Works by Durante, Fabrizio

Results: 42

Multivariate Hierarchical Copulas with Shocks.

Published in:

Methodology & Computing in Applied Probability, 2010, v. 12, n. 4, p. 681, doi. 10.1007/s11009-009-9134-6

By:

Durante, Fabrizio;
Hofert, Marius;
Scherer, Matthias

Publication type:

Article

Conditional risk based on multivariate hazard scenarios.

Published in:

Stochastic Environmental Research & Risk Assessment, 2018, v. 32, n. 1, p. 203, doi. 10.1007/s00477-017-1425-9

By:

Bernardi, Mauro;
Durante, Fabrizio;
Jaworski, Piotr;
Petrella, Lea;
Salvadori, Gianfausto

Publication type:

Article

Estimation procedures for exchangeable Marshall copulas with hydrological application.

Published in:

Stochastic Environmental Research & Risk Assessment, 2015, v. 29, n. 1, p. 205, doi. 10.1007/s00477-014-0866-7

By:

Durante, Fabrizio;
Okhrin, Ostap

Publication type:

Article

Distortion representations of multivariate distributions.

Published in:

Statistical Methods & Applications, 2022, v. 31, n. 4, p. 925, doi. 10.1007/s10260-021-00613-2

By:

Navarro, Jorge;
Calì, Camilla;
Longobardi, Maria;
Durante, Fabrizio

Publication type:

Article

On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 12, p. 2238, doi. 10.3390/math8122238

By:

Durante, Fabrizio;
Fernández-Sánchez, Juan;
Trutschnig, Wolfgang;
Úbeda-Flores, Manuel

Publication type:

Article

Tail-dependence clustering of time series with spatial constraints.

Published in:

Environmental & Ecological Statistics, 2024, v. 31, n. 3, p. 801, doi. 10.1007/s10651-024-00626-6

By:

Benevento, Alessia;
Durante, Fabrizio;
Pappadà, Roberta

Publication type:

Article

A Note on the Compatibility of Bivariate Copulas.

Published in:

Communications in Statistics: Theory & Methods, 2014, v. 43, n. 9, p. 1918, doi. 10.1080/03610926.2012.677090

By:

Durante, Fabrizio;
Sánchez, Juan Fernández

Publication type:

Article

Clustering of time series via non-parametric tail dependence estimation.

Published in:

Statistical Papers, 2015, v. 56, n. 3, p. 701, doi. 10.1007/s00362-014-0605-7

By:

Durante, Fabrizio;
Pappadà, Roberta;
Torelli, Nicola

Publication type:

Article

Measures of non-exchangeability for bivariate random vectors.

Published in:

Statistical Papers, 2010, v. 51, n. 3, p. 687, doi. 10.1007/s00362-008-0153-0

By:

Durante, Fabrizio;
Klement, Erich;
Sempi, Carlo;
Úbeda-Flores, Manuel

Publication type:

Article

Construction of non-exchangeable bivariate distribution functions.

Published in:

Statistical Papers, 2009, v. 50, n. 2, p. 383, doi. 10.1007/s00362-007-0064-5

By:

Durante, Fabrizio

Publication type:

Article

ON THE CLASSES OF COPULAS AND QUASI-COPULAS WITH A GIVEN DIAGONAL SECTION.

Published in:

International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, 2011, v. 19, n. 1, p. 1, doi. 10.1142/S0218488511006848

By:

DURANTE, FABRIZIO;
FERNÁNDEZ-SÁNCHEZ, JUAN

Publication type:

Article

COPULAS WITH GIVEN DIAGONAL SECTIONS:: NOVEL CONSTRUCTIONS AND APPLICATIONS.

Published in:

International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, 2007, v. 15, n. 4, p. 397, doi. 10.1142/S0218488507004753

By:

DURANTE, FABRIZIO;
KOLESÁROVÁ, ANNA;
MESIAR, RADKO;
SEMPI, CARLO

Publication type:

Article

GENERALIZED COMPOSITION OF BINARY AGGREGATION OPERATORS.

Published in:

International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, 2005, v. 13, n. 6, p. 567, doi. 10.1142/S0218488505003679

By:

DURANTE, FABRIZIO

Publication type:

Article

Number Savvy: From the Invention of Numbers to the Future of Data.

