Generalized skew-elliptical distributions and their quadratic forms MG Genton, NMR Loperfido Annals of the Institute of Statistical Mathematics 57, 389-401, 2005 | 206 | 2005 |
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 | 150 | 2006 |
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 | 146 | 2015 |
Data breaches: Goodness of fit, pricing, and risk measurement M Eling, N Loperfido Insurance: mathematics and economics 75, 126-136, 2017 | 115 | 2017 |
A Bayesian interpretation of the multivariate skew-normal distribution B Liseo, N Loperfido Statistics & probability letters 61 (4), 395-401, 2003 | 96 | 2003 |
Quadratic forms of skew-normal random vectors N Loperfido Statistics & probability letters 54 (4), 381-387, 2001 | 78 | 2001 |
A multivariate skew-garch model G De Luca, MG Genton, N Loperfido Econometric Analysis of Financial and Economic Time Series, 33-57, 2006 | 56 | 2006 |
Statistical implications of selectively reported inferential results N Loperfido Statistics & probability letters 56 (1), 13-22, 2002 | 55 | 2002 |
Skewness-based projection pursuit: A computational approach N Loperfido Computational Statistics & Data Analysis 120, 42-57, 2018 | 54 | 2018 |
Kurtosis-based projection pursuit for outlier detection in financial time series N Loperfido The European Journal of Finance 26 (2-3), 142-164, 2020 | 48 | 2020 |
Modelling air pollution data by the skew-normal distribution S Bartoletti, N Loperfido Stochastic Environmental Research and Risk Assessment 24, 513-517, 2010 | 46 | 2010 |
Canonical transformations of skew-normal variates N Loperfido Test 19 (1), 146-165, 2010 | 43 | 2010 |
Skewness and the linear discriminant function N Loperfido Statistics & Probability Letters 83 (1), 93-99, 2013 | 38 | 2013 |
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 | 37 | 2015 |
Generalized skew-normal distributions N Loperfido Skew-elliptical distributions and their applications: A journey beyond …, 2004 | 37 | 2004 |
A skew-in-mean GARCH model G DE LUCA, N Loperfido Skew-elliptical distributions and their applications: A journey beyond …, 2004 | 36 | 2004 |
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 | 32 | 2007 |
Default Bayesian analysis of the skew-normal distribution B Liseo, N Loperfido Journal of Statistical Planning and Inference 136 (2), 373-389, 2004 | 32 | 2004 |
Network bias in air quality monitoring design N Loperfido, P Guttorp Environmetrics 19 (7), 661-671, 2008 | 30 | 2008 |
Modeling maxima of longitudinal contralateral observations N Loperfido Test 17 (2), 370-380, 2008 | 30 | 2008 |