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Author ID: durante.fabrizio Recent zbMATH articles by "Durante, Fabrizio"
Published as: Durante, Fabrizio; Durante, F.; Durante, Fabrizio.
Homepage: https://sites.google.com/site/fbdurante/
External Links: MGP
Documents Indexed: 108 Publications since 2003, including 1 Book
4 Contributions as Editor
Reviewing Activity: 43 Reviews
Co-Authors: 45 Co-Authors with 103 Joint Publications
1,267 Co-Co-Authors
all top 5

Serials

13 Fuzzy Sets and Systems
9 Information Sciences
9 Dependence Modeling
8 Kybernetika
5 Journal of Mathematical Analysis and Applications
5 Statistics & Probability Letters
5 Communications in Statistics. Theory and Methods
3 Statistical Papers
3 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2 Annals of the Institute of Statistical Mathematics
2 Journal of Multivariate Analysis
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Statistics
2 Lecture Notes in Statistics
1 Metrika
1 Applied Mathematics and Computation
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Publicationes Mathematicae Debrecen
1 Insurance Mathematics & Economics
1 International Journal of Approximate Reasoning
1 Applied Mathematics Letters
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Computational Statistics and Data Analysis
1 Journal of Nonparametric Statistics
1 Soft Computing
1 Journal of Inequalities and Applications
1 Bollettino della Unione Matematica Italiana. Serie VIII. Sezione A. La Matematica nella Società e nella Cultura
1 Probability in the Engineering and Informational Sciences
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 International Mathematical Journal
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Mediterranean Journal of Mathematics
1 Statistical Methods and Applications
1 Advances in Data Analysis and Classification. ADAC
1 AStA. Advances in Statistical Analysis
1 Uniform Distribution Theory
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 Journal de la Société Française de Statistique
1 Springer Proceedings in Mathematics & Statistics

Publications by Year

Citations contained in zbMATH Open

100 Publications have been cited 1,499 times in 668 Documents Cited by Year
Principles of copula theory. Zbl 1380.62008
Durante, Fabrizio; Sempi, Carlo
125
2016
Semicopulæ. Zbl 1249.26021
Durante, Fabrizio; Sempi, Carlo
74
2005
Conjunctors and their residual implicators: characterizations and construction methods. Zbl 1139.03014
Durante, Fabrizio; Klement, Erich Peter; Mesiar, Radko; Sempi, Carlo
73
2007
Semilinear copulas. Zbl 1274.62108
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
59
2008
Copulas with given diagonal sections: novel constructions and applications. Zbl 1158.62324
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
47
2007
A note on the convex combinations of triangular norms. Zbl 1173.03042
Durante, Fabrizio; Sarkoci, Peter
44
2008
Rectangular patchwork for bivariate copulas and tail dependence. Zbl 1170.62329
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
44
2009
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
39
2010
On a family of copulas constructed from the diagonal section. Zbl 1098.60016
Durante, F.; Mesiar, R.; Sempi, C.
