{"id":"https://openalex.org/W43529558","doi":"https://doi.org/10.1007/978-3-642-12465-5_15","title":"Parameter Estimation and Application of the Multivariate Skew t-Copula","display_name":"Parameter Estimation and Application of the Multivariate Skew t-Copula","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W43529558","doi":"https://doi.org/10.1007/978-3-642-12465-5_15","mag":"43529558"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-12465-5_15","doi":"https://doi.org/10.1007/978-3-642-12465-5_15","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-12465-5_15","pdf_url":null,"source":{"id":"https://openalex.org/S4210230340","display_name":"Lecture notes in statistics","issn_l":"0930-0325","issn":["0930-0325","2197-7186"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Statistics","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2479980505","display_name":"Copula Theory and Its Applications"},"type":"book-chapter","indexed_in":["crossref"],"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/A5032166257","display_name":"T\u00f5nu Kollo","orcid":"https://orcid.org/0000-0002-1072-8527","observed_orcids":["https://orcid.org/0000-0002-1072-8527"]},"institutions":[{"id":"https://openalex.org/I56085075","display_name":"University of Tartu","ror":"https://ror.org/03z77qz90","country_code":"EE","type":"education","lineage":["https://openalex.org/I56085075"]}],"countries":["EE"],"is_corresponding":true,"raw_author_name":"T\u00f5nu Kollo","raw_affiliation_strings":["Institute of Mathematical Statistics, University of Tartu, Tartu, Estonia","University of Tartu"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Mathematical Statistics, University of Tartu, Tartu, Estonia","institution_ids":["https://openalex.org/I56085075"]},{"raw_affiliation_string":"University of Tartu","institution_ids":["https://openalex.org/I56085075"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017845146","display_name":"Gaida Pettere","orcid":"https://orcid.org/0000-0002-1758-2188","observed_orcids":["https://orcid.org/0000-0002-1758-2188"]},"institutions":[{"id":"https://openalex.org/I201787326","display_name":"Riga Technical University","ror":"https://ror.org/00twb6c09","country_code":"LV","type":"education","lineage":["https://openalex.org/I201787326"]}],"countries":["LV"],"is_corresponding":false,"raw_author_name":"Gaida Pettere","raw_affiliation_strings":["Department of Engineering Mathematics, Riga Technical University, Riga, Latvia","Riga Technical University#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering Mathematics, Riga Technical University, Riga, Latvia","institution_ids":["https://openalex.org/I201787326"]},{"raw_affiliation_string":"Riga Technical University#TAB#","institution_ids":["https://openalex.org/I201787326"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5032166257"],"corresponding_institution_ids":["https://openalex.org/I56085075"],"apc_list":null,"apc_paid":null,"fwci":4.7837,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":{"value":0.95904343,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"289","last_page":"298"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.8788999915122986,"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":0.8788999915122986,"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/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.09539999812841415,"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/T11720","display_name":"Probability and Risk Models","score":0.003000000026077032,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/skew-t-distribution","display_name":"skew-t distribution","score":0.8809999823570251},{"id":"https://openalex.org/keywords/copula-parameter-estimation","display_name":"copula parameter estimation","score":0.8709999918937683},{"id":"https://openalex.org/keywords/method-of-moments","display_name":"method of moments","score":0.9779999852180481},{"id":"https://openalex.org/keywords/shape-parameter-estimation","display_name":"shape parameter estimation","score":0.7590000033378601}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.951788604259491},{"id":"https://openalex.org/C43711488","wikidata":"https://www.wikidata.org/wiki/Q7534783","display_name":"Skew","level":2,"score":0.7758538722991943},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.697562038898468},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5886679291725159},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4921337962150574},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46218737959861755},{"id":"https://openalex.org/C172713675","wikidata":"https://www.wikidata.org/wiki/Q6935144","display_name":"Multivariate t-distribution","level":4,"score":0.46037986874580383},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.4368554651737213},{"id":"https://openalex.org/C43694697","wikidata":"https://www.wikidata.org/wiki/Q3258551","display_name":"Skew normal distribution","level":3,"score":0.42614132165908813},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3398779034614563},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25241193175315857},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.13780748844146729},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-12465-5_15","doi":"https://doi.org/10.1007/978-3-642-12465-5_15","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-12465-5_15","pdf_url":null,"source":{"id":"https://openalex.org/S4210230340","display_name":"Lecture notes in statistics","issn_l":"0930-0325","issn":["0930-0325","2197-7186"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Statistics","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1482929617","https://openalex.org/W1579925870","https://openalex.org/W1590120741","https://openalex.org/W1982914322","https://openalex.org/W1985409483","https://openalex.org/W2119436275","https://openalex.org/W2127958806","https://openalex.org/W2171050536","https://openalex.org/W2493082077","https://openalex.org/W4250505091"],"related_works":["https://openalex.org/W3166318165","https://openalex.org/W2104969542","https://openalex.org/W2804760238","https://openalex.org/W3117325147","https://openalex.org/W6945880627","https://openalex.org/W4280650669","https://openalex.org/W2464813676","https://openalex.org/W2030061514","https://openalex.org/W2048294781","https://openalex.org/W2244650489"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}