乐胖代购免代理版

{"id":"https://openalex.org/W4391868255","doi":"https://doi.org/10.1016/j.jmva.2024.105300","title":"Latent model extreme value index estimation","display_name":"Latent model extreme value index estimation","publication_year":2024,"publication_date":"2024-02-15","ids":{"openalex":"https://openalex.org/W4391868255","doi":"https://doi.org/10.1016/j.jmva.2024.105300"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmva.2024.105300","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1016/j.jmva.2024.105300","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5062244712","display_name":"Joni Virta","orcid":"https://orcid.org/0000-0002-2150-2769"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]},{"id":"https://openalex.org/I155660961","display_name":"University of Turku","ror":"https://ror.org/05vghhr25","country_code":"FI","type":"education","lineage":["https://openalex.org/I155660961"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Joni Virta","raw_affiliation_strings":["Aalto University School of Science, Finland","University of Turku, Finland"],"affiliations":[{"raw_affiliation_string":"Aalto University School of Science, Finland","institution_ids":["https://openalex.org/I9927081"]},{"raw_affiliation_string":"University of Turku, Finland","institution_ids":["https://openalex.org/I155660961"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075128889","display_name":"Niko Lietz\u00e9n","orcid":"https://orcid.org/0000-0002-7035-5689"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]},{"id":"https://openalex.org/I155660961","display_name":"University of Turku","ror":"https://ror.org/05vghhr25","country_code":"FI","type":"education","lineage":["https://openalex.org/I155660961"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Niko Lietz\u00e9n","raw_affiliation_strings":["Aalto University School of Science, Finland","University of Turku, Finland"],"affiliations":[{"raw_affiliation_string":"Aalto University School of Science, Finland","institution_ids":["https://openalex.org/I9927081"]},{"raw_affiliation_string":"University of Turku, Finland","institution_ids":["https://openalex.org/I155660961"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027821152","display_name":"Lauri Viitasaari","orcid":"https://orcid.org/0000-0002-3015-8664"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Lauri Viitasaari","raw_affiliation_strings":["Aalto University School of Business, Finland"],"affiliations":[{"raw_affiliation_string":"Aalto University School of Business, Finland","institution_ids":["https://openalex.org/I9927081"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021402082","display_name":"Pauliina Ilmonen","orcid":"https://orcid.org/0000-0002-8992-0553"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Pauliina Ilmonen","raw_affiliation_strings":["Aalto University School of Science, Finland"],"affiliations":[{"raw_affiliation_string":"Aalto University School of Science, Finland","institution_ids":["https://openalex.org/I9927081"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5062244712"],"corresponding_institution_ids":["https://openalex.org/I9927081","https://openalex.org/I155660961"],"apc_list":{"value":3060,"currency":"USD","value_usd":3060,"provenance":"doaj"},"apc_paid":{"value":3060,"currency":"USD","value_usd":3060,"provenance":"doaj"},"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":0,"max":84},"biblio":{"volume":"202","issue":null,"first_page":"105300","last_page":"105300"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9976,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11447","display_name":"Blind Source Separation Techniques","score":0.9976,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9907,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10640","display_name":"Spectroscopy and Chemometric Analyses","score":0.9907,"subfield":{"id":"https://openalex.org/subfields/1602","display_name":"Analytical Chemistry"},"field":{"id":"https://openalex.org/fields/16","display_name":"Chemistry"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.91747725},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.6020378},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.6012433},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.508254},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.46126017},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3986163},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.35815614},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmva.2024.105300","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true},{"is_oa":true,"landing_page_url":"http://arxiv.org/abs/2003.10330","pdf_url":"http://arxiv.org/pdf/2003.10330","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":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://doi.org/10.1016/j.jmva.2024.105300","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.43,"display_name":"Decent