35
2006
Copula and semicopula transforms. Zbl 1078.62055
Durante, Fabrizio; Sempi, Carlo
32
2005
2-increasing binary aggregation operators. Zbl 1142.68541
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi; Sempi, Carlo
30
2007
Shuffles of copulas. Zbl 1160.60307
Durante, Fabrizio; Sarkoci, Peter; Sempi, Carlo
29
2009
On a family of multivariate copulas for aggregation processes. Zbl 1132.68761
Durante, Fabrizio; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
27
2007
Supermigrative semi-copulas and triangular norms. Zbl 1167.62060
Durante, Fabrizio; Ghiselli Ricci, Roberto
27
2009
Measures of non-exchangeability for bivariate random vectors. Zbl 1247.60047
Durante, Fabrizio; Klement, Erich Peter; Sempi, Carlo; Úbeda-Flores, Manuel
26
2010
A new class of symmetric bivariate copulas. Zbl 1122.62039
Durante, Fabrizio
26
2006
Distorted copulas: constructions and tail dependence. Zbl 1194.62075
Durante, Fabrizio; Foschi, Rachele; Sarkoci, Peter
26
2010
Absolutely continuous copulas with given diagonal sections. Zbl 1292.60019
Durante, Fabrizio; Jaworski, Piotr
25
2008
Semicopulas: characterizations and applicability. Zbl 1249.60016
Durante, Fabrizio; Quesada-Molina, José; Sempi, Carlo
23
2006
New constructions of diagonal patchwork copulas. Zbl 1190.62101
Durante, Fabrizio; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
22
2009
Invariant dependence structure under univariate truncation. Zbl 1241.62083
Durante, Fabrizio; Jaworski, Piotr
22
2012
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
22
2010
Construction of non-exchangeable bivariate distribution functions. Zbl 1309.60006
Durante, Fabrizio
21
2009
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
21
2013
Sklar’s theorem obtained via regularization techniques. Zbl 1229.62062
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
20
2012
A new characterization of bivariate copulas. Zbl 1203.62101
Durante, Fabrizio; Jaworski, Piotr
19
2010
Semi-copulas, capacities and families of level sets. Zbl 1182.62197
Durante, Fabrizio; Spizzichino, Fabio
18
2010
On representations of 2-increasing binary aggregation functions. Zbl 1163.68340
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
18
2008
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Zbl 1290.62040
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
18
2013
Remarks on two product-like constructions for copulas. Zbl 1136.60306
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan; Sarkoci, Peter
16
2007
Copulas, diagonals, and tail dependence. Zbl 1360.68835
Durante, Fabrizio; Fernández-Sánchez, Juan; Pappadà, Roberta
15
2015
A new family of symmetric bivariate copulas. Zbl 1122.62038
Durante, Fabrizio
15
2007
Threshold copulas and positive dependence. Zbl 1148.62032
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
15
2008
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components. Zbl 1397.62391
Navarro, Jorge; Durante, Fabrizio
15
2017
A note on the notion of singular copula. Zbl 1318.62165
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
14
2013
Copulas with given values on a horizontal and a vertical section. Zbl 1140.62322
Durante, Fabrizio; Kolesárova, Anna; Mesiar, Radko; Sempi, Carlo
14
2007
Multivariate shuffles and approximation of copulas. Zbl 1202.62067
Durante, Fabrizio; Fernández-Sánchez, Juan
14
2010
Bivariate copulas generated by perturbations. Zbl 1284.62309
Durante, Fabrizio; Fernández Sánchez, Juan; Úbeda Flores, Manuel
13
2013
Invariant dependence structures and Archimedean copulas. Zbl 1225.62069
Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko
13
2011
Clustering of financial time series in risky scenarios. Zbl 1414.62241
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
12
2014
Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Zbl 1322.60002
12
2015
Aging functions and multivariate notions of NBU and IFR. Zbl 1200.62127
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
12
2010
Convergence results for patchwork copulas. Zbl 1346.60007
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
11
2015
Covar of families of copulas. Zbl 1417.62298
Bernardi, M.; Durante, F.; Jaworski, P.
