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Nicola Loperfido
Nicola Loperfido
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Title
Cited by
Cited by
Year
Generalized skew-elliptical distributions and their quadratic forms
MG Genton, NMR Loperfido
Annals of the Institute of Statistical Mathematics 57, 389-401, 2005
2052005
A note on reference priors for the scalar skew-normal distribution
B Liseo, N Loperfido
Journal of Statistical planning and inference 136 (2), 373-389, 2006
1472006
Skewed distributions in finance and actuarial science: a review
C Adcock, M Eling, N Loperfido
The European Journal of Finance 21 (13-14), 1253-1281, 2015
1422015
Data breaches: Goodness of fit, pricing, and risk measurement
M Eling, N Loperfido
Insurance: mathematics and economics 75, 126-136, 2017
1112017
A Bayesian interpretation of the multivariate skew-normal distribution
B Liseo, N Loperfido
Statistics & probability letters 61 (4), 395-401, 2003
972003
Quadratic forms of skew-normal random vectors
N Loperfido
Statistics & probability letters 54 (4), 381-387, 2001
762001
A multivariate skew-garch model
G De Luca, MG Genton, N Loperfido
Econometric Analysis of Financial and Economic Time Series, 33-57, 2006
592006
Statistical implications of selectively reported inferential results
N Loperfido
Statistics & probability letters 56 (1), 13-22, 2002
552002
Skewness-based projection pursuit: A computational approach
N Loperfido
Computational Statistics & Data Analysis 120, 42-57, 2018
482018
Modelling air pollution data by the skew-normal distribution
S Bartoletti, N Loperfido
Stochastic Environmental Research and Risk Assessment 24, 513-517, 2010
462010
Kurtosis-based projection pursuit for outlier detection in financial time series
N Loperfido
The European Journal of Finance 26 (2-3), 142-164, 2020
432020
Canonical transformations of skew-normal variates
N Loperfido
Test 19 (1), 146-165, 2010
382010
A skew-in-mean GARCH model
G DE LUCA, N Loperfido
Skew-elliptical distributions and their applications: A journey beyond …, 2004
372004
Modelling multivariate skewness in financial returns: a SGARCH approach
G De Luca, N Loperfido
The European Journal of Finance 21 (13-14), 1113-1131, 2015
362015
Skewness and the linear discriminant function
N Loperfido
Statistics & Probability Letters 83 (1), 93-99, 2013
342013
Generalized skew-normal distributions
N Loperfido
Skew-elliptical distributions and their applications: A journey beyond …, 2004
332004
Some relationships between skew-normal distributions and order statistics from exchangeable normal random vectors
N Loperfido, J Navarro, JM Ruiz, CJ Sandoval
Communications in Statistics—Theory and Methods 36 (9), 1719-1733, 2007
312007
Network bias in air quality monitoring design
N Loperfido, P Guttorp
Environmetrics 19 (7), 661-671, 2008
302008
Modeling maxima of longitudinal contralateral observations
N Loperfido
Test 17 (2), 370-380, 2008
302008
Default Bayesian analysis of the skew-normal distribution
B Liseo, N Loperfido
Journal of Statistical Planning and Inference 136 (2), 373-389, 2004
302004
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