Edit Profile (opens in new tab) Loperfido, Nicola M. R. Compute Distance To: Compute Author ID: loperfido.nicola-m-r Published as: Loperfido, Nicola; Loperfido, Nicola M. R. External Links: ORCID Documents Indexed: 34 Publications since 2001 Co-Authors: 14 Co-Authors with 16 Joint Publications 316 Co-Co-Authors all top 5 Co-Authors 18 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. all top 5 Serials 7 Statistics & Probability Letters 5 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 all top 5 Fields 32 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) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 391 times in 261 Documents Cited by ▼ Year ▼ Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043Genton, Marc G.; Loperfido, Nicola M. R. 67 2005 A note on reference priors for the scalar skew-normal distribution. Zbl 1077.62017Liseo, Brunero; Loperfido, Nicola 50 2006 A Bayesian interpretation of the multivariate skew-normal distribution. Zbl 1101.62342Liseo, Brunero; Loperfido, Nicola 38 2003 Statistical implications of selectively reported inferential results. Zbl 0994.62012Loperfido, Nicola 25 2002 Quadratic forms for skew-normal random vectors. Zbl 1002.62039Loperfido, Nicola 23 2001 Some relationships between skew-normal distributions and order statistics from exchangeable normal random vectors. Zbl 1128.62014Loperfido, Nicola; Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J. 19 2007 Modeling maxima of longitudinal contralateral observations. Zbl 1196.62012Loperfido, Nicola 19 2008 Canonical transformations of skew-normal variates. Zbl 1203.62102Loperfido, Nicola 17 2010 Skewness and the linear discriminant function. Zbl 1489.62183Loperfido, Nicola 17 2013 A note on skew-elliptical distributions and linear functions of order statistics. Zbl 1489.62152Loperfido, Nicola 14 2008 Skewness-based projection pursuit: a computational approach. Zbl 1469.62111Loperfido, Nicola 14 2018 Data breaches: goodness of fit, pricing, and risk measurement. Zbl 1394.91211Eling, Martin; Loperfido, Nicola 13 2017 The exact sampling distribution of \(L\)-statistics. Zbl 1416.62266Crocetta, Corrado; Loperfido, Nicola 13 2005 A multivariate skew-GARCH model. Zbl 1190.91167de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola 8 2006 Singular value decomposition of the third multivariate moment. Zbl 1312.15011Loperfido, Nicola 6 2015 Linear transformations to symmetry. Zbl 1288.62082Loperfido, Nicola 6 2014 Vector-valued skewness for model-based clustering. Zbl 1396.62145Loperfido, Nicola 6 2015 Self-consistency and a generalized principal subspace theorem. Zbl 1302.62145Tarpey, Thaddeus; Loperfido, Nicola 5 2015 Spectral analysis of the fourth moment matrix. Zbl 1222.15015Loperfido, Nicola 5 2011 Some inequalities between measures of multivariate kurtosis, with application to financial returns. Zbl 1238.91149Franceschini, Cinzia; Loperfido, Nicola 5 2012 Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030Christiansen, Marcus C.; Loperfido, Nicola 4 2014 A note on the fourth cumulant of a finite mixture distribution. Zbl 1278.62075Loperfido, Nicola 4 2014 A new kurtosis matrix, with statistical applications. Zbl 1403.62129Loperfido, Nicola 3 2017 Some remarks on Koziol’s kurtosis. Zbl 1435.62218Loperfido, Nicola 2 2020 Third cumulant for multivariate aggregate claim models. Zbl 1398.62315Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof 2 2018 Finite mixtures, projection pursuit and tensor rank: a triangulation. Zbl 1466.62355Loperfido, Nicola 1 2019 Modelling air pollution data by the skew-normal distribution. Zbl 1462.62697Bartoletti, Silvia; Loperfido, Nicola 1 2010 Testing for normality when the sampled distribution is extended skew-normal. Zbl 1407.62198Franceschini, Cinzia; Loperfido, Nicola 1 2014 Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure. Zbl 07252198Crocetta, Corrado; Loperfido, Nicola 1 2009 Some remarks on the \(R^2\) for clustering. Zbl 07260736Loperfido, Nicola; Tarpey, Thaddeus 1 2018 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. Zbl 1476.62140Loperfido, Nicola 1 2021 Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection. Zbl 1476.62140Loperfido, Nicola 1 2021 Some remarks on Koziol’s kurtosis. Zbl 1435.62218Loperfido, Nicola 2 2020 Finite mixtures, projection pursuit and tensor rank: a triangulation. Zbl 1466.62355Loperfido, Nicola 1 2019 Skewness-based projection pursuit: a computational approach. Zbl 1469.62111Loperfido, Nicola 14 2018 Third cumulant for multivariate aggregate claim models. Zbl 1398.62315Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof 2 2018 Some remarks on the \(R^2\) for clustering. Zbl 07260736Loperfido, Nicola; Tarpey, Thaddeus 1 2018 Data breaches: goodness of fit, pricing, and risk measurement. Zbl 1394.91211Eling, Martin; Loperfido, Nicola 13 2017 A new kurtosis matrix, with statistical applications. Zbl 1403.62129Loperfido, Nicola 3 2017 Singular value decomposition of the third multivariate moment. Zbl 1312.15011Loperfido, Nicola 6 2015 Vector-valued skewness for model-based clustering. Zbl 1396.62145Loperfido, Nicola 6 2015 Self-consistency and a generalized principal subspace theorem. Zbl 1302.62145Tarpey, Thaddeus; Loperfido, Nicola 5 2015 Linear transformations to symmetry. Zbl 1288.62082Loperfido, Nicola 6 2014 Improved approximation of the sum of random vectors by the skew normal distribution. Zbl 1304.60030Christiansen, Marcus C.; Loperfido, Nicola 4 2014 A note on the fourth cumulant of a finite mixture distribution. Zbl 1278.62075Loperfido, Nicola 4 2014 Testing for normality when the sampled distribution is extended skew-normal. Zbl 1407.62198Franceschini, Cinzia; Loperfido, Nicola 1 2014 Skewness and the linear discriminant function. Zbl 1489.62183Loperfido, Nicola 17 2013 Some inequalities between measures of multivariate kurtosis, with application to financial returns. Zbl 1238.91149Franceschini, Cinzia; Loperfido, Nicola 5 2012 Spectral analysis of the fourth moment matrix. Zbl 1222.15015Loperfido, Nicola 5 2011 Canonical transformations of skew-normal variates. Zbl 1203.62102Loperfido, Nicola 17 2010 Modelling air pollution data by the skew-normal distribution. Zbl 1462.62697Bartoletti, Silvia; Loperfido, Nicola 1 2010 Maximum likelihood estimation of correlation between maximal oxygen consumption and the 6-min walk test in patients with chronic heart failure. Zbl 07252198Crocetta, Corrado; Loperfido, Nicola 1 2009 Modeling maxima of longitudinal contralateral observations. Zbl 1196.62012Loperfido, Nicola 19 2008 A note on skew-elliptical distributions and linear functions of order statistics. Zbl 1489.62152Loperfido, Nicola 14 2008 Some relationships between skew-normal distributions and order statistics from exchangeable normal random vectors. Zbl 1128.62014Loperfido, Nicola; Navarro, Jorge; Ruiz, Jose M.; Sandoval, Carlos J. 19 2007 A note on reference priors for the scalar skew-normal distribution. Zbl 1077.62017Liseo, Brunero; Loperfido, Nicola 50 2006 A multivariate skew-GARCH model. Zbl 1190.91167de Luca, Giovanni; Genton, Marc G.; Loperfido, Nicola 8 2006 Generalized skew-elliptical distributions and their quadratic forms. Zbl 1083.62043Genton, Marc G.; Loperfido, Nicola M. R. 67 2005 The exact sampling distribution of \(L\)-statistics. Zbl 1416.62266Crocetta, Corrado; Loperfido, Nicola 13 2005 A Bayesian interpretation of the multivariate skew-normal distribution. Zbl 1101.62342Liseo, Brunero; Loperfido, Nicola 38 2003 Statistical implications of selectively reported inferential results. Zbl 0994.62012Loperfido, Nicola 25 2002 Quadratic forms for skew-normal random vectors. Zbl 1002.62039Loperfido, Nicola 23 2001 all cited Publications top 5 cited Publications all top 5 Cited by 345 Authors 26 Jamalizadeh, Ahad 22 Balakrishnan, Narayanaswamy 20 Arellano-Valle, Reinaldo Boris 19 Loperfido, Nicola M. R. 17 Genton, Marc G. 9 Shushi, Tomer 8 Gupta, Arjun Kumar 7 Azzalini, Adelchi 7 Bolfarine, Heleno 6 Kim, Hea-Jung 6 Lachos Dávila, Víctor Hugo 5 Amiri, Mehdi 5 Ley, Christophe 5 Loschi, Rosangela Helena 4 Branco, Márcia D’Elia 4 Huang, Wen-Jang 4 Lee, Sharon X. 4 Mahmoodian, Hamed 4 McLachlan, Geoffrey John 4 Mehrali, Yaser 4 