Fabrizio Durante
Fabrizio Durante
Dipartimento di Scienze dell'Economia, Università del Salento
Verified email at unisalento.it - Homepage
TitleCited byYear
Copula Theory and its Applications, Vol. 1
P Jaworski, F Durante, W Härdle, T Rychlik
Springer, Germany, 2010
Principles of copula theory
F Durante, C Sempi
Chapman and Hall/CRC, 2015
On the return period and design in a multivariate framework
G Salvadori, CD Michele, F Durante
Hydrology and Earth System Sciences 15 (11), 3293-3305, 2011
Copula theory: an introduction
F Durante, C Sempi
Copula Theory and its Applications, 3-31, 2010
F Durante, C Sempi
Kybernetika 41 (3), [315]-328, 2005
Conjunctors and their residual implicators: characterizations and construction methods
F Durante, EP Klement, R Mesiar, C Sempi
Mediterranean Journal of Mathematics 4 (3), 343-356, 2007
On the construction of multivariate extreme value models via copulas
F Durante, G Salvadori
Environmetrics: The official journal of the International Environmetrics …, 2010
Semilinear copulas
F Durante, A Kolesárová, R Mesiar, C Sempi
Fuzzy Sets and Systems 159 (1), 63-76, 2008
A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities
G Salvadori, F Durante, C De Michele, M Bernardi, L Petrella
Water Resources Research 52 (5), 3701-3721, 2016
A note on the convex combinations of triangular norms
F Durante, P Sarkoci
Fuzzy sets and systems 159 (1), 77-80, 2008
Copulas with given diagonal sections: novel constructions and applications
F Durante, A Kolesárová, R Mesiar, C Sempi
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2007
Multivariate return period calculation via survival functions
G Salvadori, F Durante, C De Michele
Water Resources Research 49 (4), 2308-2311, 2013
On a family of copulas constructed from the diagonal section
F Durante, R Mesiar, C Sempi
Soft Computing 10 (6), 490-494, 2006
Copulae in mathematical and quantitative finance
P Jaworski, F Durante, WK Härdle
Lecture Notes in Statistics-Proceedings. Springer, Heidelberg, 2013
Spatial contagion between financial markets: a copula‐based approach
F Durante, P Jaworski
Applied Stochastic Models in Business and Industry 26 (5), 551-564, 2010
Rectangular patchwork for bivariate copulas and tail dependence
F Durante, S Saminger-Platz, P Sarkoci
Communications in Statistics—Theory and Methods 38 (15), 2515-2527, 2009
Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering
G Salvadori, F Durante, GR Tomasicchio, F D'Alessandro
Coastal Engineering 95, 77-83, 2015
Construction of non-exchangeable bivariate distribution functions
F Durante
Statistical Papers 50 (2), 383-391, 2009
On a family of multivariate copulas for aggregation processes
F Durante, JJ Quesada-Molina, M Úbeda-Flores
Information Sciences 177 (24), 5715-5724, 2007
Shuffles of copulas
F Durante, P Sarkoci, C Sempi
Journal of Mathematical Analysis and Applications 352 (2), 914-921, 2009
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