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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: 111 Publications since 2003, including 1 Book
4 Contributions as Editor
Reviewing Activity: 43 Reviews
Co-Authors: 45 Co-Authors with 106 Joint Publications
1,271 Co-Co-Authors
all top 5

Serials

16 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

105 Publications have been cited 1,822 times in 806 Documents Cited by Year
Principles of copula theory. Zbl 1380.62008
Durante, Fabrizio; Sempi, Carlo
161
2016
Semicopulæ. Zbl 1249.26021
Durante, Fabrizio; Sempi, Carlo
90
2005
Conjunctors and their residual implicators: characterizations and construction methods. Zbl 1139.03014
Durante, Fabrizio; Klement, Erich Peter; Mesiar, Radko; Sempi, Carlo
79
2007
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
75
2010
Semilinear copulas. Zbl 1274.62108
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
69
2008
A note on the convex combinations of triangular norms. Zbl 1173.03042
Durante, Fabrizio; Sarkoci, Peter
52
2008
Rectangular patchwork for bivariate copulas and tail dependence. Zbl 1170.62329
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
48
2009
Copulas with given diagonal sections: novel constructions and applications. Zbl 1158.62324
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
48
2007
On a family of copulas constructed from the diagonal section. Zbl 1098.60016
Durante, F.; Mesiar, R.; Sempi, C.
38
2006
Copula and semicopula transforms. Zbl 1078.62055
Durante, Fabrizio; Sempi, Carlo
34
2005
On a family of multivariate copulas for aggregation processes. Zbl 1132.68761
Durante, Fabrizio; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
34
2007
Shuffles of copulas. Zbl 1160.60307
Durante, Fabrizio; Sarkoci, Peter; Sempi, Carlo
33
2009
2-increasing binary aggregation operators. Zbl 1142.68541
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi; Sempi, Carlo
32
2007
Supermigrative semi-copulas and triangular norms. Zbl 1167.62060
Durante, Fabrizio; Ghiselli Ricci, Roberto
31
2009
Distorted copulas: constructions and tail dependence. Zbl 1194.62075
Durante, Fabrizio; Foschi, Rachele; Sarkoci, Peter
30
2010
A new class of symmetric bivariate copulas. Zbl 1122.62039
Durante, Fabrizio
30
2006
Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Zbl 1268.91005
29
2013
Semicopulas: characterizations and applicability. Zbl 1249.60016
Durante, Fabrizio; Quesada-Molina, José; Sempi, Carlo
27
2006
Absolutely continuous copulas with given diagonal sections. Zbl 1292.60019
Durante, Fabrizio; Jaworski, Piotr
26
2008
Measures of non-exchangeability for bivariate random vectors. Zbl 1247.60047
Durante, Fabrizio; Klement, Erich Peter; Sempi, Carlo; Úbeda-Flores, Manuel
25
2010
Invariant dependence structure under univariate truncation. Zbl 1241.62083
Durante, Fabrizio; Jaworski, Piotr
25
2012
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
23
2010
A new characterization of bivariate copulas. Zbl 1203.62101
Durante, Fabrizio; Jaworski, Piotr
23
2010
Construction of non-exchangeable bivariate distribution functions. Zbl 1309.60006
Durante, Fabrizio
23
2009
Sklar’s theorem obtained via regularization techniques. Zbl 1229.62062
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
23
2012
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Zbl 1290.62040
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
23
2013
New constructions of diagonal patchwork copulas. Zbl 1190.62101
Durante, Fabrizio; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
22
2009
Remarks on two product-like constructions for copulas. Zbl 1136.60306
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan; Sarkoci, Peter
22
2007
Copulas, diagonals, and tail dependence. Zbl 1360.68835
Durante, Fabrizio; Fernández-Sánchez, Juan; Pappadà, Roberta
21
2015
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components. Zbl 1397.62391
Navarro, Jorge; Durante, Fabrizio
21
2017
On representations of 2-increasing binary aggregation functions. Zbl 1163.68340
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
20
2008
Semi-copulas, capacities and families of level sets. Zbl 1182.62197
Durante, Fabrizio; Spizzichino, Fabio
19
2010
Bivariate copulas generated by perturbations. Zbl 1284.62309
Durante, Fabrizio; Fernández Sánchez, Juan; Úbeda Flores, Manuel
19
2013
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
18
2015
Threshold copulas and positive dependence. Zbl 1148.62032
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
17
2008
Invariant dependence structures and Archimedean copulas. Zbl 1225.62069
Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko
16
2011
Clustering of financial time series in risky scenarios. Zbl 1414.62241
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
16
2014
Copulas with given values on a horizontal and a vertical section. Zbl 1140.62322
Durante, Fabrizio; Kolesárova, Anna; Mesiar, Radko; Sempi, Carlo
16
2007
Multivariate shuffles and approximation of copulas. Zbl 1202.62067
Durante, Fabrizio; Fernández-Sánchez, Juan
15
2010
A note on the notion of singular copula. Zbl 1318.62165
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
15
2013
A new family of symmetric bivariate copulas. Zbl 1122.62038
Durante, Fabrizio
15
2007
A topological proof of Sklar’s theorem. Zbl 1314.62127
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
15
2013
Covar of families of copulas. Zbl 1417.62298
Bernardi, M.; Durante, F.; Jaworski, P.
