{"id":"https://openalex.org/W4388968852","doi":"https://doi.org/10.1016/j.jmva.2023.105267","title":"Multivariate tail dependence and local stochastic dominance","display_name":"Multivariate tail dependence and local stochastic dominance","publication_year":2023,"publication_date":"2023-11-24","ids":{"openalex":"https://openalex.org/W4388968852","doi":"https://doi.org/10.1016/j.jmva.2023.105267"},"language":"en","primary_location":{"id":"doi:10.1016/j.jmva.2023.105267","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1016/j.jmva.2023.105267","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","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/A5025357548","display_name":"Karl Friedrich Siburg","orcid":null},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Karl Friedrich Siburg","raw_affiliation_strings":["Faculty of Mathematics, TU Dortmund University, Germany"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics, TU Dortmund University, Germany","institution_ids":["https://openalex.org/I200332995"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5033870277","display_name":"Christopher Strothmann","orcid":"https://orcid.org/0000-0002-3537-5019"},"institutions":[{"id":"https://openalex.org/I200332995","display_name":"TU Dortmund University","ror":"https://ror.org/01k97gp34","country_code":"DE","type":"education","lineage":["https://openalex.org/I200332995"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Christopher Strothmann","raw_affiliation_strings":["Faculty of Mathematics, TU Dortmund University, Germany"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics, TU Dortmund University, Germany","institution_ids":["https://openalex.org/I200332995"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5025357548"],"corresponding_institution_ids":["https://openalex.org/I200332995"],"apc_list":{"value":3060,"currency":"USD","value_usd":3060},"apc_paid":null,"fwci":0.2979,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.62411069,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"201","issue":null,"first_page":"105267","last_page":"105267"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9987999796867371,"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":0.9987999796867371,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9944000244140625,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.98580002784729,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/mathematics","display_name":"Mathematics","score":0.9066190719604492},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.8222033977508545},{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.800734281539917},{"id":"https://openalex.org/keywords/tail-dependence","display_name":"Tail dependence","score":0.7092445492744446},{"id":"https://openalex.org/keywords/stochastic-dominance","display_name":"Stochastic dominance","score":0.6931391954421997},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.6636449098587036},{"id":"https://openalex.org/keywords/stochastic-ordering","display_name":"Stochastic ordering","score":0.5149665474891663},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"Extreme value theory","score":0.5140808820724487},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4698905944824219},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4215690493583679},{"id":"https://openalex.org/keywords/multivariate-analysis","display_name":"Multivariate analysis","score":0.4207260310649872}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9066190719604492},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.8222033977508545},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.800734281539917},{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.7092445492744446},{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.6931391954421997},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.6636449098587036},{"id":"https://openalex.org/C32645036","wikidata":"https://www.wikidata.org/wiki/Q475164","display_name":"Stochastic ordering","level":2,"score":0.5149665474891663},{"id":"https://openalex.org/C147581598","wikidata":"https://www.wikidata.org/wiki/Q729429","display_name":"Extreme value theory","level":2,"score":0.5140808820724487},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4698905944824219},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4215690493583679},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.4207260310649872}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.jmva.2023.105267","is_oa":false,"landing_page_url":"http://dx.doi.org/10.1016/j.jmva.2023.105267","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Multivariate Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W1457220277","https://openalex.org/W1996904352","https://openalex.org/W2022004425","https://openalex.org/W2031203420","https://openalex.org/W2061668675","https://openalex.org/W2062683864","https://openalex.org/W2064129679","https://openalex.org/W2073503498","https://openalex.org/W2078797709","https://openalex.org/W2087540931","https://openalex.org/W2087692025","https://openalex.org/W2126467771","https://openalex.org/W2151493409","https://openalex.org/W2162585472","https://openalex.org/W2344695734","https://openalex.org/W2479980505","https://openalex.org/W2501524550","https://openalex.org/W2507039649","https://openalex.org/W2912792427","https://openalex.org/W3190614550","https://openalex.org/W4212766343","https://openalex.org/W4238626452","https://openalex.org/W4296140965","https://openalex.org/W6600732810","https://openalex.org/W6625268379","https://openalex.org/W6672422747","https://openalex.org/W6679470509"],"related_works":["https://openalex.org/W2586128247","https://openalex.org/W2362429250","https://openalex.org/W222700272","https://openalex.org/W2907698882","https://openalex.org/W2279180773","https://openalex.org/W1552518416","https://openalex.org/W3036914094","https://openalex.org/W1589570794","https://openalex.org/W2751745463","https://openalex.org/W3086340936"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1}],"updated_date":"2026-02-06T02:01:19.302388","created_date":"2025-10-10T00:00:00"}