9
H index
9
i10 index
263
Citations
Nicola Maria Rinaldo Loperfido : Citation Profile
Università degli Studi di Urbino | RESEARCH PRODUCTION: 32 Articles 9 Papers 9 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2001 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Nicola Maria Rinaldo Loperfido. | Is cited by:
| Cites to:
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Main data
Where Nicola Maria Rinaldo Loperfido has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Quaderni DSEMS / Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia | 7 |
| Working Papers / Örebro University, School of Business | 2 |
Recent works citing Nicola Maria Rinaldo Loperfido (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A novel k-generation propagation model for cyber risk and its application to cyber insurance. (2024). Zhang, Xin ; Ren, NA. In: Papers. RePEc:arx:papers:2408.14151. Full description at Econpapers || Download paper |
| 2024 | Consistent Estimation of the High-Dimensional Efficient Frontier. (2024). Parolya, Nestor ; Hautsch, Nikolaus ; Okhrin, Yarema ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2409.15103. Full description at Econpapers || Download paper |
| 2024 | Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications. (2024). Sofronov, Georgy ; Jang, Jiwook ; Shevchenko, Pavel V ; Treuck, Stefan ; Peters, Gareth W ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2410.05297. Full description at Econpapers || Download paper |
| 2024 | Evaluating utility in synthetic banking microdata applications. (2024). Moews, Ben ; Caceres, Hugo E. In: Papers. RePEc:arx:papers:2410.22519. Full description at Econpapers || Download paper |
| 2025 | Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225. Full description at Econpapers || Download paper |
| 2025 | Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646. Full description at Econpapers || Download paper |
| 2025 | Hidden semi-Markov models for rainfall-related insurance claims. (2025). Punzo, Antonio ; Shi, Yue ; Maruotti, Antonello ; Otneim, Hkon. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:91-106. Full description at Econpapers || Download paper |
| 2024 | Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (2024). Balakrishnan, Narayanaswamy ; Yin, Chuancun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x23000866. Full description at Econpapers || Download paper |
| 2024 | A multivariate skew-normal-Tukey-h distribution. (2024). Mondal, Sagnik ; Genton, Marc G. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23001069. Full description at Econpapers || Download paper |
| 2024 | Communal grant and land allocation effect on native land disputation in Malaysia. (2024). Lyndon, Novel ; Saad, Suhana ; Ramli, Zaimah ; Jamaluddin, Faathirah ; Azima, A M. In: Land Use Policy. RePEc:eee:lauspo:v:147:y:2024:i:c:s0264837724002904. Full description at Econpapers || Download paper |
| 2025 | The method of moments for multivariate random sums in the Poisson-Skew-Normal case. (2025). Mazur, Stepan ; Javed, Farrukh ; Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003079. Full description at Econpapers || Download paper |
| 2025 | Matrix reshaping for statistics. (2025). Loperfido, Nicola. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s016771522400316x. Full description at Econpapers || Download paper |
| 2024 | Research on the Coupling and Coordination of Land Ecological Security and High-Quality Agricultural Development in the Han River Basin. (2024). Liu, Jiakang ; Zhou, Yong ; Su, Yuelong. In: Land. RePEc:gam:jlands:v:13:y:2024:i:10:p:1666-:d:1497689. Full description at Econpapers || Download paper |
| 2025 | An Outlier Detection Algorithm Based on Multimodal Granular Distances. (2025). Zhou, Ying ; Chen, Yumin ; Huang, Tiancai ; Lyu, Jinsong ; Luo, Hao ; Zhang, Shiwang. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2812-:d:1739699. Full description at Econpapers || Download paper |
| 2024 | Skewness-seeking behavior and financial investments. (2024). Ploner, Matteo ; Benuzzi, Matteo. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:1:d:10.1007_s10436-023-00437-y. Full description at Econpapers || Download paper |
| 2024 | Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model. (2024). Du, Huayun ; Li, Jizu ; Zhang, Zhicheng ; Guo, Yanyu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10534-9. Full description at Econpapers || Download paper |
| 2025 | The effect of corporate risk management on cyber risk mitigation: Evidence from the insurance industry. (2025). Yun, Jiyeon ; Kim, Chanjin ; Jung, Kwangmin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:50:y:2025:i:2:d:10.1057_s41288-024-00326-z. Full description at Econpapers || Download paper |
| 2025 | PGP for portfolio optimization: application to ESG index family. (2025). Peillex, Jonathan ; Urom, Christian ; Abid, Ilyes ; Karmani, Majdi ; Ndubuisi, Gideon. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05460-w. Full description at Econpapers || Download paper |
| 2024 | Confidence sub-contour box: an alternative to traditional confidence intervals. (2024). Ortiz, Santiago ; Laniado, Henry ; Rojas-Diaz, Daniel ; Velez, Carlos M ; Catano-Lopez, Alexandra. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01362-4. Full description at Econpapers || Download paper |
| 2025 | The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w. Full description at Econpapers || Download paper |
| 2025 | Black–Litterman asset allocation under hidden truncation distribution. (2025). Nguyen, Andrew L ; Park, Jungjun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:2:d:10.1007_s11579-025-00387-1. Full description at Econpapers || Download paper |
| 2024 | Top–down disaggregation of life expectancy up to municipal areas, using linear self-regressive spatial models. (2024). Basile, Vincenzo ; Cervellera, Stefano ; Giacalone, Massimiliano ; Cusatelli, Carlo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:4:d:10.1007_s11135-023-01818-1. Full description at Econpapers || Download paper |
| 2024 | A multivariate modified skew-normal distribution. (2024). Mondal, Sagnik ; Genton, Marc G ; Arellano-Valle, Reinaldo B. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01397-1. Full description at Econpapers || Download paper |
| 2024 | Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science. (2024). Yang, Yang ; Yao, Jing ; Yin, Chuancun. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01580-y. Full description at Econpapers || Download paper |