14
2017
Copulæ and Schur-concavity. Zbl 1231.60014
Durante, Fabrizio; Sempi, Carlo
14
2003
On the approximation of copulas via shuffles of Min. Zbl 1349.62174
Durante, Fabrizio; Sánchez, Juan Fernández
13
2012
On the \(\alpha \)-migrativity of multivariate semi-copulas. Zbl 1318.62166
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
13
2012
Aging functions and multivariate notions of NBU and IFR. Zbl 1200.62127
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
13
2010
A generalization of the Archimedean class of bivariate copulas. Zbl 1332.62171
Durante, Fabrizio; Quesada-Molina, José Juan; Sempi, Carlo
13
2007
The lattice-theoretic structure of the sets of triangular norms and semi-copulas. Zbl 1204.03051
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi
13
2008
Convergence results for patchwork copulas. Zbl 1346.60007
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
12
2015
Bounds for trivariate copulas with given bivariate marginals. Zbl 1162.62047
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan
12
2008
On the singular components of a copula. Zbl 1336.60020
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
11
2015
Clustering of time series via non-parametric tail dependence estimation. Zbl 1317.62053
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
11
2015
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
11
2016
Multivariate copulas with hairpin support. Zbl 1292.62086
Durante, Fabrizio; Fernández Sánchez, Juan; Trutschnig, Wolfgang
11
2014
Reflection invariant copulas. Zbl 1426.62150
Durante, Fabrizio; Fuchs, Sebastian
11
2019
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
11
2015
On the classes of copulas and quasi-copulas with a given diagonal section. Zbl 1220.62057
Durante, Fabrizio; Fernández-Sánchez, Juan
10
2011
Componentwise concave copulas and their asymmetry. Zbl 1191.62095
Durante, Fabrizio; Papini, Pier Luigi
10
2009
Multivariate hierarchical copulas with shocks. Zbl 1201.62063
Durante, Fabrizio; Hofert, Marius; Scherer, Matthias
9
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
Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen. Zbl 1380.62021
9
2017
Shock models with dependence and asymmetric linkages. Zbl 1368.62127
Durante, Fabrizio; Omladič, Matjaž; Oražem, Lovrenc; Ružić, Nina
9
2017
Generalized composition of binary aggregation operators. Zbl 1137.62353
Durante, Fabrizio
8
2005
On the characterization of a class of binary operations on bivariate distribution functions. Zbl 1121.60010
Durante, Fabrizio.; Sempi, Carlo
8
2006
Baire category results for exchangeable copulas. Zbl 1382.60028
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
8
2016
A typical copula is singular. Zbl 1329.60012
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
7
2015
Supermigrative copulas and positive dependence. Zbl 1443.62132
Durante, Fabrizio; Ghiselli-Ricci, Roberto
7
2012
A weakening of Schur-concavity for copulas. Zbl 05174575
Durante, Fabrizio; Papini, Pier Luigi
7
2007
Extensions of subcopulas. Zbl 1373.60037
de Amo, Enrique; Díaz Carrillo, Manuel; Durante, Fabrizio; Fernández Sánchez, Juan
7
2017
A note on biconic copulas. Zbl 1227.62036
Durante, Fabrizio; Fernández-Sánchez, Juan
6
2011
Flipping of multivariate aggregation functions. Zbl 1334.68218
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
6
2014
Dependence of exchangeable residual lifetimes subject to failure. Zbl 1334.62171
Durante, Fabrizio; Foschi, Rachele
6
2014
Baire category results for quasi-copulas. Zbl 1366.60040
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
6
2016
Diagonal plane sections of trivariate copulas. Zbl 1400.62108
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
6
2016
Extreme biconic copulas: characterization, properties and extensions to aggregation functions. Zbl 1454.62155
