IRIS
DURANTE, FABRIZIO
 Distribuzione geografica
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Continente #
EU - Europa 2.653
NA - Nord America 1.080
AS - Asia 135
OC - Oceania 6
AF - Africa 5
Continente sconosciuto - Info sul continente non disponibili 2
SA - Sud America 2
Totale 3.883
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Nazione #
IE - Irlanda 1.116
US - Stati Uniti d'America 1.079
IT - Italia 1.021
SE - Svezia 258
UA - Ucraina 120
CN - Cina 48
HK - Hong Kong 42
FI - Finlandia 31
DE - Germania 28
IN - India 27
BE - Belgio 23
FR - Francia 20
GB - Regno Unito 13
KR - Corea 7
RO - Romania 7
AU - Australia 6
TR - Turchia 6
NL - Olanda 5
SN - Senegal 4
CZ - Repubblica Ceca 3
ES - Italia 3
GR - Grecia 3
BR - Brasile 2
EU - Europa 2
MY - Malesia 2
CA - Canada 1
CH - Svizzera 1
DK - Danimarca 1
IL - Israele 1
MA - Marocco 1
SG - Singapore 1
TH - Thailandia 1
Totale 3.883
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Città #
Dublin 1.116
Lecce 902
Chandler 249
Jacksonville 81
Princeton 57
Ann Arbor 55
Central District 28
Des Moines 28
Ogden 25
Wayanad 25
Brussels 21
Wilmington 20
Ashburn 19
New York 19
Helsinki 15
Boardman 14
Hong Kong 14
Rome 14
West Jordan 10
Los Angeles 8
Arzano 7
Paris 7
Seoul 7
Brisbane 6
Edinburgh 6
Kocaeli 6
Taranto 6
Bari 5
Siegen 5
Beijing 4
Brindisi 4
Dakar 4
Jinan 4
Mona 4
Norwalk 4
Botosani 3
Brooklyn 3
Casarano 3
Cedar Knolls 3
Charlotte 3
Lappeenranta 3
Lequile 3
Pardubice 3
Rutigliano 3
Thessaloniki 3
Timișoara 3
Zhengzhou 3
Bremen 2
Cologne 2
Dallas 2
Hoeselt 2
Houston 2
Munich 2
Padova 2
Redwood City 2
Rockville 2
Rūpnagar 2
Seattle 2
Alexandria 1
Altamura 1
Amsterdam 1
Apricena 1
Aradeo 1
Arnesano 1
Bellinzago Lombardo 1
Bielefeld 1
Borås 1
Bottrop 1
Campagna 1
Capurso 1
Changsha 1
Chicago 1
Copenhagen 1
Dortmund 1
Falkenstein 1
Fuzhou 1
Gelsenkirchen 1
Glasgow 1
Guagnano 1
Hang Dong 1
Hangzhou 1
Langweer 1
London 1
Ludwigshafen 1
Madrid 1
Maua 1
Mountain View 1
Nanchang 1
Ningbo 1
Québec 1
Rabat 1
Saint-Jean-de-Vedas 1
San Marzano Di San Giuseppe 1
San Michele Salentino 1
Santa Clara 1
Shenyang 1
St. Gallen 1
São Paulo 1
Tel Aviv 1
Tianjin 1
Totale 2.899
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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)] 125
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 115
A multivariate analysis of tourists'spending behaviour 106
Clustering of concurrent flood risks via Hazard Scenarios 101
The Effect of Store Flyer Characteristics on Sales: A Big Data-Based Approach 98
A portfolio diversification strategy via tail dependence clustering 95
Conditional risk based on multivariate hazard scenarios 89
Extensions of subcopulas 85
Spin-off Extreme Value and Archimedean copulas for estimating the bivariate structural risk 83
On the return period and design in a multivariate framework 82
Dependence between Stock Returns of Italian Banks and the Sovereign Risk 82
CoVaR of families of copulas 79
Principles of copula theory 78
A multivariate Copula-based framework for dealing with Hazard Scenarios and Failure Probabilities 78
Copula-based fuzzy clustering of spatial time series 78
A note on bivariate Archimax copulas 74
My introduction to copulas 73
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 73
A test for truncation invariant dependence 73
Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components 71
Copulas with given values on the tails 69
Quantification of the environmental structural risk with spoiling ties: is randomization worthwhile? 68
Shock models with dependence and asymmetric linkages 66
Supermigrativity of aggregation functions 66
The Vine Philosopher 64
On the construction of Multivariate Extreme Value models via copulas 63
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 62
Practical guidelines for the multivariate assessment of the structural risk in coastal and off-shore engineering 61
Extreme biconic copulas: Characterization, properties and extensions to aggregation functions 61
Hazard assessment under multivariate distributional change-points: Guidelines and a flood case study 59
On the return period of multivariate events 57
Reflection invariant copulas 53
Multivariate return period calculation via survival functions 52
A multivariate dependence analysis for electricity prices, demand and renewable energy sources 51
