IRIS
DURANTE, FABRIZIO
 Distribuzione geografica
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Continente #
EU - Europa 2.681
NA - Nord America 1.273
AS - Asia 274
OC - Oceania 6
AF - Africa 5
Continente sconosciuto - Info sul continente non disponibili 2
SA - Sud America 2
Totale 4.243
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Nazione #
US - Stati Uniti d'America 1.272
IE - Irlanda 1.116
IT - Italia 1.036
SE - Svezia 258
SG - Singapore 134
UA - Ucraina 120
CN - Cina 52
HK - Hong Kong 42
FI - Finlandia 35
DE - Germania 31
IN - India 27
BE - Belgio 23
FR - Francia 21
GB - Regno Unito 13
KR - Corea 7
RO - Romania 7
AU - Australia 6
NL - Olanda 6
TR - Turchia 6
SN - Senegal 4
AT - Austria 3
ES - Italia 3
GR - Grecia 3
BR - Brasile 2
CZ - Repubblica Ceca 2
EU - Europa 2
IR - Iran 2
MY - Malesia 2
CA - Canada 1
CH - Svizzera 1
DK - Danimarca 1
IL - Israele 1
MA - Marocco 1
PT - Portogallo 1
SI - Slovenia 1
TH - Thailandia 1
Totale 4.243
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Città #
Dublin 1.116
Lecce 902
Chandler 249
Singapore 85
Jacksonville 81
Santa Clara 70
Princeton 57
Ann Arbor 55
Boardman 37
Central District 28
Des Moines 28
Ogden 25
Wayanad 25
Brussels 21
Wilmington 20
Ashburn 19
New York 19
Helsinki 16
Hong Kong 14
Rome 14
Taranto 10
West Jordan 10
Los Angeles 8
Arzano 7
Paris 7
Seoul 7
Bari 6
Brisbane 6
Edinburgh 6
Kocaeli 6
Lappeenranta 6
Siegen 5
Brindisi 4
Dakar 4
Jinan 4
Milan 4
Mona 4
Norwalk 4
Beijing 3
Botosani 3
Brooklyn 3
Casarano 3
Cedar Knolls 3
Charlotte 3
Cologne 3
Lequile 3
Rutigliano 3
Thessaloniki 3
Timișoara 3
Zhengzhou 3
Amsterdam 2
Bremen 2
Clifton 2
Dallas 2
Hoeselt 2
Houston 2
Munich 2
Naples 2
Padova 2
Pardubice 2
Redwood City 2
Rockville 2
Rūpnagar 2
Seattle 2
Alexandria 1
Altamura 1
Apricena 1
Arnesano 1
Bellinzago Lombardo 1
Bielefeld 1
Borås 1
Bottrop 1
Campagna 1
Capurso 1
Changsha 1
Chicago 1
Copenhagen 1
Dongguan 1
Dortmund 1
Falkenstein 1
Fuzhou 1
Gelsenkirchen 1
Glasgow 1
Guagnano 1
Hang Dong 1
Hangzhou 1
Langweer 1
Lisbon 1
Ljubljana 1
London 1
Ludwigshafen 1
Madrid 1
Maua 1
Mountain View 1
Nanchang 1
Ningbo 1
Novoli 1
Nuremberg 1
Oristano 1
Québec 1
Totale 3.089
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Nome #
Vincitore del SECOND BEST POSTER PRESENTATION AWARD per il poster relativo all’articolo; R. Pappadà, E. Perrone, F. Durante, and G. Salvadori. A semi–parametric approach in the estimation of the structural risk in environmental applications. In A. Fassò and A. Pollice, editors, Proceedings of the GRASPA 2015 Conference (Bari (Italy), 15–16 June, 2015), volume Special Issue of GRASPA Working Papers, 2015. ISSN: 2037-7738 [presentato alla GRASPA 2015 Conference (Bari (Italy), 15–16 June, 2015)] 135
International Commission on Statistical Hydrology (ICSH-IAHS) "STAHY Best Paper Award" for 2015 for the work: Salvadori, G., De Michele, C, Durante, F. On the return period and design in a multivariate framework (2011) Hydrology and Earth System Sciences, 15 (11), pp. 3293-3305 126
A multivariate analysis of tourists'spending behaviour 111
Clustering of concurrent flood risks via Hazard Scenarios 105
The Effect of Store Flyer Characteristics on Sales: A Big Data-Based Approach 100
A portfolio diversification strategy via tail dependence clustering 99
Conditional risk based on multivariate hazard scenarios 90
Extensions of subcopulas 87
Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk 86
Dependence between Stock Returns of Italian Banks and the Sovereign Risk 85
On the return period and design in a multivariate framework 84
A multivariate Copula-based framework for dealing with Hazard Scenarios and Failure Probabilities 83
CoVaR of families of copulas 81
Copula-based fuzzy clustering of spatial time series 81
A note on bivariate Archimax copulas 80
Principles of copula theory 79
Educational Measurement for Applied Researchers Margaret Wu Hak Ping Tam and Tsung-Hau Jen Springer Nature Singapore Pte Ltd., 2016, xiv + 306 pages, £82.00, hardcover ISBN: 978-981-10-3300-1 76
A test for truncation invariant dependence 76
My introduction to copulas 75
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components 74
Quantification of the environmental structural risk with spoiling ties: is randomization worthwhile? 71
Copulas with given values on the tails 71
Shock models with dependence and asymmetric linkages 68
Supermigrativity of aggregation functions 68
The Vine Philosopher 66
On the construction of Multivariate Extreme Value models via copulas 65
Handbook for Applied Modeling: Non-Gaussian and Correlated Data Jamie D. Riggs and Trent L. Lalonde Lalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9-781-31660-105-1 65
Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering 63
Extreme biconic copulas: Characterization, properties and extensions to aggregation functions 63
