Nicola Maria Rinaldo Loperfido : Citation Profile


Are you Nicola Maria Rinaldo Loperfido?

Università degli Studi di Urbino

10

H index

10

i10 index

254

Citations

RESEARCH PRODUCTION:

29

Articles

9

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 11
   Journals where Nicola Maria Rinaldo Loperfido has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 15 (5.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo229
   Updated: 2024-11-04    RAS profile: 2024-10-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Mazur, Stepan (3)

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:

Mazur, Stepan (7)

Parolya, Nestor (5)

Paindaveine, Davy (4)

Kiss, Tamas (2)

Eling, Martin (2)

Ruiz-Gazen, Anne (2)

Nguyen, Hoang (2)

Catania, Leopoldo (2)

Vanduffel, Steven (2)

Punzo, Antonio (2)

Ploner, Matteo (1)

Cites to:

Peña, Daniel (20)

Eling, Martin (10)

Magnus, Jan (4)

Maruotti, Antonello (4)

De Luca, Giovanni (4)

Bernardi, Mauro (4)

Petrella, Lea (4)

Mazur, Stepan (3)

Guillen, Montserrat (3)

Rockinger, Michael (3)

Jondeau, Eric (3)

Main data


Where Nicola Maria Rinaldo Loperfido has published?


Journals with more than one article published# docs
Statistics & Probability Letters7
Journal of Multivariate Analysis6
The European Journal of Finance4
Advances in Data Analysis and Classification2
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
Working Papers / Örebro University, School of Business2

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

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]
article14
2024Edgeworth expansions for multivariate random sums In: Econometrics and Statistics.
[Full Text][Citation analysis]
article0
2020Edgeworth Expansions for Multivariate Random Sums.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Data breaches: Goodness of fit, pricing, and risk measurement In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article30
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]
article4
2024The skewness of mean–variance normal mixtures In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
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]
article10
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
2024The Method of Moments 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]
article4
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]
article38
2020Kurtosis-based projection pursuit for outlier detection in financial time series In: The European Journal of Finance.
[Full Text][Citation analysis]
article5
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]
article2
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. Last updated November, 3 2024. Contact: CitEc Team