Semi-parametric approximation of the Kendall’s distribution and multivariate Return Periods 48
Distortion representations of multivariate distributions 47
On the class of truncation invariant bivariate copulas under constraints 44
On Agglomerative Hierarchical Percentile Clustering 42
Guidelines for Studying Diverse Types of Compound Weather and Climate Events 42
Connecting copula properties with reliability properties of coherent systems 40
null 38
Introduction to the special topic on copula modeling 38
Operators invariant under finitely many input changes with applications to aggregation of sequences 37
Extreme Points of Polytopes of Discrete Copulas 36
Convergence results for patchwork copulas 35
Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables 34
On a New Class of Trivariate Copulas 34
Spatially homogeneous copulas 33
On extremal problems for pairs of uniformly distributed sequences and integrals with respect to copula measures 33
On the Size of Subclasses of Quasi-Copulas and Their Dedekind-MacNeille Completion 32
Kendall Conditional Value-at-Risk 30
A typical copula is singular 30
Effect of ties on the empirical copula methods for weather forecasting 29
Baire category results for stochastic orders 28
Stochastic dependence with discrete copulas 27
Ordinal sums: From triangular norms to bi- and multivariate copulas 26
A method for constructing higher-dimensional copulas 26
A multivariate nonlinear analysis of tourism expenditures 25
A graphical tool for copula selection based on tail dependence 25
A note on the convex combinations of triangular norms 25
A graphical copula–based tool for detecting tail dependence 24
A new family of symmetric bivariate copulas 23
A note on biconic copulas 23
A copula model for tourists’ spending behavior 22
null 22
A note on the compatibility of bivariate copulas 21
A method for constructing multivariate copulas 21
$L^{infty}$-measure of non-exchangeability for bivariate extreme value and Archimax copulas 21
A new class of symmetric bivariate copulas 21
A new characterization of bivariate copulas 21
A multivariate nonlinear analysis of tourism expenditures 20
A Journey from Statistics and Probability to Risk Theory: An interview with Ludger Rüschendorf 20
Extreme Value Theory with Applications to Natural Hazards: From Statistical Theory to Industrial Practice 17
Direction Dependence in Statistical Modeling: Methods of Analysis 15
Stat Trek: An interview with Christian Genest 15
Building bridges between Mathematics, Insurance and Finance 9
null 9
Pairwise and global dependence in trivariate copula models 8
On the relationships between triangular norms and semicopulas 8
What is a semicopula? 8
Clustering financial time series by measures of tail dependence 8
Asymmetric copulas and their application in design of experiments 8
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series 8
Bridge to abstract mathematics 7
Editorial to the special issue on "Random Variables, Joint Distribution Functions, and Copulas" 7
Detecting and measuring spatial contagion 7
Invariant dependence structures 7
A semi–parametric approach in the estimation of the structural risk in environmental applications 7
Supermigrative semi-copulas and triangular norms 7
Multivariate shuffles and approximation of copulas 7
Editorial to the special issue devoted to "Copulas, measures and integrals" 7
An aggregation procedure for assessing scientific research 7
Constructions of non–symmetric copulas 7
Baire category results for exchangeable copulas 6
On the classes of copulas and quasi-copulas with a given diagonal section 6
Non-exchangeability of negatively dependent random variables 6
A weakening of Schur-concavity for copulas 6
Computational Actuarial Science with R 6
Extreme semilinear copulas 6
A spatial contagion measure for financial time series 6
Totale 3.958
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Categoria #
all - tutte 21.634
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 21.634
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2018/2019118 0 0 0 0 0 0 0 0 0 0 6 112
2019/2020490 11 38 10 42 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
2022/20232.077 85 132 47 77 89 128 44 185 1.180 20 65 25
2023/2024467 70 47 53 63 44 27 5 48 52 57 1 0
Totale 4.108