralateral observations (RePEc:spr:testjl:v:17:y:2008:i:2:p:370-380)
by Nicola Loperfido - Canonical transformations of skew-normal variates (RePEc:spr:testjl:v:19:y:2010:i:1:p:146-165)
by Nicola Loperfido - Tensor eigenvectors for projection pursuit (RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00902-w)
by Nicola Loperfido - Modelling multivariate skewness in financial returns: a SGARCH approach (RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1113-1131)
by Giovanni De Luca & Nicola Loperfido - Skewed distributions in finance and actuarial science: a review (RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281)
by Christopher Adcock & Martin Eling & Nicola Loperfido - Kurtosis-based projection pursuit for outlier detection in financial time series (RePEc:taf:eurjfi:v:26:y:2020:i:2-3:p:142-164)
by Nicola Loperfido - New mathematical and statistical methods for actuarial science and finance (RePEc:taf:eurjfi:v:26:y:2020:i:2-3:p:96-99)
by Martin Eling & Nicola Loperfido - Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure (RePEc:taf:japsta:v:36:y:2009:i:10:p:1101-1108)
by Corrado Crocetta & Nicola Loperfido - Third cumulant for multivariate aggregate claim models (RePEc:taf:sactxx:v:2018:y:2018:i:2:p:109-128)
by Nicola Loperfido & Stepan Mazur & Krzysztof Podgórski - Correlations Without Moments (RePEc:ufg:qdsems:05-2003)
by Corrado Crocetta & Nicola Loperfido - On the exact sampling distribution of L-statistics (RePEc:ufg:qdsems:06-2003)
by Corrado Crocetta & Nicola Loperfido - Sampling Distribution of the Gini Index from a Skew Normal (RePEc:ufg:qdsems:07-2003)
by Corrado Crocetta & Nicola Loperfido - Statistical Analysis of the Correlation between Italian and U.S. Stock Returns (RePEc:ufg:qdsems:12-2003)
by Corrado Crocetta & Nicola Loperfido - The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality (RePEc:ufg:qdsems:18-2004)
by Corrado Crocetta & Nicola Loperfido - A note on the Exact Sampling Distribution of L-Statistics (RePEc:ufg:qdsems:19-2004)
by Corrado Crocetta & Nicola Loperfido - A sign-based estimator for correlation between financial returns (RePEc:ufg:qdsems:20-2004)
by Corrado Crocetta & Nicola Loperfido