11
2017
On the approximation of copulas via shuffles of Min. Zbl 1349.62174
Durante, Fabrizio; Sánchez, Juan Fernández
11
2012
The lattice-theoretic structure of the sets of triangular norms and semi-copulas. Zbl 1204.03051
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi
11
2008
A generalization of the Archimedean class of bivariate copulas. Zbl 1332.62171
Durante, Fabrizio; Quesada-Molina, José Juan; Sempi, Carlo
11
2007
Clustering of time series via non-parametric tail dependence estimation. Zbl 1317.62053
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
11
2015
A topological proof of Sklar’s theorem. Zbl 1314.62127
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
11
2013
Componentwise concave copulas and their asymmetry. Zbl 1191.62095
Durante, Fabrizio; Papini, Pier Luigi
10
2009
On the singular components of a copula. Zbl 1336.60020
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
10
2015
Copulæ and Schur-concavity. Zbl 1231.60014
Durante, Fabrizio; Sempi, Carlo
10
2003
Non-exchangeability of negatively dependent random variables. Zbl 1182.62119
Durante, Fabrizio; Papini, Pier Luigi
9
2010
Bounds for trivariate copulas with given bivariate marginals. Zbl 1162.62047
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan
9
2008
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
9
2015
On the classes of copulas and quasi-copulas with a given diagonal section. Zbl 1220.62057
Durante, Fabrizio; Fernández-Sánchez, Juan
9
2011
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas. Zbl 1191.62094
Durante, Fabrizio; Mesiar, Radko
9
2010
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
8
2016
Shock models with dependence and asymmetric linkages. Zbl 1368.62127
Durante, Fabrizio; Omladič, Matjaž; Oražem, Lovrenc; Ružić, Nina
8
2017
Baire category results for exchangeable copulas. Zbl 1382.60028
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
8
2016
Multivariate hierarchical copulas with shocks. Zbl 1201.62063
Durante, Fabrizio; Hofert, Marius; Scherer, Matthias
8
2010
Generalized composition of binary aggregation operators. Zbl 1137.62353
Durante, Fabrizio
7
2005
Extensions of subcopulas. Zbl 1373.60037
de Amo, Enrique; Díaz Carrillo, Manuel; Durante, Fabrizio; Fernández Sánchez, Juan
7
2017
On the characterization of a class of binary operations on bivariate distribution functions. Zbl 1121.60010
Durante, Fabrizio.; Sempi, Carlo
7
2006
A typical copula is singular. Zbl 1329.60012
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
7
2015
Multivariate copulas with hairpin support. Zbl 1292.62086
Durante, Fabrizio; Fernández Sánchez, Juan; Trutschnig, Wolfgang
7
2014
On the \(\alpha \)-migrativity of multivariate semi-copulas. Zbl 1318.62166
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
6
2012
Reflection invariant copulas. Zbl 1426.62150
Durante, Fabrizio; Fuchs, Sebastian
6
2019
A weakening of Schur-concavity for copulas. Zbl 05174575
Durante, Fabrizio; Papini, Pier Luigi
6
2007
Solution of an open problem for associative copulas. Zbl 1065.03035
Durante, Fabrizio
5
2005
A note on biconic copulas. Zbl 1227.62036
Durante, Fabrizio; Fernández-Sánchez, Juan
5
2011
Flipping of multivariate aggregation functions. Zbl 1334.68218
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
4
2014
Baire category results for quasi-copulas. Zbl 1366.60040
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
4
2016
A spatial contagion test for financial markets. Zbl 1422.91800
Durante, Fabrizio; Foscolo, Enrico; Sabo, Miroslav
4
2013
Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
3
2016
Evolution of the dependence of residual lifetimes. Zbl 1341.62157
Durante, Fabrizio; Foschi, Rachele
3
2013
Diagonal plane sections of trivariate copulas. Zbl 1400.62108
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
3
2016
A method for constructing higher-dimensional copulas. Zbl 1241.62082
Durante, Fabrizio; Foscolo, Enrico; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
3
2012
Supermigrative copulas and positive dependence. Zbl 1443.62132
Durante, Fabrizio; Ghiselli-Ricci, Roberto
3
2012
Dependence of exchangeable residual lifetimes subject to failure. Zbl 1334.62171
Durante, Fabrizio; Foschi, Rachele
3
2014
New results on copulas and related concepts. Zbl 1277.62136
Durante, Fabrizio
3
2007
Solution to an open problem about a transformation on the space of copulas. Zbl 1328.62304