| 2024 | Invariant Coordinate Selection and Fisher Discriminant Subspace Beyond The Case of Two Groups. (2024). Nordhausen, Klaus ; Prile, Luka ; Ruiz-Gazen, Anne ; Archimbaud, Aurore ; Becquart, Colombe. In: TSE Working Papers. RePEc:tse:wpaper:129798. Full description at Econpapers || Download paper |
| 2025 | ICS for complex data with application to outlier detection for density data objects. (2024). THOMAS-AGNAN, Christine ; Ruiz-Gazen, Anne ; Trinh, Thi-Huong ; Mondon, Camille. In: TSE Working Papers. RePEc:tse:wpaper:129830. Full description at Econpapers || Download paper |
Works by Nicola Maria Rinaldo Loperfido:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Skewness-based projection pursuit: A computational approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
| 2024 | Edgeworth expansions for multivariate random sums In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Edgeworth Expansions for Multivariate Random Sums.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 31 |
| 2014 | A note on the fourth cumulant of a finite mixture distribution In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2014 | Linear transformations to symmetry In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Self-consistency and a generalized principal subspace theorem In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2020 | Some remarks on Koziol’s kurtosis In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2021 | Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2024 | The skewness of mean–variance normal mixtures In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2025 | The method of moments for multivariate random sums in the Poisson-Skew-Normal case In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2025 | Matrix reshaping for statistics In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2001 | Quadratic forms of skew-normal random vectors In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 10 |
| 2002 | Statistical implications of selectively reported inferential results In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 14 |
| 2003 | A Bayesian interpretation of the multivariate skew-normal distribution In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 20 |
| 2008 | A note on skew-elliptical distributions and linear functions of order statistics In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 9 |
| 2010 | A note on marginal and conditional independence In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Skewness and the linear discriminant function In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 9 |
| 2015 | Vector-valued skewness for model-based clustering In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | A multivariate skew-garch model In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2024 | The Method of Moments for Multivariate Random Sums In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The exact sampling distribution of L-statistics In: Metron - International Journal of Statistics. [Full Text][Citation analysis] | article | 17 |
| 2003 | On the exact sampling distribution of L-statistics.(2003) In: Quaderni DSEMS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2019 | Finite mixtures, projection pursuit and tensor rank: a triangulation In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 3 |
| 2023 | Kurtosis removal for data pre-processing In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
| 2005 | Generalized skew-elliptical distributions and their quadratic forms In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 44 |
| 2023 | Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 1 |
| 2021 | Representing Koziol’s Kurtoses In: Springer Books. [Citation analysis] | chapter | 0 |
| 2022 | The Mardia’s Kurtosis of a Multivariate GARCH Model In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | Testing for Normality When the Sampled Distribution Is Extended Skew-Normal In: Springer Books. [Citation analysis] | chapter | 0 |
| 2014 | A Probability Inequality Related to Mardia’s Kurtosis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2018 | An Extension of Multidimensional Scaling to Several Distance Matrices, and Its Application to the Italian Banking Sector In: Springer Books. [Citation analysis] | chapter | 0 |
| 2018 | Kurtosis Maximization for Outlier Detection in GARCH Models In: Springer Books. [Citation analysis] | chapter | 0 |
| 2010 | A skewed GARCH-type model for multivariate financial time series In: Springer Books. [Citation analysis] | chapter | 0 |
| 2012 | Some inequalities between measures of multivariate kurtosis, with application to financial returns In: Springer Books. [Citation analysis] | chapter | 0 |
| 2008 | Modeling maxima of longitudinal contralateral observations In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2010 | Canonical transformations of skew-normal variates In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2024 | Tensor eigenvectors for projection pursuit In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2015 | Modelling multivariate skewness in financial returns: a SGARCH approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | Skewed distributions in finance and actuarial science: a review In: The European Journal of Finance. [Full Text][Citation analysis] | article | 44 |
| 2020 | Kurtosis-based projection pursuit for outlier detection in financial time series In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 2020 | New mathematical and statistical methods for actuarial science and finance In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2009 | Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Third cumulant for multivariate aggregate claim models In: Scandinavian Actuarial Journal. [Full Text][Citation analysis] | article | 1 |
| 2003 | Correlations Without Moments In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Sampling Distribution of the Gini Index from a Skew Normal In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Statistical Analysis of the Correlation between Italian and U.S. Stock Returns In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A note on the Exact Sampling Distribution of L-Statistics. In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A sign-based estimator for correlation between financial returns In: Quaderni DSEMS. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team