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Multivariate design via Copulas

POSTED CONTENT published

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

Copulas and Dependence Models with Applications

BOOK published 2017

Editors: Manuel Úbeda Flores | Enrique de Amo Artero | Fabrizio Durante | Juan Fernández Sánchez

On the construction of multivariate extreme value models via copulas

JOURNAL ARTICLE published March 2010 in Environmetrics

Authors: F. Durante | G. Salvadori

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

JOURNAL ARTICLE published 18 December 2020 in Mathematics

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

Spatially homogeneous copulas

JOURNAL ARTICLE published April 2020 in Annals of the Institute of Statistical Mathematics

Authors: Fabrizio Durante | Juan Fernández Sánchez | Wolfgang Trutschnig

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

JOURNAL ARTICLE published February 2011 in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

Authors: FABRIZIO DURANTE | JUAN FERNÁNDEZ-SÁNCHEZ

Multivariate normal approximation for traces of orthogonal and symplectic matrices

JOURNAL ARTICLE published 1 February 2024 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Klara Courteaut | Kurt Johansson

Idempotent and multivariate copulas with fractal support

JOURNAL ARTICLE published December 2012 in Journal of Statistical Planning and Inference

Authors: Wolfgang Trutschnig | Juan Fernández Sánchez

On the measure induced by copulas that are invariant under univariate truncation

JOURNAL ARTICLE published December 2022 in Fuzzy Sets and Systems

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

Convergence results for patchwork copulas

JOURNAL ARTICLE published December 2015 in European Journal of Operational Research

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

Gaussian approximation of conditional elliptical copulas

JOURNAL ARTICLE published October 2012 in Journal of Multivariate Analysis

Research funded by Polish Ministry of Science and Higher Education (N N201 547838)

Authors: Enkelejd Hashorva | Piotr Jaworski

Copulas with given values on the tails

JOURNAL ARTICLE published June 2017 in International Journal of Approximate Reasoning

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

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

Corrigendum to: “On matricial measures of dependence in vector ARCH models with applications to diagnostic checking” [Statist. Probab. Lett. 68 (2004) 149–160]

JOURNAL ARTICLE published May 2010 in Statistics & Probability Letters

Authors: Pierre Duchesne

On the singular components of a copula

JOURNAL ARTICLE published December 2015 in Journal of Applied Probability

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

Flipping of multivariate aggregation functions

JOURNAL ARTICLE published October 2014 in Fuzzy Sets and Systems

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

Multivariate and functional covariates and conditional copulas

JOURNAL ARTICLE published 1 January 2012 in Electronic Journal of Statistics

Authors: Irène Gijbels | Marek Omelka | Noël Veraverbeke

Sklar’s theorem: The cornerstone of the Theory of Copulas

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: Manuel Úbeda-Flores | Juan Fernández-Sánchez

Rapid mixing of dealer shuffles and clumpy shuffles

JOURNAL ARTICLE published 1 January 2015 in Electronic Communications in Probability

Authors: Johan Jonasson | Benjamin Morris

A note on bivariate Archimax copulas

JOURNAL ARTICLE published 1 October 2018 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

Markov chains approximation of jump–diffusion stochastic master equations

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

Authors: Clément Pellegrini