Fabrizio Durante

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Person:272486

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zbMath Open durante.fabrizioMaRDI QIDQ272486

List of research outcomes

PublicationDate of PublicationType
On the measure induced by copulas that are invariant under univariate truncation2023-10-31Paper
Ordinal sums: from triangular norms to bi- and multivariate copulas2023-10-31Paper
Extreme semilinear copulas2023-10-26Paper
Baire category results for stochastic orders2022-10-12Paper
On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures2022-04-22Paper
Operators invariant under finitely many input changes with applications to aggregation of sequences2022-04-19Paper
On the class of truncation invariant bivariate copulas under constraints2022-01-21Paper
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables2021-05-07Paper
Extreme biconic copulas: characterization, properties and extensions to aggregation functions2020-12-10Paper
Truncation invariant copulas and a testing procedure2020-04-01Paper
Spatially homogeneous copulas2020-03-09Paper
Asymmetric Copulas and Their Application in Design of Experiments2020-02-04Paper
A note on bivariate Archimax copulas2020-01-13Paper
Reflection invariant copulas2019-10-16Paper
Pairwise and Global Dependence in Trivariate Copula Models2019-07-26Paper
Clustering of financial time series in risky scenarios2019-06-03Paper
Supermigrative copulas and positive dependence2018-12-19Paper
My introduction to copulas. An interview with Roger Nelsen2018-11-01Paper
Supermigrativity of aggregation functions2018-10-16Paper
Diagonal plane sections of trivariate copulas2018-09-06Paper
Baire category results for exchangeable copulas2018-02-19Paper
The vine philosopher2018-02-15Paper
Copulas with given values on the tails2017-10-11Paper
Extensions of subcopulas2017-08-29Paper
A Test for Truncation Invariant Dependence2017-08-18Paper
Shock models with dependence and asymmetric linkages2017-08-15Paper
Copulas Based on Marshall–Olkin Machinery2017-07-05Paper
Copulas, diagonals, and tail dependence2017-05-18Paper
Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio2016-12-20Paper
Baire category results for quasi-copulas2016-10-17Paper
Stat trek. An interview with Christian Genest2016-10-17Paper
Convergence results for patchwork copulas2016-10-06Paper
Cluster Analysis of Time Series via Kendall Distribution2016-05-26Paper
Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector2016-05-26Paper
Evolution of the Dependence of Residual Lifetimes2016-05-13Paper
A Spatial Contagion Test for Financial Markets2016-05-13Paper
Flipping of multivariate aggregation functions2016-04-28Paper
Dependence of exchangeable residual lifetimes subject to failure2016-04-20Paper
On the singular components of a copula2016-03-11Paper
A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf2016-01-21Paper
Marshall-Olkin type copulas generated by a global shock2015-12-21Paper
Clustering of time series via non-parametric tail dependence estimation2015-08-03Paper
https://portal.mardi4nfdi.de/entity/Q52620882015-07-13Paper
Solution to an open problem about a transformation on the space of copulas2015-06-23Paper
Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts2015-06-23Paper
A typical copula is singular2015-06-12Paper
Principles of Copula Theory2015-06-11Paper
A topological proof of Sklar's theorem2015-03-30Paper
Absolutely Continuous Copulas with Given Diagonal Sections2014-07-29Paper
Multivariate copulas with hairpin support2014-07-24Paper
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity2014-06-23Paper
A Note on the Compatibility of Bivariate Copulas2014-06-11Paper
Bivariate copulas generated by perturbations2014-04-14Paper
https://portal.mardi4nfdi.de/entity/Q28670242013-12-10Paper
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series2013-12-06Paper
How to Prove Sklar’s Theorem2013-12-06Paper
A note on the notion of singular copula2012-12-04Paper
On the \(\alpha \)-migrativity of multivariate semi-copulas2012-10-10Paper
Measures of non-exchangeability for bivariate random vectors2012-09-23Paper
On the approximation of copulas via shuffles of Min2012-09-21Paper
https://portal.mardi4nfdi.de/entity/Q29078972012-09-04Paper
Invariant dependence structure under univariate truncation2012-06-25Paper
A method for constructing higher-dimensional copulas2012-06-25Paper
https://portal.mardi4nfdi.de/entity/Q53898212012-04-23Paper
https://portal.mardi4nfdi.de/entity/Q53898762012-04-23Paper
Sklar's theorem obtained via regularization techniques2011-12-08Paper
Spatial contagion between financial markets: a copula-based approach2011-11-26Paper
https://portal.mardi4nfdi.de/entity/Q30985212011-11-17Paper
Invariant dependence structures and Archimedean copulas2011-11-15Paper
ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION2011-06-10Paper
Multivariate shuffles and approximation of copulas2010-12-20Paper
Multivariate hierarchical copulas with shocks2010-11-22Paper
A New Characterization of Bivariate Copulas2010-11-22Paper
Distorted Copulas: Constructions and Tail Dependence2010-08-19Paper
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas2010-07-20Paper
AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR2010-05-26Paper
https://portal.mardi4nfdi.de/entity/Q35524692010-04-22Paper
Semi-copulas, capacities and families of level sets2010-03-16Paper
Non-exchangeability of negatively dependent random variables2010-03-08Paper
https://portal.mardi4nfdi.de/entity/Q31838062009-10-21Paper
New constructions of diagonal patchwork copulas2009-10-01Paper
Rectangular Patchwork for Bivariate Copulas and Tail Dependence2009-09-18Paper
Construction of non-exchangeable bivariate distribution functions2009-09-14Paper
Semilinear copulas2009-08-26Paper
A note on the convex combinations of triangular norms2009-08-26Paper
Supermigrative semi-copulas and triangular norms2009-07-22Paper
Shuffles of copulas2009-05-20Paper
Bounds for trivariate copulas with given bivariate marginals2009-03-30Paper
On representations of 2-increasing binary aggregation functions2009-03-24Paper
Threshold copulas and positive dependence2008-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35397042008-11-19Paper
The lattice-theoretic structure of the sets of triangular norms and semi-copulas2008-06-18Paper
COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS2008-05-20Paper
https://portal.mardi4nfdi.de/entity/Q54463762008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q54463782008-03-06Paper
On a family of multivariate copulas for aggregation processes2008-01-03Paper
Conjunctors and their residual implicators: characterizations and construction methods2007-11-26Paper
A generalization of the Archimedean class of bivariate copulas2007-10-24Paper
A weakening of Schur-concavity for copulas2007-07-26Paper
A new class of symmetric bivariate copulas2007-07-18Paper
A new family of symmetric bivariate copulas2007-02-26Paper
2-increasing binary aggregation operators2007-02-16Paper
https://portal.mardi4nfdi.de/entity/Q34141742007-01-08Paper
On a family of copulas constructed from the diagonal section2006-08-18Paper
GENERALIZED COMPOSITION OF BINARY AGGREGATION OPERATORS2006-01-09Paper
Copula and semicopula transforms2005-10-31Paper
Solution of an open problem for associative copulas2005-08-05Paper
https://portal.mardi4nfdi.de/entity/Q31575192005-01-19Paper

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