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
3
2014
Copulas with given values on the tails. Zbl 1429.62177
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
2
2017
Cluster analysis of time series via Kendall distribution. Zbl 1337.62258
Durante, Fabrizio; Pappadà, Roberta
2
2015
Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen. Zbl 1380.62021
2
2017
Compositions of copulas and quasi-copulas. Zbl 1063.62075
Durante, Fabrizio; Sempi, Carlo
2
2004
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
2
2015
Extreme biconic copulas: characterization, properties and extensions to aggregation functions. Zbl 1454.62155
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel
2
2019
Stat trek. An interview with Christian Genest. Zbl 1403.62003
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2016
Supermigrativity of aggregation functions. Zbl 1397.60030
Durante, Fabrizio; Ghiselli Ricci, Roberto
1
2018
My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2017
A note on the compatibility of bivariate copulas. Zbl 1462.62082
Durante, Fabrizio; Sánchez, Juan Fernández
1
2014
Pairwise and global dependence in trivariate copula models. Zbl 1420.62229
Durante, Fabrizio; Nelsen, Roger B.; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
1
2014
A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf. Zbl 1329.62016
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
1
2015
A test for truncation invariant dependence. Zbl 1373.62271
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
1
2017
The vine philosopher. Zbl 1383.01009
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2017
Distortion representations of multivariate distributions. Zbl 1495.62035
Navarro, Jorge; Calì, Camilla; Longobardi, Maria; Durante, Fabrizio
1
2022
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Zbl 07345459
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio
1
2021
Semi-parametric approximation of Kendall’s distribution function and multivariate return periods. Zbl 1316.62072
Salvadori, Gianfausto; Durante, Fabrizio; Perrone, Elisa
1
2013
Truncation invariant copulas and a testing procedure. Zbl 07184737
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
1
2016
Distortion representations of multivariate distributions. Zbl 1495.62035
Navarro, Jorge; Calì, Camilla; Longobardi, Maria; Durante, Fabrizio
1
2022
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Zbl 07345459
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio
1
2021
Reflection invariant copulas. Zbl 1426.62150
Durante, Fabrizio; Fuchs, Sebastian
6
2019
Extreme biconic copulas: characterization, properties and extensions to aggregation functions. Zbl 1454.62155
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel
2
2019
Supermigrativity of aggregation functions. Zbl 1397.60030
Durante, Fabrizio; Ghiselli Ricci, Roberto
1
2018
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components. Zbl 1397.62391
Navarro, Jorge; Durante, Fabrizio
15
2017
Covar of families of copulas. Zbl 1417.62298
Bernardi, M.; Durante, F.; Jaworski, P.
11
2017
Shock models with dependence and asymmetric linkages. Zbl 1368.62127
Durante, Fabrizio; Omladič, Matjaž; Oražem, Lovrenc; Ružić, Nina
8
2017
Extensions of subcopulas. Zbl 1373.60037
de Amo, Enrique; Díaz Carrillo, Manuel; Durante, Fabrizio; Fernández Sánchez, Juan
7
2017
Copulas with given values on the tails. Zbl 1429.62177
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
2
2017
Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen. Zbl 1380.62021
2
2017
My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2017
A test for truncation invariant dependence. Zbl 1373.62271
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
1
2017
The vine philosopher. Zbl 1383.01009
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2017
Principles of copula theory. Zbl 1380.62008
Durante, Fabrizio; Sempi, Carlo
125
2016
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
8
2016
Baire category results for exchangeable copulas. Zbl 1382.60028
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
8
2016
Baire category results for quasi-copulas. Zbl 1366.60040
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
4
2016
Distributions with given marginals: the beginnings. An interview with Giorgio Dall’Aglio. Zbl 1352.01036
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
3
2016
Diagonal plane sections of trivariate copulas. Zbl 1400.62108
