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Nicola Maria Rinaldo Loperfido

Personal Details

First Name:Nicola
Middle Name:Maria Rinaldo
Last Name:Loperfido
Suffix:
RePEc Short-ID:plo229
[This author has chosen not to make the email address public]

Affiliation

Facoltà di Economia
Università degli Studi di Urbino

Urbino, Italy
http://www.econ.uniurb.it/
RePEc:edi:feurbit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024. "The Method of Moments for Multivariate Random Sums," Working Papers 2024:6, Örebro University, School of Business.
  2. Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2020. "Edgeworth Expansions for Multivariate Random Sums," Working Papers 2020:9, Örebro University, School of Business.
  3. Corrado Crocetta & Nicola Loperfido, 2004. "A sign-based estimator for correlation between financial returns," Quaderni DSEMS 20-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  4. Corrado Crocetta & Nicola Loperfido, 2004. "The relationship of the Six-Minute Walk Test To Maximal Oxygen Consumption Under the Assumption of Skew-Normality," Quaderni DSEMS 18-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  5. Corrado Crocetta & Nicola Loperfido, 2004. "A note on the Exact Sampling Distribution of L-Statistics," Quaderni DSEMS 19-2004, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  6. Corrado Crocetta & Nicola Loperfido, 2003. "Correlations Without Moments," Quaderni DSEMS 05-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  7. Corrado Crocetta & Nicola Loperfido, 2003. "Sampling Distribution of the Gini Index from a Skew Normal," Quaderni DSEMS 07-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  8. Corrado Crocetta & Nicola Loperfido, 2003. "On the exact sampling distribution of L-statistics," Quaderni DSEMS 06-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
  9. Corrado Crocetta & Nicola Loperfido, 2003. "Statistical Analysis of the Correlation between Italian and U.S. Stock Returns," Quaderni DSEMS 12-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

Articles

  1. Nicola Loperfido, 2024. "Tensor eigenvectors for projection pursuit," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(2), pages 453-472, June.
  2. Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024. "Edgeworth expansions for multivariate random sums," Econometrics and Statistics, Elsevier, vol. 31(C), pages 66-80.
  3. Loperfido, Nicola, 2024. "The skewness of mean–variance normal mixtures," Journal of Multivariate Analysis, Elsevier, vol. 199(C).
  4. Nicola Loperfido & Tomer Shushi, 2023. "Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns," Journal of Optimization Theory and Applications, Springer, vol. 199(1), pages 143-166, October.
  5. Nicola Loperfido, 2023. "Kurtosis removal for data pre-processing," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(1), pages 239-267, March.
  6. Loperfido, Nicola, 2021. "Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
  7. Martin Eling & Nicola Loperfido, 2020. "New mathematical and statistical methods for actuarial science and finance," The European Journal of Finance, Taylor & Francis Journals, vol. 26(2-3), pages 96-99, February.
  8. Loperfido, Nicola, 2020. "Some remarks on Koziol’s kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
  9. Nicola Loperfido, 2020. "Kurtosis-based projection pursuit for outlier detection in financial time series," The European Journal of Finance, Taylor & Francis Journals, vol. 26(2-3), pages 142-164, February.
  10. Nicola Loperfido, 2019. "Finite mixtures, projection pursuit and tensor rank: a triangulation," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 145-173, March.
  11. Loperfido, Nicola, 2018. "Skewness-based projection pursuit: A computational approach," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 42-57.
  12. Nicola Loperfido & Stepan Mazur & Krzysztof Podgórski, 2018. "Third cumulant for multivariate aggregate claim models," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2018(2), pages 109-128, February.
  13. Eling, Martin & Loperfido, Nicola, 2017. "Data breaches: Goodness of fit, pricing, and risk measurement," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 126-136.
  14. Loperfido, Nicola, 2015. "Vector-valued skewness for model-based clustering," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 230-237.
  15. Giovanni De Luca & Nicola Loperfido, 2015. "Modelling multivariate skewness in financial returns: a SGARCH approach," The European Journal of Finance, Taylor & Francis Journals, vol. 21(13-14), pages 1113-1131, November.
  16. Christopher Adcock & Martin Eling & Nicola Loperfido, 2015. "Skewed distributions in finance and actuarial science: a review," The European Journal of Finance, Taylor & Francis Journals, vol. 21(13-14), pages 1253-1281, November.
  17. Tarpey, Thaddeus & Loperfido, Nicola, 2015. "Self-consistency and a generalized principal subspace theorem," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 27-37.
  18. Loperfido, Nicola, 2014. "A note on the fourth cumulant of a finite mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 386-394.
  19. Loperfido, Nicola, 2014. "Linear transformations to symmetry," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 186-192.
  20. Loperfido, Nicola, 2013. "Skewness and the linear discriminant function," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 93-99.
  21. Loperfido, Nicola, 2010. "A note on marginal and conditional independence," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1695-1699, December.
  22. Nicola Loperfido, 2010. "Canonical transformations of skew-normal variates," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 146-165, May.
  23. Corrado Crocetta & Nicola Loperfido, 2009. "Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(10), pages 1101-1108.
  24. Loperfido, Nicola, 2008. "A note on skew-elliptical distributions and linear functions of order statistics," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3184-3186, December.
  25. Nicola Loperfido, 2008. "Modeling maxima of longitudinal contralateral observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 370-380, August.
  26. Corrado Crocetta & Nicola Loperfido, 2005. "The exact sampling distribution of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 213-223.
  27. Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
  28. Liseo, Brunero & Loperfido, Nicola, 2003. "A Bayesian interpretation of the multivariate skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 395-401, February.
  29. Loperfido, Nicola, 2002. "Statistical implications of selectively reported inferential results," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 13-22, January.
  30. Loperfido, Nicola, 2001. "Quadratic forms of skew-normal random vectors," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 381-387, October.

Chapters

  1. Nicola Loperfido, 2021. "Representing Koziol’s Kurtoses," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 323-328, Springer.
  2. Giovanni De Luca & Marc G. Genton & Nicola Loperfido, 2006. "A multivariate skew-garch model," Advances in Econometrics, in: Econometric Analysis of Financial and Economic Time Series, pages 33-57, Emerald Group Publishing Limited.
    RePEc:eme:aeco11:s0731-9053(05)20002-6 is not listed on IDEAS

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2004-03-28 2004-03-28 2004-03-28 2004-07-18 2004-11-22 2004-11-22 2020-10-26 2024-07-08. Author is listed
  2. NEP-RMG: Risk Management (3) 2004-03-28 2004-03-28 2004-03-28
  3. NEP-FIN: Finance (2) 2004-07-18 2004-11-22
  4. NEP-ACC: Accounting and Auditing (1) 2004-07-18
  5. NEP-FMK: Financial Markets (1) 2004-07-18
  6. NEP-ORE: Operations Research (1) 2020-10-26

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