{"id":"https://openalex.org/W2374701331","doi":null,"title":"The Clustering Analysis of Multivariable Panel Data and Its Application","display_name":"The Clustering Analysis of Multivariable Panel Data and Its Application","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W2374701331","mag":"2374701331"},"language":"en","primary_location":{"id":"mag:2374701331","doi":null,"is_oa":false,"landing_page_url":"https://en.cnki.com.cn/Article_en/CJFDTOTAL-SLTJ200802014.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764648832","display_name":"Application of Statistics and Management","issn_l":"1002-1566","issn":["1002-1566"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Application of Statistics and Management","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023360711","display_name":"Bingyun Zheng","orcid":"https://orcid.org/0000-0001-5133-1801","observed_orcids":["https://orcid.org/0000-0001-5133-1801","https://orcid.org/0009-0008-6704-0281"]},"institutions":[{"id":"https://openalex.org/I188935350","display_name":"Anhui University of Finance and Economics","ror":"https://ror.org/0152zzg30","country_code":"CN","type":"education","lineage":["https://openalex.org/I188935350"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Bingyun Zheng","raw_affiliation_strings":["Anhui University of Finance and Economics,BengBu Anhui 233041,China)"],"raw_orcid":"https://orcid.org/0000-0001-5133-1801","affiliations":[{"raw_affiliation_string":"Anhui University of Finance and Economics,BengBu Anhui 233041,China)","institution_ids":["https://openalex.org/I188935350"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5023360711"],"corresponding_institution_ids":["https://openalex.org/I188935350"],"apc_list":null,"apc_paid":null,"fwci":1.6905,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.89939925,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":95},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.7407000064849854,"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":0.7407000064849854,"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/T11720","display_name":"Probability and Risk Models","score":0.08479999750852585,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.024700000882148743,"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/heavy-tailed-distributions","display_name":"heavy-tailed distributions","score":0.7910000085830688},{"id":"https://openalex.org/keywords/extreme-quantile-estimation","display_name":"extreme quantile estimation","score":0.8989999890327454},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"value at risk","score":0.9319999814033508},{"id":"https://openalex.org/keywords/exponential-regression","display_name":"exponential regression","score":0.8080000281333923},{"id":"https://openalex.org/keywords/stock-index-returns","display_name":"stock index returns","score":0.5299999713897705},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.6179999709129333}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7119336128234863},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6857427358627319},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.624737024307251},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.584000825881958},{"id":"https://openalex.org/C1602530","wikidata":"https://www.wikidata.org/wiki/Q1472677","display_name":"Heavy-tailed distribution","level":3,"score":0.576700747013092},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.5543872714042664},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.5435928106307983},{"id":"https://openalex.org/C63817138","wikidata":"https://www.wikidata.org/wiki/Q3455889","display_name":"Quantile regression","level":2,"score":0.5352177619934082},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49469324946403503},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.45595410466194153},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.4108213782310486},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.270536869764328},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.16201263666152954},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.15575429797172546},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1510334014892578}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2374701331","doi":null,"is_oa":false,"landing_page_url":"https://en.cnki.com.cn/Article_en/CJFDTOTAL-SLTJ200802014.htm","pdf_url":null,"source":{"id":"https://openalex.org/S2764648832","display_name":"Application of Statistics and Management","issn_l":"1002-1566","issn":["1002-1566"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Application of Statistics and Management","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2372099259","https://openalex.org/W2377978847","https://openalex.org/W7019092069","https://openalex.org/W2122760837","https://openalex.org/W3015708188","https://openalex.org/W7100682808","https://openalex.org/W2122275264","https://openalex.org/W2472431215","https://openalex.org/W7097430070","https://openalex.org/W1498607916"],"abstract_inverted_index":{"It":[0],"is":[1],"well":[2],"known":[3],"that":[4],"finance":[5],"data":[6],"tend":[7],"to":[8],"heavy-tailed.In":[9],"this":[10],"paper,on":[11],"a":[12,41],"basis":[13],"of":[14,27,34],"an":[15,23,32,36],"exponential":[16],"regression":[17],"model":[18],"for":[19,44],"log-spacings":[20],"we":[21,39],"propose":[22],"extreme":[24],"quantile":[25],"estimator":[26],"heavy-tailed":[28],"distribution":[29],"and":[30],"attain":[31],"estimation":[33],"value-at-risk.As":[35],"empirical":[37],"example":[38],"consider":[40],"value-at-risk":[42],"calculations":[43],"China":[45],"stock":[46],"index.":[47]},"counts_by_year":[{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}