{"id":"https://openalex.org/W2053774289","doi":"https://doi.org/10.1016/j.csda.2005.08.010","title":"Bayesian copula selection","display_name":"Bayesian copula selection","publication_year":2005,"publication_date":"2005-10-18","ids":{"openalex":"https://openalex.org/W2053774289","doi":"https://doi.org/10.1016/j.csda.2005.08.010","mag":"2053774289"},"language":"en","primary_location":{"id":"doi:10.1016/j.csda.2005.08.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.csda.2005.08.010","pdf_url":null,"source":{"id":"https://openalex.org/S132362803","display_name":"Computational Statistics & Data Analysis","issn_l":"0167-9473","issn":["0167-9473","1872-7352"],"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":"Computational Statistics & Data 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/A5044496568","display_name":"David Huard","orcid":"https://orcid.org/0000-0003-0311-5498"},"institutions":[{"id":"https://openalex.org/I39481719","display_name":"Institut National de la Recherche Scientifique","ror":"https://ror.org/04td37d32","country_code":"CA","type":"education","lineage":["https://openalex.org/I39481719","https://openalex.org/I49663120"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"David Huard","raw_affiliation_strings":["Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#"],"affiliations":[{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","institution_ids":["https://openalex.org/I39481719"]},{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#","institution_ids":["https://openalex.org/I39481719"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5031545362","display_name":"Guillaume \u00c9vin","orcid":"https://orcid.org/0000-0003-3456-9441"},"institutions":[{"id":"https://openalex.org/I39481719","display_name":"Institut National de la Recherche Scientifique","ror":"https://ror.org/04td37d32","country_code":"CA","type":"education","lineage":["https://openalex.org/I39481719","https://openalex.org/I49663120"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Guillaume \u00c9vin","raw_affiliation_strings":["Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#"],"affiliations":[{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","institution_ids":["https://openalex.org/I39481719"]},{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#","institution_ids":["https://openalex.org/I39481719"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089293773","display_name":"Anne\u2010Catherine Favre","orcid":"https://orcid.org/0000-0002-3314-863X"},"institutions":[{"id":"https://openalex.org/I39481719","display_name":"Institut National de la Recherche Scientifique","ror":"https://ror.org/04td37d32","country_code":"CA","type":"education","lineage":["https://openalex.org/I39481719","https://openalex.org/I49663120"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Anne-Catherine Favre","raw_affiliation_strings":["Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#"],"affiliations":[{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9","institution_ids":["https://openalex.org/I39481719"]},{"raw_affiliation_string":"Institut National de la Recherche Scientifique, Centre Eau, Terre & Environnement, Qu\u00e9., Canada G1K 9A9#TAB#","institution_ids":["https://openalex.org/I39481719"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5089293773"],"corresponding_institution_ids":["https://openalex.org/I39481719"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":4.6968,"has_fulltext":false,"cited_by_count":238,"citation_normalized_percentile":{"value":0.94821462,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"51","issue":"2","first_page":"809","last_page":"822"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9980000257492065,"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":0.9980000257492065,"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/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9883999824523926,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"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/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9861000180244446,"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":0.886215090751648},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5808287858963013},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5667532682418823},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.52336585521698},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.48499175906181335},{"id":"https://openalex.org/keywords/sample-size-determination","display_name":"Sample size determination","score":0.42251673340797424},{"id":"https://openalex.org/keywords/prior-probability","display_name":"Prior probability","score":0.4160654544830322},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35723966360092163}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.886215090751648},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5808287858963013},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5667532682418823},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.52336585521698},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.48499175906181335},{"id":"https://openalex.org/C129848803","wikidata":"https://www.wikidata.org/wiki/Q2564360","display_name":"Sample size determination","level":2,"score":0.42251673340797424},{"id":"https://openalex.org/C177769412","wikidata":"https://www.wikidata.org/wiki/Q278090","display_name":"Prior probability","level":3,"score":0.4160654544830322},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35723966360092163}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.csda.2005.08.010","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.csda.2005.08.010","pdf_url":null,"source":{"id":"https://openalex.org/S132362803","display_name":"Computational Statistics & Data Analysis","issn_l":"0167-9473","issn":["0167-9473","1872-7352"],"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":"Computational Statistics & Data Analysis","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:csdana:v:51:y:2006:i:2:p:809-822","is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0167-9473(05)00209-4","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":null,"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":48,"referenced_works":["https://openalex.org/W148455047","https://openalex.org/W161994183","https://openalex.org/W579592231","https://openalex.org/W1486650488","https://openalex.org/W1491718027","https://openalex.org/W1509562192","https://openalex.org/W1540645508","https://openalex.org/W1590120741","https://openalex.org/W1607575316","https://openalex.org/W1624356652","https://openalex.org/W1773976433","https://openalex.org/W1901085400","https://openalex.org/W1972571116","https://openalex.org/W1985409483","https://openalex.org/W1988694953","https://openalex.org/W1995565517","https://openalex.org/W2019162516","https://openalex.org/W2022261649","https://openalex.org/W2037531178","https://openalex.org/W2042087639","https://openalex.org/W2045324481","https://openalex.org/W2049567982","https://openalex.org/W2051005398","https://openalex.org/W2053560298","https://openalex.org/W2056664349","https://openalex.org/W2075734942","https://openalex.org/W2080412783","https://openalex.org/W2080630005","https://openalex.org/W2085712469","https://openalex.org/W2088444354","https://openalex.org/W2104626092","https://openalex.org/W2119436275","https://openalex.org/W2127038280","https://openalex.org/W2139606141","https://openalex.org/W2163402412","https://openalex.org/W2166223539","https://openalex.org/W2494873755","https://openalex.org/W2777019853","https://openalex.org/W2798180542","https://openalex.org/W2907233437","https://openalex.org/W3034026372","https://openalex.org/W3123637160","https://openalex.org/W3149643664","https://openalex.org/W4239683439","https://openalex.org/W4240146822","https://openalex.org/W4241861175","https://openalex.org/W4242161122","https://openalex.org/W6636659428"],"related_works":["https://openalex.org/W2135187896","https://openalex.org/W2015518264","https://openalex.org/W2562263695","https://openalex.org/W3160546271","https://openalex.org/W2147201983","https://openalex.org/W2795035211","https://openalex.org/W4311646318","https://openalex.org/W2160108762","https://openalex.org/W2168271748","https://openalex.org/W1718066205"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":5},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":23},{"year":2021,"cited_by_count":22},{"year":2020,"cited_by_count":11},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":13},{"year":2016,"cited_by_count":18},{"year":2015,"cited_by_count":13},{"year":2014,"cited_by_count":13},{"year":2013,"cited_by_count":19},{"year":2012,"cited_by_count":14}],"updated_date":"2026-04-15T08:11:43.952461","created_date":"2025-10-10T00:00:00"}