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel
6
2019
Solution to an open problem about a transformation on the space of copulas. Zbl 1328.62304
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
5
2014
A spatial contagion test for financial markets. Zbl 1422.91800
Durante, Fabrizio; Foscolo, Enrico; Sabo, Miroslav
5
2013
Solution of an open problem for associative copulas. Zbl 1065.03035
Durante, Fabrizio
5
2005
Truncation invariant copulas and a testing procedure. Zbl 1510.62226
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
5
2016
A method for constructing higher-dimensional copulas. Zbl 1241.62082
Durante, Fabrizio; Foscolo, Enrico; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
4
2012
Evolution of the dependence of residual lifetimes. Zbl 1341.62157
Durante, Fabrizio; Foschi, Rachele
4
2013
Semi-parametric approximation of Kendall’s distribution function and multivariate return periods. Zbl 1316.62072
Salvadori, Gianfausto; Durante, Fabrizio; Perrone, Elisa
3
2013
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
3
2015
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
New results on copulas and related concepts. Zbl 1277.62136
Durante, Fabrizio
3
2007
Ordinal sums: from triangular norms to bi- and multivariate copulas. Zbl 1522.03249
Durante, Fabrizio; Klement, Erich Peter; Saminger-Platz, Susanne; Sempi, Carlo
3
2022
Distortion representations of multivariate distributions. Zbl 1495.62035
Navarro, Jorge; Calì, Camilla; Longobardi, Maria; Durante, Fabrizio
3
2022
Cluster analysis of time series via Kendall distribution. Zbl 1337.62258
Durante, Fabrizio; Pappadà, Roberta
2
2015
On the class of truncation invariant bivariate copulas under constraints. Zbl 07461178
Durante, Fabrizio; Ignazzi, Claudio; Jaworski, Piotr
2
2022
Compositions of copulas and quasi-copulas. Zbl 1063.62075
Durante, Fabrizio; Sempi, Carlo
2
2004
Asymmetric copulas and their application in design of experiments. Zbl 1429.60024
Durante, Fabrizio; Perrone, Elisa
2
2018
Copulas with given values on the tails. Zbl 1429.62177
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
2
2017
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Zbl 1510.62251
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio
2
2021
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
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
How to prove Sklar’s theorem. Zbl 1277.62137
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
1
2013
A note on the compatibility of bivariate copulas. Zbl 1462.62082
Durante, Fabrizio; Sánchez, Juan Fernández
1
2014
Ordinal sums: from triangular norms to bi- and multivariate copulas. Zbl 1522.03249
Durante, Fabrizio; Klement, Erich Peter; Saminger-Platz, Susanne; Sempi, Carlo
3
2022
Distortion representations of multivariate distributions. Zbl 1495.62035
Navarro, Jorge; Calì, Camilla; Longobardi, Maria; Durante, Fabrizio
3
2022
On the class of truncation invariant bivariate copulas under constraints. Zbl 07461178
Durante, Fabrizio; Ignazzi, Claudio; Jaworski, Piotr
2
2022
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Zbl 1510.62251
Fuchs, Sebastian; Di Lascio, F. Marta L.; Durante, Fabrizio
2
2021
Spatially homogeneous copulas. Zbl 1436.62184
Durante, Fabrizio; Sánchez, Juan Fernández; Trutschnig, Wolfgang
1
2020
Reflection invariant copulas. Zbl 1426.62150
Durante, Fabrizio; Fuchs, Sebastian
11
2019
Extreme biconic copulas: characterization, properties and extensions to aggregation functions. Zbl 1454.62155
Durante, Fabrizio; Fernández-Sánchez, Juan; Úbeda-Flores, Manuel
6
2019
Asymmetric copulas and their application in design of experiments. Zbl 1429.60024
Durante, Fabrizio; Perrone, Elisa
2
2018
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
21
2017
Covar of families of copulas. Zbl 1417.62298
Bernardi, M.; Durante, F.; Jaworski, P.
