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## Loperfido, Nicola M. R.

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 Author ID: loperfido.nicola-m-r Published as: Loperfido, Nicola; Loperfido, Nicola M. R. External Links: ORCID
 Documents Indexed: 33 Publications since 2001
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#### Co-Authors

 17 single-authored 3 Franceschini, Cinzia 2 Crocetta, Corrado 2 Genton, Marc G. 2 Liseo, Brunero 2 Tarpey, Thaddeus 1 Bartoletti, Silvia 1 Christiansen, Marcus Christian 1 De Luca, Giovanni 1 Eling, Martin 1 Mazur, Stepan 1 Navarro, Jorge 1 Podgórski, Krzysztof 1 Ruiz, José-María 1 Sandoval, Carlos J.
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#### Serials

 7 Statistics & Probability Letters 4 Journal of Multivariate Analysis 3 Linear Algebra and its Applications 2 Test 1 Annals of the Institute of Statistical Mathematics 1 Journal of Applied Probability 1 Journal of Statistical Planning and Inference 1 Metron 1 Insurance Mathematics & Economics 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Journal of Applied Statistics 1 Stochastic Environmental Research and Risk Assessment 1 Scandinavian Actuarial Journal 1 Advances in Data Analysis and Classification. ADAC 1 Statistical Analysis and Data Mining
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#### Fields

 31 Statistics (62-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX)

#### Citations contained in zbMATH Open

23 Publications have been cited 279 times in 207 Documents Cited by Year
Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043
Genton, Marc G.; Loperfido, Nicola M. R.
2005
A note on reference priors for the scalar skew-normal distribution. Zbl 1077.62017
Liseo, Brunero; Loperfido, Nicola
2006
A Bayesian interpretation of the multivariate skew-normal distribution. Zbl 1101.62342
Liseo, Brunero; Loperfido, Nicola
2003
Quadratic forms for skew-normal random vectors. Zbl 1002.62039
Loperfido, Nicola
2001
Statistical implications of selectively reported inferential results. Zbl 0994.62012
Loperfido, Nicola
2002
Modeling maxima of longitudinal contralateral observations. Zbl 1196.62012
Loperfido, Nicola
2008
Some relationships between skew-normal distributions and order statistics from exchangeable normal random vectors. Zbl 1128.62014
Loperfido, Nicola; Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J.
2007
Canonical transformations of skew-normal variates. Zbl 1203.62102
Loperfido, Nicola
2010
The exact sampling distribution of $$L$$-statistics. Zbl 1416.62266
2005
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
2006
Singular value decomposition of the third multivariate moment. Zbl 1312.15011
Loperfido, Nicola
2015
Linear transformations to symmetry. Zbl 1288.62082
Loperfido, Nicola
2014
Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030
Christiansen, Marcus C.; Loperfido, Nicola
2014
Vector-valued skewness for model-based clustering. Zbl 1396.62145
Loperfido, Nicola
2015
Some inequalities between measures of multivariate kurtosis, with application to financial returns. Zbl 1238.91149
Franceschini, Cinzia; Loperfido, Nicola
2012
Spectral analysis of the fourth moment matrix. Zbl 1222.15015
Loperfido, Nicola
2011
Self-consistency and a generalized principal subspace theorem. Zbl 1302.62145
2015
Data breaches: goodness of fit, pricing, and risk measurement. Zbl 1394.91211
Eling, Martin; Loperfido, Nicola
2017
A note on the fourth cumulant of a finite mixture distribution. Zbl 1278.62075
Loperfido, Nicola
2014
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2018
A new kurtosis matrix, with statistical applications. Zbl 1403.62129
Loperfido, Nicola
2017
Testing for normality when the sampled distribution is extended skew-normal. Zbl 1407.62198
Franceschini, Cinzia; Loperfido, Nicola
2014
Some remarks on Koziol’s kurtosis. Zbl 1435.62218
Loperfido, Nicola
2020
Some remarks on Koziol’s kurtosis. Zbl 1435.62218
Loperfido, Nicola
2020
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2018
Data breaches: goodness of fit, pricing, and risk measurement. Zbl 1394.91211
Eling, Martin; Loperfido, Nicola
2017
A new kurtosis matrix, with statistical applications. Zbl 1403.62129
Loperfido, Nicola
2017
Singular value decomposition of the third multivariate moment. Zbl 1312.15011
Loperfido, Nicola
2015
Vector-valued skewness for model-based clustering. Zbl 1396.62145
Loperfido, Nicola
2015
Self-consistency and a generalized principal subspace theorem. Zbl 1302.62145
2015
Linear transformations to symmetry. Zbl 1288.62082
Loperfido, Nicola
2014
Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030
Christiansen, Marcus C.; Loperfido, Nicola
2014
A note on the fourth cumulant of a finite mixture distribution. Zbl 1278.62075
Loperfido, Nicola
2014
Testing for normality when the sampled distribution is extended skew-normal. Zbl 1407.62198
Franceschini, Cinzia; Loperfido, Nicola
2014
Some inequalities between measures of multivariate kurtosis, with application to financial returns. Zbl 1238.91149
Franceschini, Cinzia; Loperfido, Nicola
2012
Spectral analysis of the fourth moment matrix. Zbl 1222.15015
Loperfido, Nicola
2011
Canonical transformations of skew-normal variates. Zbl 1203.62102
Loperfido, Nicola
2010
Modeling maxima of longitudinal contralateral observations. Zbl 1196.62012
Loperfido, Nicola
2008
Some relationships between skew-normal distributions and order statistics from exchangeable normal random vectors. Zbl 1128.62014
Loperfido, Nicola; Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J.
2007
A note on reference priors for the scalar skew-normal distribution. Zbl 1077.62017
Liseo, Brunero; Loperfido, Nicola
2006
A multivariate skew-GARCH model. Zbl 1190.91167
de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola
2006
Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043
Genton, Marc G.; Loperfido, Nicola M. R.
2005
The exact sampling distribution of $$L$$-statistics. Zbl 1416.62266
2005
A Bayesian interpretation of the multivariate skew-normal distribution. Zbl 1101.62342
Liseo, Brunero; Loperfido, Nicola
2003
Statistical implications of selectively reported inferential results. Zbl 0994.62012
Loperfido, Nicola
2002
Quadratic forms for skew-normal random vectors. Zbl 1002.62039
Loperfido, Nicola
2001
all top 5