{"id":"https://openalex.org/W7214388254","doi":"https://doi.org/10.48550/arxiv.2609.29764","title":"SL-vine and $\u0394$-vine copula models","display_name":"SL-vine and $\u0394$-vine copula models","publication_year":2026,"publication_date":"2026-09-24","ids":{"openalex":"https://openalex.org/W7214388254","doi":"https://doi.org/10.48550/arxiv.2609.29764"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2609.29764","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.29764","pdf_url":"https://arxiv.org/pdf/2609.29764","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2609.29764","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5116626701","display_name":"Tanabodee Monggon","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I158708052","display_name":"Chulalongkorn University","ror":"https://ror.org/028wp3y58","country_code":"TH","type":"education","lineage":["https://openalex.org/I158708052"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Monggon, Tanabodee","raw_affiliation_strings":["Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand","institution_ids":["https://openalex.org/I158708052"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5021715464","display_name":"Songkiat Sumetkijakan","orcid":"https://orcid.org/0000-0003-1121-1279","observed_orcids":["https://orcid.org/0000-0003-1121-1279"]},"institutions":[{"id":"https://openalex.org/I158708052","display_name":"Chulalongkorn University","ror":"https://ror.org/028wp3y58","country_code":"TH","type":"education","lineage":["https://openalex.org/I158708052"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Sumetkijakan, Songkiat","raw_affiliation_strings":["Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand","institution_ids":["https://openalex.org/I158708052"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005872782","display_name":"Tippawan Santiwipanont","orcid":"https://orcid.org/0000-0002-5869-731X","observed_orcids":["https://orcid.org/0000-0002-5869-731X"]},"institutions":[{"id":"https://openalex.org/I158708052","display_name":"Chulalongkorn University","ror":"https://ror.org/028wp3y58","country_code":"TH","type":"education","lineage":["https://openalex.org/I158708052"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Santiwipanont, Tippawan","raw_affiliation_strings":["Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand","institution_ids":["https://openalex.org/I158708052"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013614048","display_name":"Monchai Kooakachai","orcid":"https://orcid.org/0000-0002-1517-8317","observed_orcids":["https://orcid.org/0000-0002-1517-8317"]},"institutions":[{"id":"https://openalex.org/I158708052","display_name":"Chulalongkorn University","ror":"https://ror.org/028wp3y58","country_code":"TH","type":"education","lineage":["https://openalex.org/I158708052"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Kooakachai, Monchai","raw_affiliation_strings":["Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Computer Science , Faculty of Science , Chulalongkorn University , Bangkok , Thailand","institution_ids":["https://openalex.org/I158708052"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I158708052"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"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":0.9945999979972839,"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":0.9945999979972839,"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/T11303","display_name":"Bayesian Modeling and Causal Inference","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"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/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.0006000000284984708,"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-copulas","display_name":"vine copulas","score":0.9829999804496765},{"id":"https://openalex.org/keywords/d-vine","display_name":"D-vine","score":0.8320000171661377},{"id":"https://openalex.org/keywords/multivariate-dependence-modeling","display_name":"multivariate dependence modeling","score":0.7979999780654907},{"id":"https://openalex.org/keywords/conditional-copulas","display_name":"conditional copulas","score":0.7960000038146973}],"concepts":[{"id":"https://openalex.org/C2779676228","wikidata":"https://www.wikidata.org/wiki/Q25303905","display_name":"Vine copula","level":3,"score":0.9781000018119812},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.8730000257492065},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7032999992370605},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.6711000204086304},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5975000262260437},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5763000249862671},{"id":"https://openalex.org/C44492722","wikidata":"https://www.wikidata.org/wiki/Q327069","display_name":"Conditional probability","level":2,"score":0.42719998955726624},{"id":"https://openalex.org/C79772020","wikidata":"https://www.wikidata.org/wiki/Q5159264","display_name":"Conditional independence","level":2,"score":0.36169999837875366},{"id":"https://openalex.org/C43555835","wikidata":"https://www.wikidata.org/wiki/Q2300258","display_name":"Conditional probability distribution","level":2,"score":0.32850000262260437},{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.3077000081539154},{"id":"https://openalex.org/C186215838","wikidata":"https://www.wikidata.org/wiki/Q772232","display_name":"Conditional expectation","level":2,"score":0.2944999933242798},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28220000863075256},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.2815999984741211},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.2768999934196472},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2685000002384186},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.26339998841285706},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.2621999979019165},{"id":"https://openalex.org/C174920663","wikidata":"https://www.wikidata.org/wiki/Q5159256","display_name":"Conditional dependence","level":2,"score":0.2522999942302704}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:arXiv.org:2609.29764","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.29764","pdf_url":"https://arxiv.org/pdf/2609.29764","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2609.29764","doi":"https://doi.org/10.48550/arxiv.2609.29764","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.29764","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2609.29764","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.29764","pdf_url":"https://arxiv.org/pdf/2609.29764","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321557","display_name":"Chulalongkorn University","ror":"https://ror.org/028wp3y58"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7214388254.pdf","grobid_xml":"https://content.openalex.org/works/W7214388254.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7213887762","https://openalex.org/W6929155906","https://openalex.org/W4410494829","https://openalex.org/W3157247810","https://openalex.org/W3210004592","https://openalex.org/W2954813498","https://openalex.org/W2280158673","https://openalex.org/W2963584644","https://openalex.org/W3083512035","https://openalex.org/W1895429286"],"abstract_inverted_index":{"Traditional":[0],"multivariate":[1,34],"copulas":[2,27,59],"often":[3,55],"fail":[4],"to":[5,19,112],"capture":[6],"complex":[7],"dependence":[8],"structures":[9,106],"and":[10,46],"may":[11],"impose":[12],"restrictive":[13],"assumptions":[14],"that":[15,101],"limit":[16],"their":[17],"applicability":[18],"real-world":[20],"data.":[21],"To":[22,48],"address":[23],"these":[24],"issues,":[25],"vine":[26,105,114],"provide":[28],"a":[29],"flexible":[30],"framework":[31],"by":[32],"constructing":[33],"models":[35],"from":[36],"bivariate":[37],"copulas.":[38,76],"The":[39,97],"three":[40],"main":[41],"types":[42],"are":[43,60],"D-vines,":[44],"C-vines":[45],"R-vines.":[47],"simplify":[49],"computations,":[50],"the":[51,74,102],"simplifying":[52],"assumption":[53],"is":[54],"applied,":[56],"assuming":[57],"conditional":[58,75],"independent":[61],"of":[62,83],"conditioning":[63],"variables.":[64],"This":[65],"results":[66,99],"in":[67],"some":[68],"variables":[69],"exerting":[70],"minimal":[71],"influence":[72],"on":[73],"Therefore,":[77],"this":[78],"study":[79],"explores":[80],"two":[81],"subclasses":[82],"R-vines":[84],"with":[85],"node":[86],"degrees":[87],"capped":[88],"at":[89],"three,":[90],"assessing":[91],"its":[92],"performance":[93],"against":[94],"existing":[95,113],"models.":[96,116],"statistical":[98],"demonstrate":[100],"proposed":[103],"degree-constrained":[104],"can":[107],"serve":[108],"as":[109],"effective":[110],"alternatives":[111],"copula":[115]},"counts_by_year":[],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2026-09-26T00:00:00"}
