Nicola Loperfido
Università degli Studi di Urbino Carlo Bo
H-index: 22
Europe-Italy
Top articles of Nicola Loperfido
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The skewness of mean–variance normal mixtures | Journal of Multivariate Analysis | Nicola Loperfido | 2024/1/1 |
Kurtosis removal for data pre-processing | Advances in Data Analysis and Classification | Nicola Loperfido | 2023/3 |
Optimal portfolio projections and their applications to skew-elliptically distributed portfolio returns. | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | Tomer Shushi NICOLA Loperfido | 2023 |
Fourth cumulant for the random sum of random vectors | Stepan Mazur Farrukh Javed Nicola Loperfido | 2023 | |
Special issue linStat: sequential projection pursuit | Journal of Statistical Computation and Simulation | Cinzia Franceschini Nicola Loperfido | 2023/12/15 |
Tensor eigenvectors for projection pursuit | TEST | Nicola Loperfido | 2023/12/11 |
Optimal portfolio projections for skew-elliptically distributed portfolio returns | Journal of Optimization Theory and Applications | Nicola Loperfido Tomer Shushi | 2023/10 |
Edgeworth Expansions for Multivariate Random Sums | ECONOMETRICS AND STATISTICS | NICOLA Loperfido | 2022/3/5 |
Projection pursuit for bank data | Alessandro Berti Cinzia Franceschini NICOLA Loperfido | 2022 | |
Projection pursuit: An empirical tour | Cinzia Franceschini NICOLA Loperfido | 2022 | |
Projection pursuit in high dimensions | Proceedings of the National Academy of Sciences | Peter J Bickel Gil Kur Boaz Nadler | 2018/9/11 |
The Mardia’s Kurtosis of a Multivariate GARCH Model | Cinzia Franceschini Nicola Loperfido | 2022/4/12 | |
The Mardia's Kurtosis of a Multivariate GARCH Model | NICOLA Loperfido | 2022/3/8 | |
On a vector-valued measure of multivariate skewness | Symmetry | Nicola Loperfido | 2021/9/29 |
Package ‘Kurt’ | Cinzia Franceschini Nicola Loperfido | 2021/9/16 | |
Representing koziol’s kurtoses | Nicola Loperfido | 2021 | |
Canonical correlations and nonlinear dependencies | Symmetry | Nicola Maria Rinaldo Loperfido | 2021/7/20 |
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection | Journal of Multivariate Analysis | Nicola Loperfido | 2021/11/1 |
Bayesian inference for skew-symmetric distributions | Fatemeh Ghaderinezhad Christophe Ley Nicola Loperfido | 2020/3/25 | |
New mathematical and statistical methods for actuarial science and finance | Martin Eling Nicola Loperfido | 2020/2/11 |
Co-Authors