Hazard assessment under multivariate distributional change-points: Guidelines and a flood case study 61
On the return period of multivariate events 59
A multivariate dependence analysis for electricity prices, demand and renewable energy sources 55
Reflection invariant copulas 55
Multivariate return period calculation via survival functions 54
Semi-parametric approximation of the Kendall’s distribution and multivariate Return Periods 51
Distortion representations of multivariate distributions 48
On the class of truncation invariant bivariate copulas under constraints 46
Guidelines for Studying Diverse Types of Compound Weather and Climate Events 44
Connecting copula properties with reliability properties of coherent systems 43
On Agglomerative Hierarchical Percentile Clustering 43
Introduction to the special topic on copula modeling 41
Operators invariant under finitely many input changes with applications to aggregation of sequences 39
null 38
Extreme Points of Polytopes of Discrete Copulas 38
Convergence results for patchwork copulas 37
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables 37
On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures 36
Spatially homogeneous copulas 35
On the Size of Subclasses of Quasi-Copulas and Their Dedekind-MacNeille Completion 35
On a New Class of Trivariate Copulas 35
A note on the convex combinations of triangular norms 33
A graphical tool for copula selection based on tail dependence 32
A typical copula is singular 32
Kendall Conditional Value-at-Risk 31
Effect of ties on the empirical copula methods for weather forecasting 31
Baire category results for stochastic orders 30
Stochastic dependence with discrete copulas 30
A method for constructing higher-dimensional copulas 30
A multivariate nonlinear analysis of tourism expenditures 29
Extreme semilinear copulas 28
A new family of symmetric bivariate copulas 27
Ordinal sums: From triangular norms to bi- and multivariate copulas 27
A graphical copula–based tool for detecting tail dependence 27
A note on biconic copulas 27
A copula model for tourists’ spending behavior 26
A note on the compatibility of bivariate copulas 25
A method for constructing multivariate copulas 25
$L^{infty}$-measure of non-exchangeability for bivariate extreme value and Archimax copulas 25
A new class of symmetric bivariate copulas 25
A new characterization of bivariate copulas 25
A multivariate nonlinear analysis of tourism expenditures 24
A Journey from Statistics and Probability to Risk Theory: An interview with Ludger Rüschendorf 24
Extreme Value Theory with Applications to Natural Hazards: From Statistical Theory to Industrial Practice 19
Stat Trek: An interview with Christian Genest 19
On the measure induced by copulas that are invariant under univariate truncation 19
Direction Dependence in Statistical Modeling: Methods of Analysis 16
Pairwise and global dependence in trivariate copula models 11
Building bridges between Mathematics, Insurance and Finance 10
On the relationships between triangular norms and semicopulas 10
Tail-dependence clustering of time series with spatial constraints 10
Compositions of copulas and quasi-copulas 10
What is a semicopula? 10
Editorial to the special issue on "Random Variables, Joint Distribution Functions, and Copulas" 9
Constructions of non–symmetric copulas 9
Clustering financial time series by measures of tail dependence 9
Asymmetric copulas and their application in design of experiments 9
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series 9
Correlation-based hierarchical clustering of time series with spatial constraints 9
Bridge to abstract mathematics 8
Detecting and measuring spatial contagion 8
Invariant dependence structures 8
A semi–parametric approach in the estimation of the structural risk in environmental applications 8
A weakening of Schur-concavity for copulas 8
Computational Actuarial Science with R 8
Supermigrative semi-copulas and triangular norms 8
Multivariate shuffles and approximation of copulas 8
Editorial to the special issue devoted to "Copulas, measures and integrals" 8
On patchwork techniques for 2-increasing aggregation functions and copulas 8
An aggregation procedure for assessing scientific research 8
Wasserstein Dissimilarity for Copula-Based Clustering of Time Series with Spatial Information 8
Totale 4.240
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Categoria #
all - tutte 31.651
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 31.651
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2019/2020389 0 0 0 0 19 139 79 65 12 21 51 3
2020/2021380 42 7 37 42 18 40 6 42 9 58 31 48
2021/2022319 15 7 12 16 48 23 29 24 8 16 47 74
2022/20232.073 85 132 47 77 89 128 44 185 1.179 19 63 25
2023/2024542 70 46 52 63 43 26 5 48 52 57 44 36
2024/2025316 18 12 35 52 199 0 0 0 0 0 0 0
Totale 4.495