{"id":"https://openalex.org/W2341311006","doi":"https://doi.org/10.1007/s11222-017-9733-y","title":"Model distances for vine copulas in high dimensions","display_name":"Model distances for vine copulas in high dimensions","publication_year":2017,"publication_date":"2017-02-11","ids":{"openalex":"https://openalex.org/W2341311006","doi":"https://doi.org/10.1007/s11222-017-9733-y","mag":"2341311006"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-017-9733-y","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":"https://arxiv.org/pdf/1510.03671","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061636341","display_name":"Matthias Killiches","orcid":"https://orcid.org/0000-0002-7926-9816"},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"funder","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Matthias Killiches","raw_affiliation_strings":["Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany"],"affiliations":[{"raw_affiliation_string":"Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101413758","display_name":"Daniel Kraus","orcid":"https://orcid.org/0000-0002-6791-8225"},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"funder","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Daniel Kraus","raw_affiliation_strings":["Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany"],"affiliations":[{"raw_affiliation_string":"Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020151207","display_name":"Claudia Czado","orcid":"https://orcid.org/0000-0002-6329-5438"},"institutions":[{"id":"https://openalex.org/I62916508","display_name":"Technical University of Munich","ror":"https://ror.org/02kkvpp62","country_code":"DE","type":"funder","lineage":["https://openalex.org/I62916508"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Claudia Czado","raw_affiliation_strings":["Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany"],"affiliations":[{"raw_affiliation_string":"Zentrum Mathematik, Technische Universit\u00e4t M\u00fcnchen, Boltzmannstra\u00dfe 3, 85748, Garching, Germany","institution_ids":["https://openalex.org/I62916508"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5061636341"],"corresponding_institution_ids":["https://openalex.org/I62916508"],"apc_list":{"value":2090,"currency":"EUR","value_usd":2690},"apc_paid":null,"fwci":1.231,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":9,"citation_normalized_percentile":{"value":0.773104,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":84,"max":85},"biblio":{"volume":"28","issue":"2","first_page":"323","last_page":"341"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.996,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9951,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9719,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/vine-copula","display_name":"Vine copula","score":0.90735936},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.66634536},{"id":"https://openalex.org/keywords/interpretability","display_name":"Interpretability","score":0.65907866},{"id":"https://openalex.org/keywords/distance-measures","display_name":"Distance measures","score":0.5173001}],"concepts":[{"id":"https://openalex.org/C2779676228","wikidata":"https://www.wikidata.org/wiki/Q25303905","display_name":"Vine copula","level":3,"score":0.90735936},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.66634536},{"id":"https://openalex.org/C2781067378","wikidata":"https://www.wikidata.org/wiki/Q17027399","display_name":"Interpretability","level":2,"score":0.65907866},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.62688804},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.57061714},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.54210657},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.52999276},{"id":"https://openalex.org/C2639959","wikidata":"https://www.wikidata.org/wiki/Q1344778","display_name":"Distance measures","level":2,"score":0.5173001},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.47600946},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34093443},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3033266},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.27539513},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19518507},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.19494879}],"mesh":[],"locations_count":2,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-017-9733-y","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1510.03671","pdf_url":"https://arxiv.org/pdf/1510.03671","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1510.03671","pdf_url":"https://arxiv.org/pdf/1510.03671","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/11","display_name":"Sustainable cities and communities","score":0.67}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":35,"referenced_works":["https://openalex.org/W1570262350","https://openalex.org/W1965555277","https://openalex.org/W1984931822","https://openalex.org/W1992105816","https://openalex.org/W1994403842","https://openalex.org/W1995565517","https://openalex.org/W2006681603","https://openalex.org/W2016873109","https://openalex.org/W2030338847","https://openalex.org/W2033178790","https://openalex.org/W2038669746","https://openalex.org/W2042523563","https://openalex.org/W2080936878","https://openalex.org/W2087691922","https://openalex.org/W2090499758","https://openalex.org/W2099111195","https://openalex.org/W2113046450","https://openalex.org/W2119436275","https://openalex.org/W2151084831","https://openalex.org/W2152321560","https://openalex.org/W2165190832","https://openalex.org/W2210387432","https://openalex.org/W2467760016","https://openalex.org/W2495750319","https://openalex.org/W2504529803","https://openalex.org/W2507039649","https://openalex.org/W2586694839","https://openalex.org/W2907233437","https://openalex.org/W2962766512","https://openalex.org/W2963318064","https://openalex.org/W390686421","https://openalex.org/W409751093","https://openalex.org/W4231235669","https://openalex.org/W58872498","https://openalex.org/W796557451"],"related_works":["https://openalex.org/W3162900173","https://openalex.org/W3121642497","https://openalex.org/W2909721907","https://openalex.org/W2508420332","https://openalex.org/W2183901182","https://openalex.org/W2096128876","https://openalex.org/W1994909720","https://openalex.org/W1994222927","https://openalex.org/W1978035207","https://openalex.org/W1886927749"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2341311006","counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2025-04-16T04:47:04.905095","created_date":"2016-06-24"}