{"id":"https://openalex.org/W2056664349","doi":"https://doi.org/10.1007/s001860200191","title":"Tail dependence for elliptically contoured distributions","display_name":"Tail dependence for elliptically contoured distributions","publication_year":2002,"publication_date":"2002-05-01","ids":{"openalex":"https://openalex.org/W2056664349","doi":"https://doi.org/10.1007/s001860200191","mag":"2056664349"},"language":"en","primary_location":{"id":"doi:10.1007/s001860200191","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860200191","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research (ZOR)","raw_type":"journal-article"},"type":"article","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/A5109870282","display_name":"Rafael Schmidt","orcid":null},"institutions":[{"id":"https://openalex.org/I196349391","display_name":"Universit\u00e4t Ulm","ror":"https://ror.org/032000t02","country_code":"DE","type":"education","lineage":["https://openalex.org/I196349391"]},{"id":"https://openalex.org/I4210129763","display_name":"Helmholtz-Institute Ulm","ror":"https://ror.org/034rhsb33","country_code":"DE","type":"government","lineage":["https://openalex.org/I102335020","https://openalex.org/I1305996414","https://openalex.org/I1305996414","https://openalex.org/I4210129763"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Rafael Schmidt","raw_affiliation_strings":["Universit\u00e4t Ulm, Abteilung Zahlentheorie und Wahrscheinlichkeitstheorie, Helmholtzstr. 18, D-89069 Ulm, Germany (e-mail: Rafael.Schmidt@mathematik.uni-ulm.de), , , , , , DE","Universit\u00e4t Ulm, Abteilung Zahlentheorie und Wahrscheinlichkeitstheorie, Helmholtzstr. 18, D-89069 Ulm, Germany (e-mail: Rafael.Schmidt@mathematik.uni-ulm.de), DE"],"affiliations":[{"raw_affiliation_string":"Universit\u00e4t Ulm, Abteilung Zahlentheorie und Wahrscheinlichkeitstheorie, Helmholtzstr. 18, D-89069 Ulm, Germany (e-mail: Rafael.Schmidt@mathematik.uni-ulm.de), , , , , , DE","institution_ids":["https://openalex.org/I196349391","https://openalex.org/I4210129763"]},{"raw_affiliation_string":"Universit\u00e4t Ulm, Abteilung Zahlentheorie und Wahrscheinlichkeitstheorie, Helmholtzstr. 18, D-89069 Ulm, Germany (e-mail: Rafael.Schmidt@mathematik.uni-ulm.de), DE","institution_ids":["https://openalex.org/I196349391"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5109870282"],"corresponding_institution_ids":["https://openalex.org/I196349391","https://openalex.org/I4210129763"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":8.8681,"has_fulltext":false,"cited_by_count":157,"citation_normalized_percentile":{"value":0.9842418,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"55","issue":"2","first_page":"301","last_page":"327"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9986000061035156,"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"}},"topics":[{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9986000061035156,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9984999895095825,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9901999831199646,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/tail-dependence","display_name":"Tail dependence","score":0.6033436059951782},{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.599758505821228},{"id":"https://openalex.org/keywords/elliptical-distribution","display_name":"Elliptical distribution","score":0.5874936580657959},{"id":"https://openalex.org/keywords/bessel-function","display_name":"Bessel function","score":0.5685126781463623},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5352227687835693},{"id":"https://openalex.org/keywords/multivariate-normal-distribution","display_name":"Multivariate normal distribution","score":0.5254867672920227},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.49097588658332825},{"id":"https://openalex.org/keywords/cusp","display_name":"Cusp (singularity)","score":0.44460293650627136},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.433852881193161},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.35717856884002686},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.30212318897247314},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.26325005292892456},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2562881112098694},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.21609118580818176}],"concepts":[{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.6033436059951782},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.599758505821228},{"id":"https://openalex.org/C130545031","wikidata":"https://www.wikidata.org/wiki/Q5365806","display_name":"Elliptical distribution","level":4,"score":0.5874936580657959},{"id":"https://openalex.org/C107706756","wikidata":"https://www.wikidata.org/wiki/Q219637","display_name":"Bessel function","level":2,"score":0.5685126781463623},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5352227687835693},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.5254867672920227},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.49097588658332825},{"id":"https://openalex.org/C2778400075","wikidata":"https://www.wikidata.org/wiki/Q655275","display_name":"Cusp (singularity)","level":2,"score":0.44460293650627136},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.433852881193161},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.35717856884002686},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.30212318897247314},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.26325005292892456},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2562881112098694},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.21609118580818176}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s001860200191","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860200191","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research (ZOR)","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:55:y:2002:i:2:p:301-327","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s001860200191","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1491718027","https://openalex.org/W1980620433","https://openalex.org/W2016130389","https://openalex.org/W2039343706","https://openalex.org/W2082100828","https://openalex.org/W2092459054","https://openalex.org/W2120062331","https://openalex.org/W2122861691","https://openalex.org/W2797135730","https://openalex.org/W2798180542"],"related_works":["https://openalex.org/W3127336134","https://openalex.org/W2963715180","https://openalex.org/W2947044224","https://openalex.org/W2970311775","https://openalex.org/W2207306351","https://openalex.org/W4287753573","https://openalex.org/W2142219299","https://openalex.org/W1514929686","https://openalex.org/W2073315293","https://openalex.org/W2739898444"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":8},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":13},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":6},{"year":2012,"cited_by_count":7}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