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
3
2016
Stat trek. An interview with Christian Genest. Zbl 1403.62003
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2016
Truncation invariant copulas and a testing procedure. Zbl 07184737
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
1
2016
Copulas, diagonals, and tail dependence. Zbl 1360.68835
Durante, Fabrizio; Fernández-Sánchez, Juan; Pappadà, Roberta
15
2015
Marshall-Olkin distributions – advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2–3, 2013. Zbl 1322.60002
12
2015
Convergence results for patchwork copulas. Zbl 1346.60007
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
11
2015
Clustering of time series via non-parametric tail dependence estimation. Zbl 1317.62053
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
11
2015
On the singular components of a copula. Zbl 1336.60020
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
10
2015
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
9
2015
A typical copula is singular. Zbl 1329.60012
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
7
2015
Cluster analysis of time series via Kendall distribution. Zbl 1337.62258
Durante, Fabrizio; Pappadà, Roberta
2
2015
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
2
2015
A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf. Zbl 1329.62016
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
1
2015
Clustering of financial time series in risky scenarios. Zbl 1414.62241
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
12
2014
Multivariate copulas with hairpin support. Zbl 1292.62086
Durante, Fabrizio; Fernández Sánchez, Juan; Trutschnig, Wolfgang
7
2014
Flipping of multivariate aggregation functions. Zbl 1334.68218
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
4
2014
Dependence of exchangeable residual lifetimes subject to failure. Zbl 1334.62171
Durante, Fabrizio; Foschi, Rachele
3
2014
Solution to an open problem about a transformation on the space of copulas. Zbl 1328.62304
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
3
2014
A note on the compatibility of bivariate copulas. Zbl 1462.62082
Durante, Fabrizio; Sánchez, Juan Fernández
1
2014
Pairwise and global dependence in trivariate copula models. Zbl 1420.62229
Durante, Fabrizio; Nelsen, Roger B.; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
1
2014
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
21
2013
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Zbl 1290.62040
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
18
2013
A note on the notion of singular copula. Zbl 1318.62165
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
14
2013
Bivariate copulas generated by perturbations. Zbl 1284.62309
Durante, Fabrizio; Fernández Sánchez, Juan; Úbeda Flores, Manuel
13
2013
A topological proof of Sklar’s theorem. Zbl 1314.62127
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
11
2013
A spatial contagion test for financial markets. Zbl 1422.91800
Durante, Fabrizio; Foscolo, Enrico; Sabo, Miroslav
4
2013
Evolution of the dependence of residual lifetimes. Zbl 1341.62157
Durante, Fabrizio; Foschi, Rachele
3
2013
Semi-parametric approximation of Kendall’s distribution function and multivariate return periods. Zbl 1316.62072
Salvadori, Gianfausto; Durante, Fabrizio; Perrone, Elisa
1
2013
Invariant dependence structure under univariate truncation. Zbl 1241.62083
Durante, Fabrizio; Jaworski, Piotr
22
2012
Sklar’s theorem obtained via regularization techniques. Zbl 1229.62062
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
20
2012
On the approximation of copulas via shuffles of Min. Zbl 1349.62174
Durante, Fabrizio; Sánchez, Juan Fernández
11
2012
On the \(\alpha \)-migrativity of multivariate semi-copulas. Zbl 1318.62166
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
6
2012
A method for constructing higher-dimensional copulas. Zbl 1241.62082
Durante, Fabrizio; Foscolo, Enrico; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
3
2012
Supermigrative copulas and positive dependence. Zbl 1443.62132
Durante, Fabrizio; Ghiselli-Ricci, Roberto
3
2012
Invariant dependence structures and Archimedean copulas. Zbl 1225.62069
Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko
13
2011
On the classes of copulas and quasi-copulas with a given diagonal section. Zbl 1220.62057
Durante, Fabrizio; Fernández-Sánchez, Juan