work and economic growth"}],"grants":[{"funder":"https://openalex.org/F4320321108","funder_display_name":"Academy of Finland","award_id":"335077"},{"funder":"https://openalex.org/F4320321108","funder_display_name":"Academy of Finland","award_id":"347501"},{"funder":"https://openalex.org/F4320321108","funder_display_name":"Academy of Finland","award_id":"353769"},{"funder":"https://openalex.org/F4320321108","funder_display_name":"Academy of Finland","award_id":"346308"},{"funder":"https://openalex.org/F4320322861","funder_display_name":"Emil Aaltosen S\u00e4\u00e4ti\u00f6","award_id":"190135 N"}],"datasets":[],"versions":[],"referenced_works_count":52,"referenced_works":["https://openalex.org/W130787939","https://openalex.org/W1594572042","https://openalex.org/W1738595936","https://openalex.org/W1755563775","https://openalex.org/W1910190001","https://openalex.org/W1995328092","https://openalex.org/W1996068192","https://openalex.org/W2019502123","https://openalex.org/W2036273657","https://openalex.org/W2039935421","https://openalex.org/W2048649579","https://openalex.org/W2055439724","https://openalex.org/W2059671843","https://openalex.org/W2062481454","https://openalex.org/W2064493471","https://openalex.org/W2065697425","https://openalex.org/W2094528363","https://openalex.org/W2097562304","https://openalex.org/W2100967164","https://openalex.org/W2117847142","https://openalex.org/W2120387405","https://openalex.org/W2122393449","https://openalex.org/W2123649031","https://openalex.org/W2124757684","https://openalex.org/W2137777209","https://openalex.org/W2141007728","https://openalex.org/W2142638745","https://openalex.org/W2151635492","https://openalex.org/W2157050350","https://openalex.org/W2158372120","https://openalex.org/W2222335248","https://openalex.org/W2243583383","https://openalex.org/W2336050302","https://openalex.org/W2338952004","https://openalex.org/W2493172788","https://openalex.org/W2505705170","https://openalex.org/W2574774005","https://openalex.org/W2616051720","https://openalex.org/W2789735403","https://openalex.org/W2901976283","https://openalex.org/W2962791603","https://openalex.org/W2965810905","https://openalex.org/W3006257802","https://openalex.org/W3105022862","https://openalex.org/W3212299041","https://openalex.org/W4211083646","https://openalex.org/W4211133403","https://openalex.org/W4230983570","https://openalex.org/W4255757734","https://openalex.org/W4298870207","https://openalex.org/W4301264246","https://openalex.org/W4399648513"],"related_works":["https://openalex.org/W4386006948","https://openalex.org/W4249206767","https://openalex.org/W2950895695","https://openalex.org/W2736068589","https://openalex.org/W2608353378","https://openalex.org/W2576994247","https://openalex.org/W2334366201","https://openalex.org/W2127939460","https://openalex.org/W2068399294","https://openalex.org/W1508848516"],"abstract_inverted_index":{"We":[0,68],"propose":[1],"a":[2,38,42,51],"novel":[3],"strategy":[4],"for":[5,64],"multivariate":[6,20],"extreme":[7,116],"value":[8],"index":[9],"estimation.":[10],"In":[11],"applications":[12],"such":[13],"as":[14],"finance,":[15],"volatility":[16],"and":[17,97,100],"risk":[18,59,86],"of":[19,44,53,75,84,123],"time":[21],"series":[22,47],"are":[23,61],"often":[24],"driven":[25],"by":[26,120],"the":[27,33,65,73,76,81,85,92,110,124],"same":[28],"underlying":[29],"factors.":[30],"To":[31],"estimate":[32],"latent":[34,46,54,66,77],"risks,":[35],"we":[36],"apply":[37],"two-stage":[39],"procedure.":[40],"First,":[41],"set":[43],"independent":[45],"is":[48,88,112],"estimated":[49,62],"using":[50],"method":[52,111],"variable":[55],"analysis.":[56],"Then,":[57],"univariate":[58],"measures":[60],"individually":[63],"series.":[67,126],"provide":[69],"conditions":[70],"under":[71,94],"which":[72],"effect":[74],"model":[78],"estimation":[79],"to":[80,114],"asymptotic":[82],"behavior":[83,117],"estimators":[87],"negligible.":[89],"Simulations":[90],"illustrate":[91],"theory":[93],"both":[95],"i.i.d.":[96],"dependent":[98],"data,":[99],"an":[101],"application":[102],"into":[103],"currency":[104],"exchange":[105],"rate":[106],"data":[107],"shows":[108],"that":[109],"able":[113],"discover":[115],"not":[118],"found":[119],"component-wise":[121],"analysis":[122],"original":[125]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W4391868255","counts_by_year":[],"updated_date":"2024-12-27T21:48:45.453877","created_date":"2024-02-16"}