Published in:

International Statistical Review, 2023, v. 91, n. 2, p. 348, doi. 10.1111/insr.12550

By:

Durante, Fabrizio

Publication type:

Article

Statistical Methods for Climate Scientists.

Published in:

International Statistical Review, 2023, v. 91, n. 3, p. 535, doi. 10.1111/insr.12559

By:

Durante, Fabrizio

Publication type:

Article

Handbook for Applied Modeling: Non‐Gaussian and Correlated DataJamie D.Riggs and Trent L.LalondeLalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9‐781‐31660‐105‐1.

Published in:

2018

By:

Durante, Fabrizio

Publication type:

Book Review

Educational Measurement for Applied Researchers.

Published in:

International Statistical Review, 2017, v. 85, n. 2, p. 372, doi. 10.1111/insr.12223

By:

Durante, Fabrizio

Publication type:

Article

Computational Actuarial Science with R.

Published in:

International Statistical Review, 2015, v. 83, n. 3, p. 511, doi. 10.1111/insr.12119

By:

Durante, Fabrizio

Publication type:

Article

The Skew-Normal and Related Families by Adelchi Azzalini.

Published in:

International Statistical Review, 2014, v. 82, n. 3, p. 483, doi. 10.1111/insr.12085_7

By:

Durante, Fabrizio

Publication type:

Article

The R Book, Second Edition by Michael J. Crawley.

Published in:

International Statistical Review, 2014, v. 82, n. 1, p. 145, doi. 10.1111/insr.12051_5

By:

Durante, Fabrizio

Publication type:

Article

Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey.

Published in:

International Statistical Review, 2014, v. 82, n. 1, p. 146, doi. 10.1111/insr.12051_6

By:

Durante, Fabrizio

Publication type:

Article

New Perspectives in Statistical Modeling and Data Analysis: Proceedings of the 7th Conference of the Classification and Data Analysis Group of the Italian Statistical Society, Catania, September 9-11, 2009 by Salvatore Ingrassia, Roberto Rocci, Maurizio Vichi

Published in:

International Statistical Review, 2013, v. 81, n. 3, p. 460, doi. 10.1111/insr.12042_2

By:

Durante, Fabrizio

Publication type:

Article

Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications by Jan-Frederik Mai, Matthias Scherer, with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber.

Published in:

International Statistical Review, 2013, v. 81, n. 2, p. 307, doi. 10.1111/insr.12020_1

By:

Durante, Fabrizio

Publication type:

Article

Bridge to Abstract Mathematics by Ralph Oberste-Vorth, Aristides Mouzakitis, Bonita A. Lawrence.

Published in:

International Statistical Review, 2013, v. 81, n. 2, p. 325, doi. 10.1111/insr.12020_16

By:

Durante, Fabrizio

Publication type:

Article

A new class of symmetric bivariate copulas.

Published in:

Journal of Nonparametric Statistics, 2006, v. 18, n. 7/8, p. 499, doi. 10.1080/10485250701262242

By:

Durante, Fabrizio

Publication type:

Article

Connecting copula properties with reliability properties of coherent systems.

Published in:

Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 3, p. 496, doi. 10.1002/asmb.2579

By:

Navarro, Jorge;
Durante, Fabrizio;
Fernández‐Sánchez, Juan

Publication type:

Article

Spatial contagion between financial markets: a copula-based approach.

Published in:

Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 5, p. 551, doi. 10.1002/asmb.799

By:

Durante, Fabrizio;
Jaworski, Piotr

Publication type:

Article

Dependence between Stock Returns of Italian Banks and the Sovereign Risk.

Published in:

Econometrics (2225-1146), 2017, v. 5, n. 2, p. 23, doi. 10.3390/econometrics5020023

By:

Durante, Fabrizio;
Foscolo, Enrico;
Weissensteiner, Alex

Publication type:

Article

Hazard Assessment under Multivariate Distributional Change-Points: Guidelines and a Flood Case Study.

Published in:

Water (20734441), 2018, v. 10, n. 6, p. 751, doi. 10.3390/w10060751

By:

Salvadori, Gianfausto;
Durante, Fabrizio;
De Michele, Carlo;
Bernardi, Mauro

Publication type:

Article

Wasserstein Dissimilarity for Copula-Based Clustering of Time Series with Spatial Information.

Published in:

Mathematics (2227-7390), 2024, v. 12, n. 1, p. 67, doi. 10.3390/math12010067

By:

Benevento, Alessia;
Durante, Fabrizio

Publication type:

Article

An Analysis of the Dependence Among Financial Markets by Spatial Contagion.

