Nicola Maria Rinaldo Loperfido : Citation Profile


Are you Nicola Maria Rinaldo Loperfido?

Università degli Studi di Urbino

9

H index

9

i10 index

242

Citations

RESEARCH PRODUCTION:

27

Articles

8

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 11
   Journals where Nicola Maria Rinaldo Loperfido has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 15 (5.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo229
   Updated: 2024-07-05    RAS profile: 2023-11-20    
   Missing citations? Add them    Incorrect content? Let us know

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)

Kiss, Tamas (2)

Vanduffel, Steven (2)

Nguyen, Hoang (2)

Punzo, Antonio (2)

Eling, Martin (2)

Ruiz-Gazen, Anne (2)

Catania, Leopoldo (2)

Wolff, Christian (1)

Dentcheva, Darinka (1)

Cites to:

Peña, Daniel (17)

Eling, Martin (11)

Bernardi, Mauro (6)

Maruotti, Antonello (6)

Petrella, Lea (6)

Guillen, Montserrat (4)

Magnus, Jan (4)

De Luca, Giovanni (3)

Sarabia, José María (3)

Peters, Jean-Philippe (2)

Rockinger, Michael (2)

Main data


Where Nicola Maria Rinaldo Loperfido has published?


Journals with more than one article published# docs
Statistics & Probability Letters7
Journal of Multivariate Analysis5
The European Journal of Finance4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research2
Advances in Data Analysis and Classification2

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 (2024 and 2023)


YearTitle of citing document
2023Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity. (2022). Peters, Gareth W ; Jang, Jiwook ; Truck, Stefan ; Sofronov, Georgy ; Shevchenko, Pavel V ; Malavasi, Matteo. In: Papers. RePEc:arx:papers:2202.10588.

Full description at Econpapers || Download paper

2023An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions. (2023). Balakrishnan, Narayanaswamy ; Zuo, Baishuai ; Yin, Chuancun. In: Papers. RePEc:arx:papers:2311.18176.

Full description at Econpapers || Download paper

2023A Computational Perspective on Projection Pursuit in High Dimensions: Feasible or Infeasible Feature Extraction. (2023). Wang, Xiaomei ; Ye, Jimin ; Zhang, Chunming. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:140-161.

Full description at Econpapers || Download paper

2024Optimal tests for elliptical symmetry: specified and unspecified location. (2019). Hallin, Marc ; Ley, Christophe ; Gelbgras, Laetitia ; Babic, Sladana. In: Working Papers ECARES. RePEc:eca:wpaper:2013/295909.

Full description at Econpapers || Download paper

2024Stochastic 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

2024The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x.

Full description at Econpapers || Download paper

2024A multivariate skew-normal-Tukey-h distribution. (2024). Genton, Marc G ; Mondal, Sagnik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:200:y:2024:i:c:s0047259x23001069.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Hidden semi-Markov models for rainfall-related insurance claims. (2023). Punzo, Antonio ; Shi, Yue ; Maruotti, Antonello ; Otneim, Hkon. In: Discussion Papers. RePEc:hhs:nhhfms:2023_017.

Full description at Econpapers || Download paper

2024Skewness-seeking behavior and financial investments. (2024). Benuzzi, Matteo ; Ploner, 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

2023Modelling and predicting enterprise-level cyber risks in the context of sparse data availability. (2023). Schiereck, Dirk ; Zangerle, Daniel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-022-00282-6.

Full description at Econpapers || Download paper

2023Cyber loss model risk translates to premium mispricing and risk sensitivity. (2023). Jang, Jiwook ; Truck, Stefan ; Shevchenko, Pavel V ; Sofronov, Georgy ; Malavasi, Matteo ; Peters, Gareth W. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-023-00285-x.

Full description at Econpapers || Download paper

2023Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty. (2023). Belkacem, Lotfi ; Peretti, Christian ; Ghaddab, Sarra. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02371-4.

Full description at Econpapers || Download paper

2023A Semi-parametric Density Estimation with Application in Clustering. (2023). Arashi, Mohammad ; Bekker, Andriette ; Salehi, Mahdi. In: Journal of Classification. RePEc:spr:jclass:v:40:y:2023:i:1:d:10.1007_s00357-022-09425-9.

Full description at Econpapers || Download paper

Works by Nicola Maria Rinaldo Loperfido:


YearTitleTypeCited
2018Skewness-based projection pursuit: A computational approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article11
2017Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article28
2014A note on the fourth cumulant of a finite mixture distribution In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2014Linear transformations to symmetry In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article2
2015Self-consistency and a generalized principal subspace theorem In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article4
2020Some remarks on Koziol’s kurtosis In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article2
2021Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article3
2001Quadratic forms of skew-normal random vectors In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article10
2002Statistical implications of selectively reported inferential results In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article14
2003A Bayesian interpretation of the multivariate skew-normal distribution In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article19
2008A note on skew-elliptical distributions and linear functions of order statistics In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article9
2010A note on marginal and conditional independence In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2013Skewness and the linear discriminant function In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article9
2015Vector-valued skewness for model-based clustering In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article1
2006A multivariate skew-garch model In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter0
2020Edgeworth Expansions for Multivariate Random Sums In: Working Papers.
[Full Text][Citation analysis]
paper0
2005The exact sampling distribution of L-statistics In: Metron - International Journal of Statistics.
[Full Text][Citation analysis]
article17
2003On the exact sampling distribution of L-statistics.(2003) In: Quaderni DSEMS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2019Finite mixtures, projection pursuit and tensor rank: a triangulation In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]
article3
2023Kurtosis removal for data pre-processing In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]
article0
2005Generalized skew-elliptical distributions and their quadratic forms In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]
article44
2023Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article0
2021Representing Koziol’s Kurtoses In: Springer Books.
[Citation analysis]
chapter0
2008Modeling maxima of longitudinal contralateral observations In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article5
2010Canonical transformations of skew-normal variates In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article10
2015Modelling multivariate skewness in financial returns: a SGARCH approach In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
2015Skewed distributions in finance and actuarial science: a review In: The European Journal of Finance.
[Full Text][Citation analysis]
article36
2020Kurtosis-based projection pursuit for outlier detection in financial time series In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
2020New mathematical and statistical methods for actuarial science and finance In: The European Journal of Finance.
[Full Text][Citation analysis]
article4
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.
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
2003Correlations Without Moments In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper0
2003Sampling Distribution of the Gini Index from a Skew Normal In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper1
2003Statistical Analysis of the Correlation between Italian and U.S. Stock Returns In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper0
2004The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper0
2004A note on the Exact Sampling Distribution of L-Statistics. In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper0
2004A sign-based estimator for correlation between financial returns In: Quaderni DSEMS.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team