9
2011
A note on biconic copulas. Zbl 1227.62036
Durante, Fabrizio; Fernández-Sánchez, Juan
5
2011
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
39
2010
Measures of non-exchangeability for bivariate random vectors. Zbl 1247.60047
Durante, Fabrizio; Klement, Erich Peter; Sempi, Carlo; Úbeda-Flores, Manuel
26
2010
Distorted copulas: constructions and tail dependence. Zbl 1194.62075
Durante, Fabrizio; Foschi, Rachele; Sarkoci, Peter
26
2010
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
22
2010
A new characterization of bivariate copulas. Zbl 1203.62101
Durante, Fabrizio; Jaworski, Piotr
19
2010
Semi-copulas, capacities and families of level sets. Zbl 1182.62197
Durante, Fabrizio; Spizzichino, Fabio
18
2010
Multivariate shuffles and approximation of copulas. Zbl 1202.62067
Durante, Fabrizio; Fernández-Sánchez, Juan
14
2010
Aging functions and multivariate notions of NBU and IFR. Zbl 1200.62127
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
12
2010
Non-exchangeability of negatively dependent random variables. Zbl 1182.62119
Durante, Fabrizio; Papini, Pier Luigi
9
2010
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas. Zbl 1191.62094
Durante, Fabrizio; Mesiar, Radko
9
2010
Multivariate hierarchical copulas with shocks. Zbl 1201.62063
Durante, Fabrizio; Hofert, Marius; Scherer, Matthias
8
2010
Rectangular patchwork for bivariate copulas and tail dependence. Zbl 1170.62329
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
44
2009
Shuffles of copulas. Zbl 1160.60307
Durante, Fabrizio; Sarkoci, Peter; Sempi, Carlo
29
2009
Supermigrative semi-copulas and triangular norms. Zbl 1167.62060
Durante, Fabrizio; Ghiselli Ricci, Roberto
27
2009
New constructions of diagonal patchwork copulas. Zbl 1190.62101
Durante, Fabrizio; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
22
2009
Construction of non-exchangeable bivariate distribution functions. Zbl 1309.60006
Durante, Fabrizio
21
2009
Componentwise concave copulas and their asymmetry. Zbl 1191.62095
Durante, Fabrizio; Papini, Pier Luigi
10
2009
Semilinear copulas. Zbl 1274.62108
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
59
2008
A note on the convex combinations of triangular norms. Zbl 1173.03042
Durante, Fabrizio; Sarkoci, Peter
44
2008
Absolutely continuous copulas with given diagonal sections. Zbl 1292.60019
Durante, Fabrizio; Jaworski, Piotr
25
2008
On representations of 2-increasing binary aggregation functions. Zbl 1163.68340
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
18
2008
Threshold copulas and positive dependence. Zbl 1148.62032
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
15
2008
The lattice-theoretic structure of the sets of triangular norms and semi-copulas. Zbl 1204.03051
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi
11
2008
Bounds for trivariate copulas with given bivariate marginals. Zbl 1162.62047
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan
9
2008
Conjunctors and their residual implicators: characterizations and construction methods. Zbl 1139.03014
Durante, Fabrizio; Klement, Erich Peter; Mesiar, Radko; Sempi, Carlo
73
2007
Copulas with given diagonal sections: novel constructions and applications. Zbl 1158.62324
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
47
2007
2-increasing binary aggregation operators. Zbl 1142.68541
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi; Sempi, Carlo
30
2007
On a family of multivariate copulas for aggregation processes. Zbl 1132.68761
Durante, Fabrizio; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
27
2007
Remarks on two product-like constructions for copulas. Zbl 1136.60306
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan; Sarkoci, Peter
16
2007
A new family of symmetric bivariate copulas. Zbl 1122.62038
Durante, Fabrizio
15
2007
Copulas with given values on a horizontal and a vertical section. Zbl 1140.62322
Durante, Fabrizio; Kolesárova, Anna; Mesiar, Radko; Sempi, Carlo
14
2007
A generalization of the Archimedean class of bivariate copulas. Zbl 1332.62171
Durante, Fabrizio; Quesada-Molina, José Juan; Sempi, Carlo
11
2007
A weakening of Schur-concavity for copulas. Zbl 05174575
Durante, Fabrizio; Papini, Pier Luigi
6
2007
New results on copulas and related concepts. Zbl 1277.62136
Durante, Fabrizio
3
2007
On a family of copulas constructed from the diagonal section. Zbl 1098.60016
Durante, F.; Mesiar, R.; Sempi, C.
