{"id":"https://openalex.org/W627210737","doi":"https://doi.org/10.1007/s11222-015-9573-6","title":"Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach","display_name":"Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach","publication_year":2015,"publication_date":"2015-06-13","ids":{"openalex":"https://openalex.org/W627210737","doi":"https://doi.org/10.1007/s11222-015-9573-6","mag":"627210737"},"language":"en","primary_location":{"id":"doi:10.1007/s11222-015-9573-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-015-9573-6","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"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":"Statistics and Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/6044","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009563869","display_name":"Nadja Klein","orcid":"https://orcid.org/0000-0002-5072-5347"},"institutions":[{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Nadja Klein","raw_affiliation_strings":["Chair of Statistics, Georg-August-University G\u00f6ttingen, G\u00f6ttingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Chair of Statistics, Georg-August-University G\u00f6ttingen, G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009871877","display_name":"Thomas Kneib","orcid":"https://orcid.org/0000-0003-3390-0972"},"institutions":[{"id":"https://openalex.org/I74656192","display_name":"University of G\u00f6ttingen","ror":"https://ror.org/01y9bpm73","country_code":"DE","type":"education","lineage":["https://openalex.org/I74656192"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Thomas Kneib","raw_affiliation_strings":["Chair of Statistics, Georg-August-University G\u00f6ttingen, G\u00f6ttingen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Chair of Statistics, Georg-August-University G\u00f6ttingen, G\u00f6ttingen, Germany","institution_ids":["https://openalex.org/I74656192"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5009563869"],"corresponding_institution_ids":["https://openalex.org/I74656192"],"apc_list":{"value":2690,"currency":"USD","value_usd":2690},"apc_paid":null,"fwci":9.8408,"has_fulltext":false,"cited_by_count":71,"citation_normalized_percentile":{"value":0.98083531,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"26","issue":"4","first_page":"841","last_page":"860"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9986000061035156,"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":0.9986000061035156,"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/T10136","display_name":"Statistical Methods and Inference","score":0.998199999332428,"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/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9980999827384949,"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/copula","display_name":"Copula (linguistics)","score":0.8449430465698242},{"id":"https://openalex.org/keywords/covariate","display_name":"Covariate","score":0.6201786994934082},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.5491148233413696},{"id":"https://openalex.org/keywords/deviance-information-criterion","display_name":"Deviance information criterion","score":0.5291058421134949},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.5249202847480774},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5226337909698486},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5046769380569458},{"id":"https://openalex.org/keywords/marginal-model","display_name":"Marginal model","score":0.4873583912849426},{"id":"https://openalex.org/keywords/marginal-distribution","display_name":"Marginal distribution","score":0.46255365014076233},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.45992550253868103},{"id":"https://openalex.org/keywords/bayesian-inference","display_name":"Bayesian inference","score":0.4491255283355713},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.40447989106178284},{"id":"https://openalex.org/keywords/regression-analysis","display_name":"Regression analysis","score":0.3789828419685364},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35732024908065796},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.23308730125427246},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.20375794172286987}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.8449430465698242},{"id":"https://openalex.org/C119043178","wikidata":"https://www.wikidata.org/wiki/Q320723","display_name":"Covariate","level":2,"score":0.6201786994934082},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5491148233413696},{"id":"https://openalex.org/C17634605","wikidata":"https://www.wikidata.org/wiki/Q972431","display_name":"Deviance information criterion","level":4,"score":0.5291058421134949},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.5249202847480774},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5226337909698486},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5046769380569458},{"id":"https://openalex.org/C197656967","wikidata":"https://www.wikidata.org/wiki/Q17058458","display_name":"Marginal