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The Skew Normal (SN, hereafter) class of densities has posed several and interesting inferential problems. In particular, the maximum likelihood estimator of the shape parameter λ may take infinite values with positive sampling probability. To overcome these problems we propose an objective Bayesian approach, based on reference priors. We show that the… (More)

- Marcus C. Christiansen, Nicola Loperfido
- J. Applied Probability
- 2014

Empirical research on European stock markets has shown that they behave differently according to the performance of the leading financial market identified as the US market. A positive sign is viewed as good news in the international financial markets, a negative sign means, conversely, bad news. As a result, we assume that European stock market returns are… (More)

- Nicola Loperfido
- J. Multivariate Analysis
- 2014

- Nicola Loperfido
- J. Multivariate Analysis
- 2014

- Thaddeus Tarpey, Nicola Loperfido
- J. Multivariate Analysis
- 2015

Principal subspace theorems deal with the problem of finding subspaces supporting optimal approximations of multivariate distributions. The optimality criterion considered in this paper is the minimization of the mean squared distance between the given distribution and an approximating distribution, subject to some constraints. Statistical applications… (More)

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