35
2006
A new class of symmetric bivariate copulas. Zbl 1122.62039
Durante, Fabrizio
26
2006
Semicopulas: characterizations and applicability. Zbl 1249.60016
Durante, Fabrizio; Quesada-Molina, José; Sempi, Carlo
23
2006
On the characterization of a class of binary operations on bivariate distribution functions. Zbl 1121.60010
Durante, Fabrizio.; Sempi, Carlo
7
2006
Semicopulæ. Zbl 1249.26021
Durante, Fabrizio; Sempi, Carlo
74
2005
Copula and semicopula transforms. Zbl 1078.62055
Durante, Fabrizio; Sempi, Carlo
32
2005
Generalized composition of binary aggregation operators. Zbl 1137.62353
Durante, Fabrizio
7
2005
Solution of an open problem for associative copulas. Zbl 1065.03035
Durante, Fabrizio
5
2005
Compositions of copulas and quasi-copulas. Zbl 1063.62075
Durante, Fabrizio; Sempi, Carlo
2
2004
Copulæ and Schur-concavity. Zbl 1231.60014
Durante, Fabrizio; Sempi, Carlo
10
2003
all top 5

Cited by 660 Authors

80 Durante, Fabrizio
79 Mesiar, Radko
59 Fernández-Sánchez, Juan
41 Úbeda-Flores, Manuel
31 De Baets, Bernard
30 Trutschnig, Wolfgang
24 De Meyer, Hans E.
24 Jaworski, Piotr
20 Kolesárová, Anna
20 Torrens, Joan
19 Liu, Huawen
18 Spizzichino, Fabio L.
17 Fuchs, Sebastian L.
17 Sempi, Carlo
15 Quesada-Molina, José Juan
13 Bustince, Humberto
13 Klement, Erich Peter
12 Omladič, Matjaž
12 Saminger-Platz, Susanne
12 Su, Yong
10 Jwaid, Tarad
10 Navarro, Jorge
9 De Amo, Enrique
9 Scherer, Matthias
9 Yang, Jingping
8 Diaz Carrillo, Manuel
8 Foschi, Rachele
8 Košir, Tomaž
8 Massanet, Sebastià
8 Pellerey, Franco
8 Wang, Zhudeng
7 Bedregal, Benjamín René Callejas
7 Kokol-Bukovšek, Damjana
7 Papini, Pier Luigi
7 Puccetti, Giovanni
7 Ruiz-Aguilera, Daniel
7 Tasena, Santi
7 Zitikis, Ričardas
6 Boczek, Michal
6 Fernández Fernández, Francisco Javier
6 Kałuszka, Marek
6 Mojškerc, Blaž
6 Nelsen, Roger B.
6 Ouyang, Yao
6 Rodríguez Lallena, José Antonio
6 Sarkoci, Peter
6 Stupňanová, Andrea
5 Agahi, Hamzeh
5 Aguiló, Isabel
5 Arias García, J. J.
5 Dimuro, Graçaliz Pereira
5 Dolati, Ali
5 Girard, Stéphane
5 Hao, Xiaoying
5 Hofert, Marius
5 Kalická, Jana
5 Mai, Jan-Frederik
5 Niu, Meixia
5 Pradera, Ana
5 Rullière, Didier
5 Suñer, Jaume
5 Xie, Jiehua
4 Baczynski, Michal
4 Cerqueti, Roy
4 Cuadras, Carles M.
4 D’Amico, Guglielmo
4 De Luca, Giovanni
4 Di Bernardino, Elena
4 Di Lascio, F. Marta L.
4 Emura, Takeshi
4 Fodor, János C.
4 Genest, Christian
4 Ghiselli Ricci, Roberto
4 González-Barrios, José María
4 Horanská, Ľubomíra
4 Hutník, Ondrej
4 Induráin, Esteban
4 Li, Xiaohu
4 Longobardi, Maria
4 Montero, Javier
4 Pap, Endre
4 Rüschendorf, Ludger
4 Santiwipanont, Tippawan
4 Schmidt, Klaus D.
4 Siburg, Karl Friedrich
4 Su, Jianxi
4 Sumetkijakan, Songkiat
4 Yager, Ronald R.
4 Zong, Wenwen
4 Zuccolotto, Paola
3 Ahn, Jae Youn
3 Botur, Michal
3 Cherubini, Umberto
3 Foscolo, Enrico
3 Furman, Edward
3 Griessenberger, Florian
3 Grzegorzewski, Przemysław
3 Halčinová, Lenka
3 Hu, Baoqing
3 Ignazzi, Claudio
...and 560 more Authors
all top 5

Cited in 115 Serials

124 Fuzzy Sets and Systems
58 Information Sciences
53 Dependence Modeling
27 Kybernetika
26 International Journal of Approximate Reasoning
23 Journal of Mathematical Analysis and Applications