14
2017
Copulas and dependence models with applications. Contributions in honor of Roger B. Nelsen. Zbl 1380.62021
9
2017
Shock models with dependence and asymmetric linkages. Zbl 1368.62127
Durante, Fabrizio; Omladič, Matjaž; Oražem, Lovrenc; Ružić, Nina
9
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
My introduction to copulas. An interview with Roger Nelsen. Zbl 1404.62052
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2017
The vine philosopher. Zbl 1383.01009
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
Principles of copula theory. Zbl 1380.62008
Durante, Fabrizio; Sempi, Carlo
161
2016
Marshall-Olkin type copulas generated by a global shock. Zbl 1328.62305
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
11
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
6
2016
Diagonal plane sections of trivariate copulas. Zbl 1400.62108
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
6
2016
Truncation invariant copulas and a testing procedure. Zbl 1510.62226
Di Lascio, F. Marta L.; Durante, Fabrizio; Jaworski, Piotr
5
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
Stat trek. An interview with Christian Genest. Zbl 1403.62003
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven
1
2016
Copulas, diagonals, and tail dependence. Zbl 1360.68835
Durante, Fabrizio; Fernández-Sánchez, Juan; Pappadà, Roberta
21
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
18
2015
Convergence results for patchwork copulas. Zbl 1346.60007
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
12
2015
On the singular components of a copula. Zbl 1336.60020
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
11
2015
Clustering of time series via non-parametric tail dependence estimation. Zbl 1317.62053
Durante, Fabrizio; Pappadà, Roberta; Torelli, Nicola
11
2015
Copulas based on Marshall-Olkin machinery. Zbl 1365.62188
Durante, Fabrizio; Girard, Stéphane; Mazo, Gildas
11
2015
A typical copula is singular. Zbl 1329.60012
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
7
2015
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts. Zbl 1320.01026
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias
3
2015
Cluster analysis of time series via Kendall distribution. Zbl 1337.62258
Durante, Fabrizio; Pappadà, Roberta
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
16
2014
Multivariate copulas with hairpin support. Zbl 1292.62086
Durante, Fabrizio; Fernández Sánchez, Juan; Trutschnig, Wolfgang
11
2014
Flipping of multivariate aggregation functions. Zbl 1334.68218
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
6
2014
Dependence of exchangeable residual lifetimes subject to failure. Zbl 1334.62171
Durante, Fabrizio; Foschi, Rachele
6
2014
Solution to an open problem about a transformation on the space of copulas. Zbl 1328.62304
Durante, Fabrizio; Fernández-Sánchez, Juan; Trutschnig, Wolfgang
5
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
29
2013
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity. Zbl 1290.62040
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
23
2013
Bivariate copulas generated by perturbations. Zbl 1284.62309
Durante, Fabrizio; Fernández Sánchez, Juan; Úbeda Flores, Manuel
19
2013
A note on the notion of singular copula. Zbl 1318.62165
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo
15
2013
A topological proof of Sklar’s theorem. Zbl 1314.62127
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
15
2013
A spatial contagion test for financial markets. Zbl 1422.91800
Durante, Fabrizio; Foscolo, Enrico; Sabo, Miroslav
5
2013
Evolution of the dependence of residual lifetimes. Zbl 1341.62157
Durante, Fabrizio; Foschi, Rachele
4
2013
Semi-parametric approximation of Kendall’s distribution function and multivariate return periods. Zbl 1316.62072
Salvadori, Gianfausto; Durante, Fabrizio; Perrone, Elisa
3
2013
How to prove Sklar’s theorem. Zbl 1277.62137
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
1
2013
Invariant dependence structure under univariate truncation. Zbl 1241.62083
Durante, Fabrizio; Jaworski, Piotr
25
2012
Sklar’s theorem obtained via regularization techniques. Zbl 1229.62062
Durante, Fabrizio; Fernández-Sánchez, Juan; Sempi, Carlo
23
2012
On the approximation of copulas via shuffles of Min. Zbl 1349.62174
Durante, Fabrizio; Sánchez, Juan Fernández
13
2012
On the \(\alpha \)-migrativity of multivariate semi-copulas. Zbl 1318.62166
Durante, Fabrizio; Fernández-Sánchez, Juan; Quesada-Molina, José Juan
13
2012
Supermigrative copulas and positive dependence. Zbl 1443.62132
Durante, Fabrizio; Ghiselli-Ricci, Roberto
7
2012
A method for constructing higher-dimensional copulas. Zbl 1241.62082
Durante, Fabrizio; Foscolo, Enrico; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
4
2012
Invariant dependence structures and Archimedean copulas. Zbl 1225.62069
