Piotr Jaworski

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The limiting distribution of a bivariate random vector under univariate truncation Statistical Papers	2025-02-18	Paper
Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule Journal of Multivariate Analysis	2025-01-20	Paper
On spatial contagion and multivariate GARCH models Applied Stochastic Models in Business and Industry	2024-07-10	Paper
A note on the equivalence between the conditional uncorrelation and the independence of random variables Electronic Journal of Statistics	2024-03-25	Paper
A note on the equivalence between the conditional uncorrelation and the independence of random variables Electronic Journal of Statistics	2024-03-25	Paper
On copulas with a trapezoid support Dependence Modeling	2023-10-17	Paper
On the class of truncation invariant bivariate copulas under constraints Journal of Mathematical Analysis and Applications	2022-01-21	Paper
On copulas of self-similar Ito processes Dependence Modeling	2022-01-03	Paper
On the dependence between a Wiener process and its running maxima and running minima processes	2021-09-05	Paper
On the class of bivariate Archimax copulas under constraints Fuzzy Sets and Systems	2021-08-24	Paper
A note on conditional variance and characterization of probability distributions Statistics & Probability Letters	2020-10-12	Paper
On Copula-Itô processes Dependence Modeling	2020-05-12	Paper
Truncation invariant copulas and a testing procedure Journal of Statistical Computation and Simulation	2020-04-01	Paper
On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau Journal of Mathematical Analysis and Applications	2019-05-17	Paper
On truncation invariant copulas and their estimation Dependence Modeling	2018-11-01	Paper
A note on conditional covariance matrices for elliptical distributions Statistics & Probability Letters	2017-12-22	Paper
scientific article; zbMATH DE number 6781436 (Why is no real title available?)	2017-09-27	Paper
scientific article; zbMATH DE number 6781436 (Why is no real title available?) (available as arXiv preprint)	2017-09-27	Paper
A test for truncation invariant dependence Advances in Intelligent Systems and Computing	2017-08-18	Paper
On conditional value at risk (CoVaR) for tail-dependent copulas Dependence Modeling	2017-03-16	Paper
Covar of families of copulas Statistics & Probability Letters	2016-11-18	Paper
The 20-60-20 rule Discrete and Continuous Dynamical Systems. Series B	2016-09-30	Paper
Connectedness measures of spatial contagion in the banking and insurance sector Strengthening Links Between Data Analysis and Soft Computing	2016-05-26	Paper
On copulas and differential inclusions Synergies of Soft Computing and Statistics for Intelligent Data Analysis	2016-05-13	Paper
Univariate conditioning of vine copulas Journal of Multivariate Analysis	2015-06-18	Paper
On the characterization of copulas by differential equations Communications in Statistics: Theory and Methods	2014-11-26	Paper
Absolutely Continuous Copulas with Given Diagonal Sections Communications in Statistics: Theory and Methods	2014-07-29	Paper
Coupling of Wiener processes by using copulas Statistics & Probability Letters	2014-02-11	Paper
Invariant dependence structure under univariate truncation: the high-dimensional case Statistics	2013-11-21	Paper
The limiting properties of copulas under univariate conditioning Copulae in Mathematical and Quantitative Finance	2013-09-20	Paper
Gaussian approximation of conditional elliptical copulas Journal of Multivariate Analysis	2012-08-24	Paper
Invariant dependence structure under univariate truncation Statistics	2012-06-25	Paper
Spatial contagion between financial markets: a copula-based approach Applied Stochastic Models in Business and Industry	2011-11-26	Paper
Invariant dependence structures and Archimedean copulas Statistics & Probability Letters	2011-11-15	Paper
A New Characterization of Bivariate Copulas Communications in Statistics: Theory and Methods	2010-11-22	Paper
On distributions of order statistics for absolutely continuous copulas with applications to reliability	2009-10-21	Paper
On distributions of order statistics for absolutely continuous copulas with applications to reliability	2009-10-21	Paper
On copulas and their diagonals Information Sciences	2009-10-01	Paper
scientific article; zbMATH DE number 5363850 (Why is no real title available?)	2008-11-10	Paper
On a subjective approach to risk measurement Quantitative Finance	2007-05-09	Paper
On uniform tail expansions of multivariate copulas and wide convergence of measures Applicationes Mathematicae	2007-01-10	Paper
On uniform tail expansions of bivariate copulas Applicationes Mathematicae	2004-11-29	Paper
A geometric point of view on mean-variance models Applicationes Mathematicae	2003-09-09	Paper
On the strong Hasse principle for fields of quotients of power series rings in two variables Mathematische Zeitschrift	2001-11-06	Paper
scientific article; zbMATH DE number 1445222 (Why is no real title available?)	2001-08-26	Paper
On the topological triviality along moduli of deformations of $J_{k,0}$ singularities Annales Polonici Mathematici	2001-01-07	Paper
scientific article; zbMATH DE number 1264807 (Why is no real title available?)	1999-08-31	Paper
On the Witt rings of function fields of quasihomogeneous varieties Colloquium Mathematicum	1999-08-10	Paper
scientific article; zbMATH DE number 1080056 (Why is no real title available?)	1997-12-17	Paper
On the versal discriminant of $J_{k,0}$ singularities Annales Polonici Mathematici	1996-05-06	Paper
On the Milnor K-theory of the function fields of quasihomogeneous cones $K$-Theory	1996-02-26	Paper
About the Witt rings of function fields of algebroid quadratic quasihomogeneous surfaces Mathematische Zeitschrift	1995-12-11	Paper
Decompositions of hypersurface singularities oftype $J_{k,0}$ Annales Polonici Mathematici	1994-10-13	Paper
scientific article; zbMATH DE number 421667 (Why is no real title available?)	1994-08-15	Paper
Quadratic field extensions and residue homomorphisms of Witt rings Acta Arithmetica	1994-06-13	Paper
scientific article; zbMATH DE number 177488 (Why is no real title available?)	1993-05-18	Paper
Witt rings of fields of quotients of two-dimensional regular local rings Mathematische Zeitschrift	1993-03-07	Paper
About estimates on number of squares necessary to represent a positive- definite analytic function Archiv der Mathematik	1992-01-01	Paper
scientific article; zbMATH DE number 4103220 (Why is no real title available?)	1988-01-01	Paper
Decompositions of parabolic singularities of one level Moscow University Mathematics Bulletin	1987-01-01	Paper
scientific article; zbMATH DE number 3955006 (Why is no real title available?)	1986-01-01	Paper
Distribution of critical values of miniversal deformations of parabolic singularities Inventiones Mathematicae	1986-01-01	Paper
Extensions of Orderings on Fields of Quotients of Rings of Real Analytic Functions Mathematische Nachrichten	1986-01-01	Paper
scientific article; zbMATH DE number 3882721 (Why is no real title available?)	1982-01-01	Paper

Research outcomes over time

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