23 Communications in Statistics. Theory and Methods
19 Statistics & Probability Letters
17 Journal of Multivariate Analysis
16 Insurance Mathematics & Economics
13 Statistical Papers
11 Metrika
10 Soft Computing
9 Journal of Computational and Applied Mathematics
9 Methodology and Computing in Applied Probability
9 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
9 Iranian Journal of Fuzzy Systems
7 European Journal of Operational Research
7 Statistical Methods and Applications
6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
6 Annals of Operations Research
6 Probability in the Engineering and Informational Sciences
5 Computational Statistics and Data Analysis
5 Thai Journal of Mathematics
4 Journal of Applied Probability
4 Journal of Statistical Planning and Inference
4 Statistics
4 Journal of Intelligent and Fuzzy Systems
4 Mediterranean Journal of Mathematics
4 Electronic Journal of Statistics
4 Statistics and Computing
3 Applied Mathematics and Computation
3 Applied Mathematics Letters
3 Applied Mathematical Modelling
3 Communications in Statistics. Simulation and Computation
3 Journal of Statistical Computation and Simulation
3 Test
3 Bernoulli
3 Extremes
3 Applied Stochastic Models in Business and Industry
3 ASTIN Bulletin
3 Fuzzy Optimization and Decision Making
3 Journal of the Japan Statistical Society. Japanese Issue
2 Computers & Mathematics with Applications
2 Annals of the Institute of Statistical Mathematics
2 Journal of Optimization Theory and Applications
2 Metron
2 Aequationes Mathematicae
2 Indagationes Mathematicae. New Series
2 Journal of Nonparametric Statistics
2 Australian & New Zealand Journal of Statistics
2 Computational Management Science
2 Advances in Data Analysis and Classification. ADAC
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Statistics & Risk Modeling
2 Journal of Mathematics
2 Journal of Statistical Distributions and Applications
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 International Journal of General Systems
1 International Journal of Theoretical Physics
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Scandinavian Journal of Statistics
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Journal of Mathematical Psychology
1 Naval Research Logistics
1 Operations Research
1 Statistica
1 Note di Matematica
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Computational Statistics
1 Archive for Mathematical Logic
1 Tatra Mountains Mathematical Publications
1 Journal of Applied Non-Classical Logics
1 Applicationes Mathematicae
1 Mathematical Methods of Statistics
1 Computational and Applied Mathematics
1 Applied Mathematical Finance
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Inequalities and Applications
1 Mathematical Inequalities & Applications
1 Fractional Calculus & Applied Analysis
1 Informatica (Vilnius)
1 Journal of Applied Statistics
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 North American Actuarial Journal
1 Hacettepe Journal of Mathematics and Statistics
1 Journal of Applied Logic
1 New Mathematics and Natural Computation
1 Journal of the Korean Statistical Society
...and 15 more Serials

Citations by Year