Durante, Fabrizio; Jaworski, Piotr; Mesiar, Radko
16
2011
On the classes of copulas and quasi-copulas with a given diagonal section. Zbl 1220.62057
Durante, Fabrizio; Fernández-Sánchez, Juan
10
2011
A note on biconic copulas. Zbl 1227.62036
Durante, Fabrizio; Fernández-Sánchez, Juan
6
2011
Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25–26 September 2009. Zbl 1194.62077
75
2010
Distorted copulas: constructions and tail dependence. Zbl 1194.62075
Durante, Fabrizio; Foschi, Rachele; Sarkoci, Peter
30
2010
Measures of non-exchangeability for bivariate random vectors. Zbl 1247.60047
Durante, Fabrizio; Klement, Erich Peter; Sempi, Carlo; Úbeda-Flores, Manuel
25
2010
Spatial contagion between financial markets: a copula-based approach. Zbl 1226.91085
Durante, Fabrizio; Jaworski, Piotr
23
2010
A new characterization of bivariate copulas. Zbl 1203.62101
Durante, Fabrizio; Jaworski, Piotr
23
2010
Semi-copulas, capacities and families of level sets. Zbl 1182.62197
Durante, Fabrizio; Spizzichino, Fabio
19
2010
Multivariate shuffles and approximation of copulas. Zbl 1202.62067
Durante, Fabrizio; Fernández-Sánchez, Juan
15
2010
Aging functions and multivariate notions of NBU and IFR. Zbl 1200.62127
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
13
2010
Multivariate hierarchical copulas with shocks. Zbl 1201.62063
Durante, Fabrizio; Hofert, Marius; Scherer, Matthias
9
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
Rectangular patchwork for bivariate copulas and tail dependence. Zbl 1170.62329
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
48
2009
Shuffles of copulas. Zbl 1160.60307
Durante, Fabrizio; Sarkoci, Peter; Sempi, Carlo
33
2009
Supermigrative semi-copulas and triangular norms. Zbl 1167.62060
Durante, Fabrizio; Ghiselli Ricci, Roberto
31
2009
Construction of non-exchangeable bivariate distribution functions. Zbl 1309.60006
Durante, Fabrizio
23
2009
New constructions of diagonal patchwork copulas. Zbl 1190.62101
Durante, Fabrizio; Rodríguez-Lallena, José Antonio; Úbeda-Flores, Manuel
22
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
69
2008
A note on the convex combinations of triangular norms. Zbl 1173.03042
Durante, Fabrizio; Sarkoci, Peter
52
2008
Absolutely continuous copulas with given diagonal sections. Zbl 1292.60019
Durante, Fabrizio; Jaworski, Piotr
26
2008
On representations of 2-increasing binary aggregation functions. Zbl 1163.68340
Durante, Fabrizio; Saminger-Platz, Susanne; Sarkoci, Peter
20
2008
Threshold copulas and positive dependence. Zbl 1148.62032
Durante, Fabrizio; Foschi, Rachele; Spizzichino, Fabio
17
2008
The lattice-theoretic structure of the sets of triangular norms and semi-copulas. Zbl 1204.03051
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi
13
2008
Bounds for trivariate copulas with given bivariate marginals. Zbl 1162.62047
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan
12
2008
Conjunctors and their residual implicators: characterizations and construction methods. Zbl 1139.03014
Durante, Fabrizio; Klement, Erich Peter; Mesiar, Radko; Sempi, Carlo
79
2007
Copulas with given diagonal sections: novel constructions and applications. Zbl 1158.62324
Durante, Fabrizio; Kolesárová, Anna; Mesiar, Radko; Sempi, Carlo
48
2007
On a family of multivariate copulas for aggregation processes. Zbl 1132.68761
Durante, Fabrizio; Quesada-Molina, José Juan; Úbeda-Flores, Manuel
34
2007
2-increasing binary aggregation operators. Zbl 1142.68541
Durante, Fabrizio; Mesiar, Radko; Papini, Pier Luigi; Sempi, Carlo
32
2007
Remarks on two product-like constructions for copulas. Zbl 1136.60306
Durante, Fabrizio; Klement, Erich Peter; Quesada-Molina, José Juan; Sarkoci, Peter
22
2007
Copulas with given values on a horizontal and a vertical section. Zbl 1140.62322
Durante, Fabrizio; Kolesárova, Anna; Mesiar, Radko; Sempi, Carlo
16
2007
A new family of symmetric bivariate copulas. Zbl 1122.62038
Durante, Fabrizio
15
2007
A generalization of the Archimedean class of bivariate copulas. Zbl 1332.62171
Durante, Fabrizio; Quesada-Molina, José Juan; Sempi, Carlo
13
2007
A weakening of Schur-concavity for copulas. Zbl 05174575
Durante, Fabrizio; Papini, Pier Luigi
7
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.
38
2006
A new class of symmetric bivariate copulas. Zbl 1122.62039
Durante, Fabrizio
30
2006
Semicopulas: characterizations and applicability. Zbl 1249.60016
Durante, Fabrizio; Quesada-Molina, José; Sempi, Carlo
27
2006
On the characterization of a class of binary operations on bivariate distribution functions. Zbl 1121.60010
Durante, Fabrizio.; Sempi, Carlo
8
2006
Semicopulæ. Zbl 1249.26021
Durante, Fabrizio; Sempi, Carlo
90
2005
...and 5 more Documents
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Cited by 803 Authors