Nadarajah, Saralees 4 Navarro, Jorge 4 Roozegar, Roohollah 4 Sheikhi, Ayyub 4 Yousefzadeh, Fatemeh 3 Aoki, Reiko 3 Arevalillo, Jorge M. 3 Cabras, Stefano 3 Castellanos, María Eugenia 3 Eling, Martin 3 Gupta, Ramesh Chandra 3 Jung, Kwangmin 3 Kahrari, Fereshte 3 Labra, Filidor Vilca 3 Liseo, Brunero 3 Mohammadzadeh, Mohsen 3 Navarro, Hilario 3 Ogasawara, Haruhiko 3 Paindaveine, Davy 3 Rezaei, Majid 3 Richter, Wolf-Dieter 3 Rubio, Francisco Javier 3 Scarpa, Bruno 3 Wang, Tonghui 2 Arnold, Barry Charles 2 Bahrami, Mohammad 2 Beaver, Robert J. 2 Behboodian, Javad 2 Bhandari, Subir Kumar 2 Canale, Antonio 2 Chen, Yan-Hau 2 Choi, Taeryon 2 Fung, Thomas 2 Garibay, V. 2 Genç, Ali İ. 2 González-Farías, Graciela M. 2 Hallin, Marc 2 Hasanalipour, Parisa 2 Jiménez-Gamero, María Dolores 2 Karimi, Omid 2 Kumar, C. Satheesh 2 Landsman, Zinoviy M. 2 Li, Baokun 2 Lopez, Olivier 2 Madadi, Mohsen 2 Maghami, Mohammad Mahdi 2 Mameli, Valentina 2 Naveau, Philippe 2 Ning, Wei 2 Nordhausen, Klaus 2 Razmkhah, Mostafa 2 Rezaei, Amir Sajjad 2 Seneta, Eugene 2 Steel, Mark F. J. 2 Su, Nan-Cheng 2 Tarpey, Thaddeus 2 Xu, Maochao 2 Young, Dean Max 2 Young, Phil D. 1 Abdi, Me’raj 1 Abdul Matin, Mohammad 1 Abtahi, Asieh 1 Adcock, C. J. 1 Adcock, Chris 1 Aghamohammadi, Seyedeh Zahra 1 Ahad, Jamalizadeh 1 Ahmad, Ibrahim A. 1 Al-Rawwash, Mohammad Y. 1 Alba-Fernández, María Virtudes 1 Allard, Denis 1 Alodat, Moh’d T. 1 Alsadat Sajadi, Farkhondeh 1 Andrade, Dalton F. 1 Anila, G. V. 1 Antoni, Jérôme 1 Anusree, M. R. 1 Arabpour, A. R. 1 Arad, Fereshteh 1 Azevedo, Caio Lucidius Naberezny 1 Aziz, Mohammad A. S. ...and 245 more Authors all top 5 Cited in 64 Serials 31 Journal of Multivariate Analysis 31 Statistics & Probability Letters 20 Communications in Statistics. Theory and Methods 13 Journal of Statistical Planning and Inference 12 Statistical Papers 9 Computational Statistics and Data Analysis 8 Insurance Mathematics & Economics 8 Statistics 8 Communications in Statistics. Simulation and Computation 8 Journal of Statistical Computation and Simulation 8 Journal of Applied Statistics 6 Metron 6 Test 5 Scandinavian Journal of Statistics 4 Annals of the Institute of Statistical Mathematics 4 Linear Algebra and its Applications 4 Brazilian Journal of Probability and Statistics 4 Statistical Methodology 4 Journal of the Korean Statistical Society 4 Journal of Statistical Theory and Practice 3 North American Actuarial Journal 3 Advances in Data Analysis and Classification. ADAC 3 Bayesian Analysis 2 The Canadian Journal of Statistics 2 Metrika 2 Computational Statistics 2 Bernoulli 2 Methodology and Computing in Applied Probability 2 Scandinavian Actuarial Journal 2 Statistical Modelling 2 Statistical Methods and Applications 2 Electronic Journal of Statistics 2 Sankhyā. Series A 2 European Actuarial Journal 2 Chilean Journal of Statistics 1 Indian Journal of Pure & Applied Mathematics 1 Mathematical Methods in the Applied Sciences 1 Theory of Probability and its Applications 1 International Journal of Mathematics and Mathematical Sciences 1 International Statistical Review 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Kybernetika 1 Statistica 1 Revista Colombiana de Estadística 1 Sequential Analysis 1 International Journal of Approximate Reasoning 1 European Journal of Operational Research 1 Applied Mathematics. Series B (English Edition) 1 Filomat 1 Random Operators and Stochastic Equations 1 Australian & New Zealand Journal of Statistics 1 Applied Stochastic Models in Business and Industry 1 Decisions in Economics and Finance 1 Missouri Journal of Mathematical Sciences 1 The Annals of Applied Statistics 1 Mathematical Geosciences 1 Sankhyā. Series B 1 Statistics and Computing 1 ISRN Probability and Statistics 1 Dependence Modeling 1 The Scientific World Journal. Probability and Statistics 1 AIMS Mathematics all top 5 Cited in 10 Fields 246 Statistics (62-XX) 68 Probability theory and stochastic processes (60-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Numerical analysis (65-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Geophysics (86-XX) Citations by Year