EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Fernández-Sánchez, Juan"
Narrow search

Narrow search

Year of publication
Subject
All
Copula 3 Checkerboard copula 1 Comonotonicity 1 Concordance 1 Convergence of copulas 1 Copula Lattice Quasi-copula 1 Economic convergence 1 Harmonic function on a fractal 1 Iterated function system 1 Multivariate Verteilung 1 Multivariate distribution 1 Patchwork construction 1 Post critically finite set 1 Quasi–copula 1 Self-similar structure 1 Tail dependence 1 Theorie 1 Theory 1 Wirtschaftliche Konvergenz 1
more ... less ...
Online availability
All
Undetermined 6
Type of publication
All
Article 7
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 5 English 2
Author
All
Durante, Fabrizio 4 Fernández-Sánchez, Juan 3 Fernández Sánchez, Juan 2 Úbeda-Flores, Manuel 2 Amo, Enrique de 1 Díaz Carrillo, Manuel 1 Fabrizio, Durante 1 Fernández‐Sánchez, Juan 1 Juan, Fernández-Sánchez 1 Navarro, Jorge 1 Nelsen, Roger B. 1 Quesada-Molina, José Juan 1 Sempi, Carlo 1 Wolfgang, Trutschnig 1
more ... less ...
Published in...
All
Statistics & Probability Letters 2 Applied Stochastic Models in Business and Industry 1 Dependence Modeling 1 European journal of operational research : EJOR 1 Insurance: Mathematics and Economics 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
All
RePEc 5 ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 7 of 7
Cover Image
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
Saved in:
Cover Image
Convergence results for patchwork copulas
Durante, Fabrizio; Fernández-Sánchez, Juan; … - In: European journal of operational research : EJOR 247 (2015) 2, pp. 525-531
Persistent link: https://www.econbiz.de/10011375771
Saved in:
Cover Image
Solution to an open problem about a transformation on the space of copulas
Fabrizio, Durante; Juan, Fernández-Sánchez; Wolfgang, … - In: Dependence Modeling 2 (2014) 1, pp. 8-8
We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
Persistent link: https://www.econbiz.de/10011008555
Saved in:
Cover Image
Multivariate copulas, quasi-copulas and lattices
Fernández-Sánchez, Juan; Nelsen, Roger B.; … - In: Statistics & Probability Letters 81 (2011) 9, pp. 1365-1369
We investigate some properties of the partially ordered sets of multivariate copulas and quasi-copulas. Whereas the set of bivariate quasi-copulas is a complete lattice, which is order-isomorphic to the Dedekind-MacNeille completion of the set of bivariate copulas, we show that this is not the...
Persistent link: https://www.econbiz.de/10009143283
Saved in:
Cover Image
Multivariate shuffles and approximation of copulas
Durante, Fabrizio; Fernández-Sánchez, Juan - In: Statistics & Probability Letters 80 (2010) 23-24, pp. 1827-1834
We present and study a method for constructing multivariate copulas, which includes both the shuffles of Min and the ordinal sums. Such a method has been used in order to show that suitable transformations of a given copula constitute a dense set in the class of all copulas with respect to the...
Persistent link: https://www.econbiz.de/10008868897
Saved in:
Cover Image
PCF self-similar sets and fractal interpolation
Amo, Enrique de; Díaz Carrillo, Manuel; Fernández … - In: Mathematics and Computers in Simulation (MATCOM) 92 (2013) C, pp. 28-39
The aim of this paper is to show, using some of Barnsley's ideas, how it is possible to generalize a fractal interpolation problem to certain post critically finite (PCF) compact sets in ℝn. We use harmonic functions to solve this fractal interpolation problem.
Persistent link: https://www.econbiz.de/10011050290
Saved in:
Cover Image
Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 897-905
We present a general view of patchwork constructions of copulas that encompasses previous approaches based on similar ideas (ordinal sums, gluing methods, piecing-together, etc.). Practical applications of the new methodology are connected with the determination of copulas having specified...
Persistent link: https://www.econbiz.de/10011046612
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...