Sfoglia per Autore
Tensor Eigenvectors for Projection Pursuit
2024 Loperfido, NICOLA MARIA RINALDO
Edgeworth Expansions for Multivariate Random Sums
2024 Loperfido, NICOLA MARIA RINALDO
The skewness of mean-variance mixtures.
2024 Loperfido, NICOLA MARIA RINALDO
Special issue linStat: sequential projection pursuit.
2023 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Kurtosis Removal for Data Pre-Processing
2023 Loperfido, Nicola
Optimal portfolio projections and their applications to skew-elliptically distributed portfolio returns.
2023 Shushi, Tomer; Loperfido, NICOLA MARIA RINALDO
Projection pursuit in high dimensions
2022 Loperfido, NICOLA MARIA RINALDO
The Mardia's Kurtosis of a Multivariate GARCH Model
2022 Loperfido, NICOLA MARIA RINALDO
Optimal portfolio projections and their applications to skew-elliptically distributed portfolio returns
2022 Loperfido, NICOLA MARIA RINALDO
Projection pursuit: An empirical tour
2022 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Projection pursuit for bank data
2022 Berti, Alessandro; Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Canonical correlations and nonlinear dependencies
2021 Loperfido, NICOLA MARIA RINALDO
On a Vector-Valued measure of Multivariate Skewness
2021 Loperfido, NICOLA MARIA RINALDO
Representing Koziol’s Kurtoses
2021 Loperfido, NICOLA MARIA RINALDO
Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
2021 Loperfido, NICOLA MARIA RINALDO
Kurtosis-Based Projection Pursuit for Outlier Detection in Financial Time Series
2020 Loperfido, Nicola
Some Remarks on Koziol's Kurtosis
2020 Loperfido, NICOLA MARIA RINALDO
New Mathematical and Statistical Methods for Actuarial Science and Finance
2020 Loperfido, Nicola
MaxSkew and MultiSkew, Two R Packages for Detecting, Measuring and Removing Multivariate Skewness
2019 Franceschini, Cinzia; Loperfido, NICOLA MARIA RINALDO
Finite Mixtures, Projection Pursuit and Tensor Rank: a Triangulation
2019 Loperfido, NICOLA MARIA RINALDO
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