Fabrizio Durante

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Carlo SempiProfessore, Università del SalentoEmail verificata su unisalento.it
Juan Fernández SánchezEmail verificata su ual.es
GIANFAUSTO SALVADORIUniversità del Salento, Dipartimento di Matematica e Fisica, Lecce (Italy)Email verificata su unisalento.it
Radko MesiarSTU Bratislava, Slovakia, Faculty of Civil Engineering, Dept. Mathematics and Descriptive GeometryEmail verificata su math.sk
Roberta PappadàDepartment of Economics, Business, Mathematics and Statistics (DEAMS) University of TriesteEmail verificata su units.it
Carlo De MichelePolitecnico di MilanoEmail verificata su polimi.it
Enrico FoscoloAssistant Professor of Economic Statistics, Free University of Bozen-BolzanoEmail verificata su unibz.it
Peter SarkociDepartment of Mathematics at Slovak University of Technology (Faculty of Civil Engineering)Email verificata su math.sk
Erich Peter KlementProfessor of Mathematics, Johannes Kepler University Linz, AustriaEmail verificata su jku.at
Wolfgang TrutschnigUniversity SalzburgEmail verificata su sbg.ac.at
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsEmail verificata su hu-berlin.de
Susanne Saminger-PlatzJohannes Kepler University LinzEmail verificata su jku.at
Matthias SchererTechnische Universität MünchenEmail verificata su tum.de
Mauro BernardiAssociate Professor, Department of Statistical Sciences, University of PadovaEmail verificata su unipd.it
F. Marta L. Di LascioAssociate professor of Statistics, Free University of Bozen-Bolzano, ItalyEmail verificata su unibz.it
Elisa PerroneAssistant Professor at the Eindhoven University of TechnologyEmail verificata su tue.nl
Nicola TorelliProfessore di Statistica, università di TriesteEmail verificata su econ.units.it
Giovanni PuccettiUniversity of Milan, ItalyEmail verificata su unimi.it
Marta DisegnaUniversity of PadovaEmail verificata su unipd.it
Lea PetrellaProfessor, Sapienza University of RomeEmail verificata su uniroma1.it

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Fabrizio Durante

Dipartimento di Matematica e Fisica "Ennio De Giorgi", Università del Salento

Email verificata su unisalento.it - Home page

Copulas Dependence Modeling Machine Learning Compound Events


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Principles of copula theory F Durante, C Sempi CRC press, 2016	777	2016
Copula Theory and its Applications, Vol. 1 P Jaworski, F Durante, W Härdle, T Rychlik Springer, Germany, 2010	566	2010
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	372	2011
Copula theory: an introduction F Durante, C Sempi Copula Theory and Its Applications: Proceedings of the Workshop Held in …, 2010	296	2010
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	231	2016
Semicopulæ F Durante, C Sempi Kybernetika 41 (3), [315]-328, 2005	187	2005
Conjunctors and their residual implicators: characterizations and construction methods F Durante, EP Klement, R Mesiar, C Sempi Mediterranean Journal of Mathematics 4, 343-356, 2007	158	2007
On the construction of multivariate extreme value models via copulas F Durante, G Salvadori Environmetrics: The official journal of the International Environmetrics …, 2010	143	2010
Multivariate return period calculation via survival functions G Salvadori, F Durante, C De Michele Water Resources Research 49 (4), 2308-2311, 2013	130	2013
Semilinear copulas F Durante, A Kolesárová, R Mesiar, C Sempi Fuzzy Sets and Systems 159 (1), 63-76, 2008	118	2008
A note on the convex combinations of triangular norms F Durante, P Sarkoci Fuzzy sets and systems 159 (1), 77-80, 2008	114	2008
Guidelines for studying diverse types of compound weather and climate events E Bevacqua, C De Michele, C Manning, A Couasnon, AFS Ribeiro, ... Earth's Future 9 (11), e2021EF002340, 2021	111	2021
Copulae in mathematical and quantitative finance P Jaworski, F Durante, WK Härdle Lecture Notes in Statistics-Proceedings. Springer, Heidelberg, 2013	100	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	95	2010
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	93	2015
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	88	2007
A topological proof of Sklar’s theorem F Durante, J Fernández-Sánchez, C Sempi Applied Mathematics Letters 26 (9), 945-948, 2013	81	2013
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	80	2009
On a family of copulas constructed from the diagonal section F Durante, R Mesiar, C Sempi Soft Computing 10, 490-494, 2006	78	2006
Construction of non-exchangeable bivariate distribution functions F Durante Statistical Papers 50, 383-391, 2009	77	2009

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