model","level":3,"score":0.4873583912849426},{"id":"https://openalex.org/C165216359","wikidata":"https://www.wikidata.org/wiki/Q670653","display_name":"Marginal distribution","level":3,"score":0.46255365014076233},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.45992550253868103},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.4491255283355713},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.40447989106178284},{"id":"https://openalex.org/C152877465","wikidata":"https://www.wikidata.org/wiki/Q208042","display_name":"Regression analysis","level":2,"score":0.3789828419685364},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35732024908065796},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.23308730125427246},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.20375794172286987}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s11222-015-9573-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11222-015-9573-6","pdf_url":null,"source":{"id":"https://openalex.org/S5437875","display_name":"Statistics and Computing","issn_l":"0960-3174","issn":["0960-3174","1573-1375"],"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":"Statistics and Computing","raw_type":"journal-article"},{"id":"pmh:oai:publications.goettingen-research-online.de:2/6044","is_oa":true,"landing_page_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/6044","pdf_url":null,"source":{"id":"https://openalex.org/S4306401634","display_name":"GoeScholar  The Publication Server of the Georg-August-Universit\u00e4t G\u00f6ttingen (Georg-August-Universit\u00e4t G\u00f6ttingen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210122495","host_organization_name":"Asklepios Klinik St. Georg","host_organization_lineage":["https://openalex.org/I4210122495"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:publications.goettingen-research-online.de:2/6044","is_oa":true,"landing_page_url":"https://resolver.sub.uni-goettingen.de/purl?gro-2/6044","pdf_url":null,"source":{"id":"https://openalex.org/S4306401634","display_name":"GoeScholar  The Publication Server of the Georg-August-Universit\u00e4t G\u00f6ttingen (Georg-August-Universit\u00e4t G\u00f6ttingen)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210122495","host_organization_name":"Asklepios Klinik St. Georg","host_organization_lineage":["https://openalex.org/I4210122495"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"display_name":"Zero hunger","id":"https://metadata.un.org/sdg/2","score":0.8100000023841858}],"awards":[{"id":"https://openalex.org/G1698855116","display_name":null,"funder_award_id":"RTG 1644","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"},{"id":"https://openalex.org/G5673333082","display_name":null,"funder_award_id":"KN 922/4-1/2","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"}],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W97599572","https://openalex.org/W143236119","https://openalex.org/W161334779","https://openalex.org/W214193251","https://openalex.org/W604429516","https://openalex.org/W1492534149","https://openalex.org/W1542792663","https://openalex.org/W1556631438","https://openalex.org/W1565842569","https://openalex.org/W1964212085","https://openalex.org/W1966510834","https://openalex.org/W1975717799","https://openalex.org/W2017158416","https://openalex.org/W2018747856","https://openalex.org/W2018776504","https://openalex.org/W2020627444","https://openalex.org/W2022034627","https://openalex.org/W2024622649","https://openalex.org/W2033279096","https://openalex.org/W2035844373","https://openalex.org/W2080000723","https://openalex.org/W2087422093","https://openalex.org/W2091924344","https://openalex.org/W2093071433","https://openalex.org/W2094514178","https://openalex.org/W2114199337","https://openalex.org/W2122549219","https://openalex.org/W2134080536","https://openalex.org/W2135301036","https://openalex.org/W2138329097","https://openalex.org/W2138696716","https://openalex.org/W2154065358","https://openalex.org/W2168875355","https://openalex.org/W2196329906","https://openalex.org/W2485777128","https://openalex.org/W2507039649","https://openalex.org/W2784792128","https://openalex.org/W2797583072","https://openalex.org/W2798180542","https://openalex.org/W2907233437","https://openalex.org/W3100565311","https://openalex.org/W3151826159","https://openalex.org/W4213041519","https://openalex.org/W4229930971","https://openalex.org/W4285719527","https://openalex.org/W4298870098"],"related_works":["https://openalex.org/W3094338031","https://openalex.org/W2078788949","https://openalex.org/W2612974140","https://openalex.org/W2181080815","https://openalex.org/W3124201577","https://openalex.org/W2133157284","https://openalex.org/W2147524214","https://openalex.org/W1990836375","https://openalex.org/W1597411984","https://openalex.org/W2008649198"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":10},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":9},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}