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Supermigrative copulas and positive dependence

Durante, Fabrizio; Ghiselli-Ricci, Roberto - In: AStA Advances in Statistical Analysis 96 (2012) 3, pp. 327-342

Recent investigations about notions of bivariate aging have underlined the need to introduce some new properties of positive dependence for a bivariate random vector. Here, by using the recent notion of supermigrativity of a bivariate copula, a positive dependence property is introduced and...

Persistent link: https://www.econbiz.de/10010998853

Direction Dependence in Statistical Modeling : Methods of AnalysisWolfgangWiedermann, DaeyoungKim, Engin A.Sungur and AlexandervonEyeWiley, 2021, 432 pages, £102, hardcover ISBN: 978‐1‐119‐52307‐9

Durante, Fabrizio - In: International Statistical Review 89 (2021) 3, pp. 659-660

Persistent link: https://www.econbiz.de/10012809873

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

Durante, Fabrizio - In: International Statistical Review 86 (2018) 3, pp. 599-600

Persistent link: https://www.econbiz.de/10012091418

Connecting copula properties with reliability properties of coherent systems

Navarro, Jorge; Durante, Fabrizio; … - In: Applied Stochastic Models in Business and Industry (2020)

Persistent link: https://www.econbiz.de/10012406425

A Generalization of the Archimedean Class of Bivariate Copulas

Durante, Fabrizio; Quesada-Molina, José; Sempi, Carlo - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 487-498

Persistent link: https://www.econbiz.de/10005395777

Advanced Risk Analysis in Engineering Enterprise Systems by Cesar Ariel Pinto, Paul R. Garvey

Durante, Fabrizio - In: International Statistical Review 82 (2014) 1, pp. 146-147

Persistent link: https://www.econbiz.de/10011085703

The Skew-Normal and Related Families by Adelchi Azzalini

Durante, Fabrizio - In: International Statistical Review 82 (2014) 3, pp. 483-483

Persistent link: https://www.econbiz.de/10011085707

The R Book, Second Edition by Michael J. Crawley

Durante, Fabrizio - In: International Statistical Review 82 (2014) 1, pp. 145-146

Persistent link: https://www.econbiz.de/10011085714

Simulating Copulas: Stochastic Models, Sampling Algorithms and Applications by Jan-Frederik Mai, Matthias Scherer, with contributions by Claudia Czado, Elke Korn, Ralf Korn, Jakob Stöber

Durante, Fabrizio - In: International Statistical Review 81 (2013) 2, pp. 307-307

Persistent link: https://www.econbiz.de/10011034968

On the approximation of copulas via shuffles of Min

Durante, Fabrizio; Sánchez, Juan Fernández - In: Statistics & Probability Letters 82 (2012) 10, pp. 1761-1767

We study a multivariate extension of shuffles of Min that has a probabilistic interpretation in terms of mutually completely dependent process. The closure properties of the class of such copulas under different types of convergence is investigated.

Persistent link: https://www.econbiz.de/10011039791