88 Mesiar, Radko
87 Durante, Fabrizio
68 Fernández-Sánchez, Juan
45 Úbeda-Flores, Manuel
34 De Baets, Bernard
33 Trutschnig, Wolfgang
27 De Meyer, Hans E.
27 Jaworski, Piotr
22 Kolesárová, Anna
21 Torrens, Joan
20 Fuchs, Sebastian L.
20 Sempi, Carlo
19 Liu, Huawen
19 Spizzichino, Fabio L.
18 Klement, Erich Peter
17 Omladič, Matjaž
17 Saminger-Platz, Susanne
16 Quesada-Molina, José Juan
15 Bustince Sola, Humberto
12 De Amo, Enrique
12 Kokol-Bukovšek, Damjana
12 Su, Yong
11 Jwaid, Tarad
11 Navarro, Jorge
11 Yang, Jingping
10 Diaz Carrillo, Manuel
10 Scherer, Matthias
10 Tasena, Santi
9 Hofert, Marius
9 Massanet, Sebastià
9 Pellerey, Franco
8 Baczynski, Michal
8 Bedregal, Benjamín René Callejas
8 Foschi, Rachele
8 Košir, Tomaž
8 Puccetti, Giovanni
8 Stopar, Nik
8 Wang, Zhudeng
8 Zitikis, Ričardas
7 Arias García, J. J.
7 Boczek, Michal
7 Fernández Fernández, Francisco Javier
7 Genest, Christian
7 Kałuszka, Marek
7 Mai, Jan-Frederik
7 Mojškerc, Blaž
7 Papini, Pier Luigi
7 Ruiz-Aguilera, Daniel
7 Sarkoci, Peter
7 Xie, Jiehua
6 Dimuro, Graçaliz Pereira
6 Ghiselli Ricci, Roberto
6 Girard, Stéphane
6 Li, Xiaohu
6 Nelsen, Roger B.
6 Ouyang, Yao
6 Rodríguez Lallena, José Antonio
6 Siburg, Karl Friedrich
6 Stupňanová, Andrea
6 Zhu, Kuanyun
5 Agahi, Hamzeh
5 Aguiló, Isabel
5 Cerqueti, Roy
5 D’Amico, Guglielmo
5 Dolati, Ali
5 Emura, Takeshi
5 González-Barrios, José María
5 Hao, Xiaoying
5 Hutník, Ondrej
5 Kalická, Jana
5 Komornikova, Magda
5 Mulinacci, Sabrina
5 Niu, Meixia
5 Pap, Endre
5 Pradera, Ana
5 Rullière, Didier
5 Rüschendorf, Ludger
5 Santiwipanont, Tippawan
5 Sumetkijakan, Songkiat
5 Suñer, Jaume
5 Yan, Rongfang
4 Cherubini, Umberto
4 Cuadras, Carles M.
4 De Luca, Giovanni
4 Di Bernardino, Elena
4 Di Lascio, F. Marta L.
4 Fodor, János C.
4 Griessenberger, Florian
4 Halčinová, Lenka
4 Horanská, Ľubomíra
4 Induráin, Esteban
4 Jayaram, Balasubramaniam
4 Joe, Harry
4 Kamnitui, Noppadon
4 Kasper, Thimo M.
4 Longobardi, Maria
4 Montero, Javier
4 Petroni, Filippo
4 Schmidt, Klaus D.
4 Šeliga, Adam
...and 703 more Authors
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Cited in 128 Serials

152 Fuzzy Sets and Systems
68 Information Sciences
54 Dependence Modeling
33 International Journal of Approximate Reasoning
30 Kybernetika
28 Journal of Multivariate Analysis
27 Communications in Statistics. Theory and Methods
25 Journal of Mathematical Analysis and Applications
21 Statistics & Probability Letters
19 Insurance Mathematics & Economics
14 Statistical Papers
12 Metrika
12 Journal of Computational and Applied Mathematics
10 Soft Computing
10 Methodology and Computing in Applied Probability
9 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
8 Annals of Operations Research
8 Statistical Methods and Applications
