Nicola Maria Rinaldo Loperfido : Citation Profile


Are you Nicola Maria Rinaldo Loperfido?

Università degli Studi di Urbino

7

H index

6

i10 index

129

Citations

RESEARCH PRODUCTION:

20

Articles

7

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 7
   Journals where Nicola Maria Rinaldo Loperfido has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 10 (7.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo229
   Updated: 2019-12-07    RAS profile: 2019-10-14    
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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:

Paindaveine, Davy (4)

Parolya, Nestor (4)

Wolff, Christian (1)

Punzo, Antonio (1)

Vanduffel, Steven (1)

Sarabia, José María (1)

Catania, Leopoldo (1)

Dentcheva, Darinka (1)

Barbi, Massimiliano (1)

Cites to:

Peña, Daniel (9)

Maruotti, Antonello (4)

Bernardi, Mauro (4)

De Luca, Giovanni (3)

Sarabia, José María (3)

Guillen, Montserrat (3)

Granger, Clive (3)

Wirfs, Jan (2)

Lovell, C. (2)

Biener, Christian (2)

Peters, Jean-Philippe (2)

Main data


Where Nicola Maria Rinaldo Loperfido has published?


Journals with more than one article published# docs
Statistics & Probability Letters7
Journal of Multivariate Analysis3
The European Journal of Finance2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2

Working Papers Series with more than one paper published# docs
Quaderni DSEMS / Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia7

Recent works citing Nicola Maria Rinaldo Loperfido (2019 and 2018)


YearTitle of citing document
2019Cyber bonds and their pricing models. (2019). Markov, Alexander ; Kolesnikov, Oleg ; Solovjovs, Sergejs ; Smagulov, Daulet . In: Papers. RePEc:arx:papers:1911.06698.

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2019Black–Litterman model for continuous distributions. (2019). Palczewski, Andrzej. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:708-720.

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2019Optimal strategies under Omega ratio. (2019). Ye, Jiang ; Vanduffel, Steven ; Bernard, Carole. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:755-767.

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2018Portfolio optimisation under flexible dynamic dependence modelling. (2018). Bernardi, Mauro ; Catania, Leopoldo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:1-18.

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2019Skewness risk premium: Theory and empirical evidence. (2019). Wolff, Christian ; Lin, Yuehao ; Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:174-185.

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2018On generalized log-Moyal distribution: A new heavy tailed size distribution. (2018). Bhati, Deepesh ; Ravi, Sreenivasan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:247-259.

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2018Compound unimodal distributions for insurance losses. (2018). Punzo, Antonio ; Maruotti, Antonello ; Bagnato, Luca. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:95-107.

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2018Copula approaches for modeling cross-sectional dependence of data breach losses. (2018). Eling, Martin ; Jung, Kwangmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:167-180.

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2018Scale and shape mixtures of multivariate skew-normal distributions. (2018). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Ferreira, Clecio S. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:166:y:2018:i:c:p:98-110.

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2019Tail densities of skew-elliptical distributions. (2019). Li, Haijun ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:421-435.

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2018Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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2017On the independence of singular multivariate skew-normal sub-vectors. (2017). Young, Dean M ; Kahle, David J. In: Statistics & Probability Letters. RePEc:eee:stapro:v:122:y:2017:i:c:p:58-62.

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2018Generalized skew-elliptical distributions are closed under affine transformations. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:134:y:2018:i:c:p:1-4.

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2018A proof for the existence of multivariate singular generalized skew-elliptical density functions. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55.

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2018The inverse survival function for multivariate distributions and its application to the product moment. (2018). Ogasawara, Haruhiko. In: Statistics & Probability Letters. RePEc:eee:stapro:v:142:y:2018:i:c:p:71-76.

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2019On the moment generating function for random vectors via inverse survival function. (2019). Song, Pingfan ; Wang, Shaochen ; Tan, Changchun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:145:y:2019:i:c:p:345-350.

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2019A note on the coefficients of elliptical random variables. (2019). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:153-155.

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2019The Minkowski length of a spherical random vector. (2019). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:153:y:2019:i:c:p:104-107.

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2017Central limit theorems for functionals of large sample covariance matrix and mean vector in matrix-variate location mixture of normal distributions. (2017). Parolya, Nestor ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2017_005.

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2018On the exact distribution of order statistics arising from a doubly truncated bivariate elliptical distribution. (2018). Roozegar, Roohollah ; Tsung-I Lin, ; Amiri, Mehdi ; Jamalizadeh, Ahad. In: METRON. RePEc:spr:metron:v:76:y:2018:i:1:d:10.1007_s40300-017-0111-5.

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Works by Nicola Maria Rinaldo Loperfido:


YearTitleTypeCited
2018Skewness-based projection pursuit: A computational approach In: Computational Statistics & Data Analysis.
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article1
2017Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics.
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article2
2014A note on the fourth cumulant of a finite mixture distribution In: Journal of Multivariate Analysis.
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article0
2014Linear transformations to symmetry In: Journal of Multivariate Analysis.
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article0
2015Self-consistency and a generalized principal subspace theorem In: Journal of Multivariate Analysis.
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article1
2001Quadratic forms of skew-normal random vectors In: Statistics & Probability Letters.
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article10
2002Statistical implications of selectively reported inferential results In: Statistics & Probability Letters.
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article11
2003A Bayesian interpretation of the multivariate skew-normal distribution In: Statistics & Probability Letters.
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article14
2008A note on skew-elliptical distributions and linear functions of order statistics In: Statistics & Probability Letters.
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article9
2010A note on marginal and conditional independence In: Statistics & Probability Letters.
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article0
2013Skewness and the linear discriminant function In: Statistics & Probability Letters.
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article5
2015Vector-valued skewness for model-based clustering In: Statistics & Probability Letters.
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article0
2005The exact sampling distribution of L-statistics In: Metron - International Journal of Statistics.
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article16
2003On the exact sampling distribution of L-statistics.(2003) In: Quaderni DSEMS.
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This paper has another version. Agregated cites: 16
paper
2019Finite mixtures, projection pursuit and tensor rank: a triangulation In: Advances in Data Analysis and Classification.
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article0
2005Generalized skew-elliptical distributions and their quadratic forms In: Annals of the Institute of Statistical Mathematics.
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article31
2008Modeling maxima of longitudinal contralateral observations In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article5
2010Canonical transformations of skew-normal variates In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article7
2015Modelling multivariate skewness in financial returns: a SGARCH approach In: The European Journal of Finance.
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article3
2015Skewed distributions in finance and actuarial science: a review In: The European Journal of Finance.
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article14
2009Maximum 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.
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article0
2003Correlations Without Moments In: Quaderni DSEMS.
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paper0
2003Sampling Distribution of the Gini Index from a Skew Normal In: Quaderni DSEMS.
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paper0
2003Statistical Analysis of the Correlation between Italian and U.S. Stock Returns In: Quaderni DSEMS.
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2004The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality In: Quaderni DSEMS.
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2004A note on the Exact Sampling Distribution of L-Statistics. In: Quaderni DSEMS.
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2004A sign-based estimator for correlation between financial returns In: Quaderni DSEMS.
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paper0

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