{"id":"https://openalex.org/W4385806710","doi":"https://doi.org/10.1080/03610918.2023.2244703","title":"Copula-based measures and tests for conditional asymmetry","display_name":"Copula-based measures and tests for conditional asymmetry","publication_year":2023,"publication_date":"2023-08-14","ids":{"openalex":"https://openalex.org/W4385806710","doi":"https://doi.org/10.1080/03610918.2023.2244703"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2023.2244703","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2023.2244703","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","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/A5046261684","display_name":"Ehsan Mokhtari","orcid":null},"institutions":[{"id":"https://openalex.org/I112536369","display_name":"Yazd University","ror":"https://ror.org/02x99ac45","country_code":"IR","type":"education","lineage":["https://openalex.org/I112536369"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"E. Mokhtari","raw_affiliation_strings":["Department of Statistics, Yazd University, Yazd, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, Yazd University, Yazd, Iran","institution_ids":["https://openalex.org/I112536369"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001002205","display_name":"Ali Dolati","orcid":"https://orcid.org/0000-0001-5611-0151"},"institutions":[{"id":"https://openalex.org/I112536369","display_name":"Yazd University","ror":"https://ror.org/02x99ac45","country_code":"IR","type":"education","lineage":["https://openalex.org/I112536369"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"A. Dolati","raw_affiliation_strings":["Department of Statistics, Yazd University, Yazd, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, Yazd University, Yazd, Iran","institution_ids":["https://openalex.org/I112536369"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035070881","display_name":"Ali Dastbaravarde","orcid":"https://orcid.org/0000-0002-4976-9473"},"institutions":[{"id":"https://openalex.org/I112536369","display_name":"Yazd University","ror":"https://ror.org/02x99ac45","country_code":"IR","type":"education","lineage":["https://openalex.org/I112536369"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"A. Dastbaravarde","raw_affiliation_strings":["Department of Statistics, Yazd University, Yazd, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, Yazd University, Yazd, Iran","institution_ids":["https://openalex.org/I112536369"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5001002205"],"corresponding_institution_ids":["https://openalex.org/I112536369"],"apc_list":null,"apc_paid":null,"fwci":0.3477,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.6259805,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"54","issue":"1","first_page":"1","last_page":"22"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9959999918937683,"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/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9959999918937683,"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/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9825999736785889,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9814000129699707,"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/copula","display_name":"Copula (linguistics)","score":0.8714237213134766},{"id":"https://openalex.org/keywords/bivariate-analysis","display_name":"Bivariate analysis","score":0.7710222005844116},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.6470090746879578},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6091041564941406},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.5369460582733154},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4841092824935913},{"id":"https://openalex.org/keywords/asymmetry","display_name":"Asymmetry","score":0.41132259368896484},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3759574890136719},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.373996376991272}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.8714237213134766},{"id":"https://openalex.org/C64341305","wikidata":"https://www.wikidata.org/wiki/Q4919225","display_name":"Bivariate analysis","level":2,"score":0.7710222005844116},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.6470090746879578},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6091041564941406},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.5369460582733154},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4841092824935913},{"id":"https://openalex.org/C38976095","wikidata":"https://www.wikidata.org/wiki/Q752641","display_name":"Asymmetry","level":2,"score":0.41132259368896484},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3759574890136719},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.373996376991272},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2023.2244703","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2023.2244703","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","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":41,"referenced_works":["https://openalex.org/W365911822","https://openalex.org/W1487848695","https://openalex.org/W1501470069","https://openalex.org/W1538516738","https://openalex.org/W1963874316","https://openalex.org/W1965075095","https://openalex.org/W1974384276","https://openalex.org/W1979575715","https://openalex.org/W1980657106","https://openalex.org/W1997166497","https://openalex.org/W2010353172","https://openalex.org/W2023866122","https://openalex.org/W2029258652","https://openalex.org/W2030399213","https://openalex.org/W2034438826","https://openalex.org/W2037905638","https://openalex.org/W2038637685","https://openalex.org/W2042590947","https://openalex.org/W2044739400","https://openalex.org/W2048580686","https://openalex.org/W2056609565","https://openalex.org/W2059053591","https://openalex.org/W2064234558","https://openalex.org/W2064702263","https://openalex.org/W2065768322","https://openalex.org/W2072247018","https://openalex.org/W2081534887","https://openalex.org/W2089248328","https://openalex.org/W2112643447","https://openalex.org/W2150143323","https://openalex.org/W2150197253","https://openalex.org/W2158688232","https://openalex.org/W2582570636","https://openalex.org/W2852089015","https://openalex.org/W2907233437","https://openalex.org/W2962736271","https://openalex.org/W2975630066","https://openalex.org/W3103444808","https://openalex.org/W3136094410","https://openalex.org/W6637046196","https://openalex.org/W6678119076"],"related_works":["https://openalex.org/W2803443957","https://openalex.org/W3099337062","https://openalex.org/W2000183763","https://openalex.org/W2066704158","https://openalex.org/W2912074844","https://openalex.org/W4288612489","https://openalex.org/W2799608322","https://openalex.org/W3121781918","https://openalex.org/W1592838870","https://openalex.org/W2237076775"],"abstract_inverted_index":{"AbstractIn":[0],"this":[1,82],"paper,":[2],"we":[3],"develop":[4],"copula-based":[5],"measures":[6],"and":[7,26,43,68],"testing":[8],"procedures":[9],"for":[10,73],"the":[11,30,36,51,54,66,69,78],"conditional":[12],"asymmetry":[13],"of":[14,35,53,81],"a":[15],"random":[16],"variable":[17],"given":[18],"another.":[19],"The":[20,32],"resulting":[21],"tests":[22],"are":[23,39,47],"ranked":[24],"based":[25],"thus":[27],"robust":[28],"to":[29,49,64,86],"outliers.":[31],"asymptotic":[33],"properties":[34],"test":[37],"statistics":[38],"investigated.":[40],"Simulation":[41],"studies":[42],"real":[44],"data":[45],"analysis":[46],"conducted":[48],"illustrate":[50],"performance":[52],"proposed":[55],"tests.Keywords:":[56],"Bivariate":[57],"symmetryConditional":[58],"symmetryCopulaTest":[59],"AcknowledgementsThe":[60],"authors":[61],"would":[62],"like":[63],"thank":[65],"Editor":[67],"two":[70],"anonymous":[71],"reviewers":[72],"their":[74],"insightful":[75],"comments":[76],"on":[77],"earlier":[79],"version":[80],"paper":[83],"which":[84],"led":[85],"significant":[87],"improvement.":[88]},"counts_by_year":[{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}