8 Iranian Journal of Fuzzy Systems
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 European Journal of Operational Research
7 Probability in the Engineering and Informational Sciences
7 Thai Journal of Mathematics
6 Computational Statistics and Data Analysis
5 Statistics
5 Communications in Statistics. Simulation and Computation
5 Mediterranean Journal of Mathematics
5 Electronic Journal of Statistics
4 Journal of Applied Probability
4 Journal of Statistical Planning and Inference
4 Applied Mathematical Modelling
4 Test
4 Bernoulli
4 Applied Stochastic Models in Business and Industry
4 ASTIN Bulletin
4 Journal of Intelligent and Fuzzy Systems
4 Statistics and Computing
4 Journal of the Japan Statistical Society. Japanese Issue
3 The Canadian Journal of Statistics
3 Scandinavian Journal of Statistics
3 Applied Mathematics and Computation
3 Naval Research Logistics
3 Applied Mathematics Letters
3 Journal of Statistical Computation and Simulation
3 Applicationes Mathematicae
3 Computational and Applied Mathematics
3 Extremes
3 Fuzzy Optimization and Decision Making
3 Computational Management Science
2 Computers & Mathematics with Applications
2 Annals of the Institute of Statistical Mathematics
2 Journal of Optimization Theory and Applications
2 Metron
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Aequationes Mathematicae
2 Indagationes Mathematicae. New Series
2 Mathematical Methods of Statistics
2 Journal of Nonparametric Statistics
2 Australian & New Zealand Journal of Statistics
2 Journal of Applied Statistics
2 Advances in Data Analysis and Classification. ADAC
2 AStA. Advances in Statistical Analysis
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Statistics & Risk Modeling
2 İstatistik
2 Journal of Mathematics
2 Journal of Statistical Distributions and Applications
2 Stochastics and Quality Control
2 Japanese Journal of Statistics and Data Science
1 Advances in Applied Probability
1 International Journal of General Systems
1 International Journal of Theoretical Physics
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Theory of Probability and its Applications
1 International Journal of Mathematics and Mathematical Sciences
1 International Statistical Review
1 Journal of the American Statistical Association
1 Journal of Econometrics
1 Journal of Mathematical Psychology
1 Operations Research
1 Statistica
1 Topology and its Applications
1 Note di Matematica
1 Journal of Time Series Analysis
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 Applied Mathematical Finance
1 Finance and Stochastics
1 Mathematical Finance
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 European Journal of Mechanics. A. Solids
...and 28 more Serials

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