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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. Javed, Farrukh & Loperfido, Nicola & Mazur, Stepan, 2024. "Edgeworth expansions for multivariate random sums," Econometrics and Statistics, Elsevier, vol. 31(C), pages 66-80.
  2. 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.
  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. Loperfido, Nicola, 2020. "Some remarks on Koziol’s kurtosis," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
  8. 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.
  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. 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.
  12. Loperfido, Nicola, 2018. "Skewness-based projection pursuit: A computational approach," Computational Statistics & Data Analysis, Elsevier, vol. 120(C), pages 42-57.
  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. "Linear transformations to symmetry," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 186-192.
  19. 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.
  20. Loperfido, Nicola, 2013. "Skewness and the linear discriminant function," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 93-99.
  21. 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.
  22. Loperfido, Nicola, 2010. "A note on marginal and conditional independence," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1695-1699, December.
  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. 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.
  25. 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.
  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

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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-FIN: Finance (2) 2004-07-18 2004-11-22
  3. NEP-ACC: Accounting and Auditing (1) 2004-07-18
  4. NEP-FMK: Financial Markets (1) 2004-07-18

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