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Multivariate shuffles and approximation of copulas

JOURNAL ARTICLE published December 2010 in Statistics & Probability Letters

Authors: Fabrizio Durante | Juan Fernández-Sánchez

https://doi.org/10.1016/j.spl.2010.08.008 Actions

On the approximation of copulas via shuffles of Min

JOURNAL ARTICLE published October 2012 in Statistics & Probability Letters

Authors: Fabrizio Durante | Juan Fernández Sánchez

https://doi.org/10.1016/j.spl.2012.06.008 Actions

Multivariate copulas with hairpin support

JOURNAL ARTICLE published September 2014 in Journal of Multivariate Analysis

Authors: Fabrizio Durante | Juan Fernández Sánchez | Wolfgang Trutschnig

https://doi.org/10.1016/j.jmva.2014.06.009 Actions

Some properties of double shuffles of bivariate copulas and (extreme) copulas invariant with respect to Lüroth double shuffles

JOURNAL ARTICLE published January 2022 in Fuzzy Sets and Systems

Authors: Florian Griessenberger | Juan Fernández Sánchez | Wolfgang Trutschnig

https://doi.org/10.1016/j.fss.2021.02.014 Actions

On the α-migrativity of multivariate semi-copulas

JOURNAL ARTICLE published March 2012 in Information Sciences

Authors: Fabrizio Durante | Juan Fernández-Sánchez | José Juan Quesada-Molina

https://doi.org/10.1016/j.ins.2011.10.026 Actions

Multivariate Hierarchical Copulas with Shocks

JOURNAL ARTICLE published December 2010 in Methodology and Computing in Applied Probability

Authors: Fabrizio Durante | Marius Hofert | Matthias Scherer

https://doi.org/10.1007/s11009-009-9134-6 Actions

Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Research funded by Ministerio de Ciencia e Innovación (Spain) (MTM2011-22394)

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

https://doi.org/10.1016/j.insmatheco.2013.10.010 Actions

Baire category results for quasi–copulas

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Wolfgang Trutschnig

https://doi.org/10.1515/demo-2016-0012 Actions

Some results on shuffles of two-dimensional copulas

JOURNAL ARTICLE published February 2013 in Journal of Statistical Planning and Inference

Authors: Wolfgang Trutschnig | Juan Fernández Sánchez

https://doi.org/10.1016/j.jspi.2012.07.017 Actions

Multivariate copulas, quasi-copulas and lattices

JOURNAL ARTICLE published September 2011 in Statistics & Probability Letters

Authors: Juan Fernández-Sánchez | Roger B. Nelsen | Manuel Úbeda-Flores

https://doi.org/10.1016/j.spl.2011.04.004 Actions

Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and Iterated Function Systems

JOURNAL ARTICLE published December 2015 in Journal of Theoretical Probability

Authors: Juan Fernández Sánchez | Wolfgang Trutschnig

https://doi.org/10.1007/s10959-014-0541-4 Actions

Multivariate normal approximation using Stein’s method and Malliavin calculus

JOURNAL ARTICLE published 1 February 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Ivan Nourdin | Giovanni Peccati | Anthony Réveillac

https://doi.org/10.1214/08-aihp308 Actions

Extreme semilinear copulas

JOURNAL ARTICLE published January 2022 in Fuzzy Sets and Systems

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Manuel Úbeda-Flores

https://doi.org/10.1016/j.fss.2020.12.009 Actions

Solution to an open problem about a transformation on the space of copulas

JOURNAL ARTICLE published 10 January 2014 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Wolfgang Trutschnig

https://doi.org/10.2478/demo-2014-0005 Actions

Copulas, diagonals, and tail dependence

JOURNAL ARTICLE published April 2015 in Fuzzy Sets and Systems

Research funded by Ministero de Ciencia e Innovación (MTM2011-22394)

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Roberta Pappadà

https://doi.org/10.1016/j.fss.2014.03.014 Actions

Baire category results for exchangeable copulas

JOURNAL ARTICLE published February 2016 in Fuzzy Sets and Systems

Research funded by Ministerio de Ciencia e Innovación (MTM2011-22394)

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Wolfgang Trutschnig

https://doi.org/10.1016/j.fss.2015.04.010 Actions

Shuffles of copulas

JOURNAL ARTICLE published April 2009 in Journal of Mathematical Analysis and Applications

Authors: Fabrizio Durante | Peter Sarkoci | Carlo Sempi

https://doi.org/10.1016/j.jmaa.2008.11.064 Actions

Bivariate copulas generated by perturbations

JOURNAL ARTICLE published October 2013 in Fuzzy Sets and Systems

Authors: Fabrizio Durante | Juan Fernández Sánchez | Manuel Úbeda Flores

https://doi.org/10.1016/j.fss.2012.08.008 Actions

Multivariate design via Copulas

POSTED CONTENT published

Authors: G. Salvadori | C. De Michele | F. Durante

https://doi.org/10.5194/hessd-8-5523-2011 Actions

Extreme biconic copulas: Characterization, properties and extensions to aggregation functions

JOURNAL ARTICLE published June 2019 in Information Sciences

Research funded by Ministerio de Economía y Competitividad (MTM2014-60594-P)

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Manuel Úbeda-Flores

https://doi.org/10.1016/j.ins.2019.03.010 Actions
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