10
H index
10
i10 index
258
Citations
Nicola Maria Rinaldo Loperfido : Citation Profile
Università degli Studi di Urbino | RESEARCH PRODUCTION: 29 Articles 9 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2001 - 2024). 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:
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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 / rebro University, School of Business | 2 |
Recent works citing Nicola Maria Rinaldo Loperfido (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Cyber 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 |
| 2023 | An 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 |
| 2023 | A 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 |
| 2024 | Optimal tests for elliptical symmetry: speciï¬ed and unspeciï¬ed 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 |
| 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 | The 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 |
| 2024 | A 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 |
| 2023 | Hidden 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 |
| 2024 | Skewness-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 |
| 2023 | Modelling 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 |
| 2023 | Cyber 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 |
| 2023 | Extreme 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 |
| 2023 | A 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:
| 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 | 0 |
| 2020 | Edgeworth Expansions for Multivariate Random Sums.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 30 |
| 2014 | A note on the fourth cumulant of a finite mixture distribution In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 2014 | Linear transformations to symmetry In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
| 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 | 2 |
| 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 |
| 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 | 19 |
| 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 | 10 |
| 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 | 5 |
| 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 | 0 |
| 2021 | Representing Koziol’s Kurtoses 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 |
| 2015 | Modelling multivariate skewness in financial returns: a SGARCH approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | Skewed distributions in finance and actuarial science: a review In: The European Journal of Finance. [Full Text][Citation analysis] | article | 39 |
| 2020 | Kurtosis-based projection pursuit for outlier detection in financial time series In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 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 |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 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, 3 2024. Contact: CitEc Team