Published in:

International Journal of Intelligent Systems, 2013, v. 28, n. 4, p. 319, doi. 10.1002/int.21578

By:

Durante, Fabrizio;
Foscolo, Enrico

Publication type:

Article

Truncation invariant copulas and a testing procedure.

Published in:

Journal of Statistical Computation & Simulation, 2016, v. 86, n. 12, p. 2362, doi. 10.1080/00949655.2015.1110820

By:

Di Lascio, F. Marta L.;
Durante, Fabrizio;
Jaworski, Piotr

Publication type:

Article

A New Characterization of Bivariate Copulas.

Published in:

Communications in Statistics: Theory & Methods, 2010, v. 39, n. 16, p. 2901, doi. 10.1080/03610920903151459

By:

Durante, Fabrizio;
Jaworski, Piotr

Publication type:

Article

Distorted Copulas: Constructions and Tail Dependence.

Published in:

Communications in Statistics: Theory & Methods, 2010, v. 39, n. 12, p. 2288, doi. 10.1080/03610920903039506

By:

Durante, Fabrizio;
Foschi, Rachele;
Sarkoci, Peter

Publication type:

Article

Rectangular Patchwork for Bivariate Copulas and Tail Dependence.

Published in:

Communications in Statistics: Theory & Methods, 2009, v. 38, n. 15, p. 2515, doi. 10.1080/03610920802571203

By:

Durante, Fabrizio;
Saminger-Platz, Susanne;
Sarkoci, Peter

Publication type:

Article

Absolutely Continuous Copulas with Given Diagonal Sections.

Published in:

Communications in Statistics: Theory & Methods, 2008, v. 37, n. 18, p. 2924, doi. 10.1080/03610920802050927

By:

Durante, Fabrizio;
Jaworski, Piotr

Publication type:

Article

Guidelines for Studying Diverse Types of Compound Weather and Climate Events.

Published in:

Earth's Future, 2021, v. 9, n. 11, p. 1, doi. 10.1029/2021EF002340

By:

Bevacqua, Emanuele;
De Michele, Carlo;
Manning, Colin;
Couasnon, Anaïs;
Ribeiro, Andreia F. S.;
Ramos, Alexandre M.;
Vignotto, Edoardo;
Bastos, Ana;
Blesić, Suzana;
Durante, Fabrizio;
Hillier, John;
Oliveira, Sérgio C.;
Pinto, Joaquim G.;
Ragno, Elisa;
Rivoire, Pauline;
Saunders, Kate;
van der Wiel, Karin;
Wenyan Wu;
Tianyi Zhang;
Zscheischler, Jakob

Publication type:

Article

Spatially homogeneous copulas.

Published in:

Annals of the Institute of Statistical Mathematics, 2020, v. 72, n. 2, p. 607, doi. 10.1007/s10463-018-0703-8

By:

Durante, Fabrizio;
Fernández Sánchez, Juan;
Trutschnig, Wolfgang

Publication type:

Article

A method for constructing higher-dimensional copulas.

Published in:

Statistics, 2012, v. 46, n. 3, p. 387, doi. 10.1080/02331888.2010.535903

By:

Durante, Fabrizio;
Foscolo, Enrico;
Rodríguez-Lallena, JoséAntonio;
Úbeda-Flores, Manuel

Publication type:

Article

Invariant dependence structure under univariate truncation.

Published in:

Statistics, 2012, v. 46, n. 2, p. 263, doi. 10.1080/02331888.2010.512977

By:

Durante, Fabrizio;
Jaworski, Piotr

Publication type:

Article

AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR.

Published in:

Probability in the Engineering & Informational Sciences, 2010, v. 24, n. 2, p. 263, doi. 10.1017/S026996480999026X

By:

Durante, Fabrizio;
Foschi, Rachele;
Spizzichino, Fabio

Publication type:

Article

ON THE SINGULAR COMPONENTS OF A COPULA.

Published in:

Journal of Applied Probability, 2015, v. 52, n. 4, p. 1175, doi. 10.1239/jap/1450802760

By:

DURANTE, FABRIZIO;
FERNÁNDEZ-SÁNCHEZ, JUAN;
TRUTSCHNIG, WOLFGANG

Publication type:

Article