{"id":"https://openalex.org/W3043656281","doi":"https://doi.org/10.1155/2020/6746303","title":"Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models","display_name":"Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models","publication_year":2020,"publication_date":"2020-07-16","ids":{"openalex":"https://openalex.org/W3043656281","doi":"https://doi.org/10.1155/2020/6746303","mag":"3043656281"},"language":"en","primary_location":{"id":"doi:10.1155/2020/6746303","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2020/6746303","pdf_url":"https://downloads.hindawi.com/journals/complexity/2020/6746303.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2020/6746303.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5003364771","display_name":"Nachatchapong Kaewsompong","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Nachatchapong Kaewsompong","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049362452","display_name":"Paravee Maneejuk","orcid":"https://orcid.org/0000-0002-3794-6161"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Paravee Maneejuk","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand"],"affiliations":[{"raw_affiliation_string":"Center of Excellence in Econometrics, Faculty of Economics, Chiang Mai University, Chiang Mai 50200, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5020022323"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":1.1928,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.81567261,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"2020","issue":null,"first_page":"1","last_page":"15"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994999766349792,"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":0.9994999766349792,"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":0.995199978351593,"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":0.9919999837875366,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.7508649230003357},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7339916229248047},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.650807797908783},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5964820384979248},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.5793111324310303},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5740524530410767},{"id":"https://openalex.org/keywords/quantile-regression","display_name":"Quantile regression","score":0.5674062371253967},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.44976434111595154},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4493100643157959},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4398794174194336},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4217416048049927}],"concepts":[{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.7508649230003357},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7339916229248047},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.650807797908783},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5964820384979248},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.5793111324310303},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5740524530410767},{"id":"https://openalex.org/C63817138","wikidata":"https://www.wikidata.org/wiki/Q3455889","display_name":"Quantile regression","level":2,"score":0.5674062371253967},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.44976434111595154},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4493100643157959},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4398794174194336},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4217416048049927}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1155/2020/6746303","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2020/6746303","pdf_url":"https://downloads.hindawi.com/journals/complexity/2020/6746303.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:complx:6746303","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/8503/2020/6746303.xml","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"},{"id":"pmh:oai:doaj.org/article:7919b07fb6f54f6892c3cbf518043d79","is_oa":true,"landing_page_url":"https://doaj.org/article/7919b07fb6f54f6892c3cbf518043d79","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2020 (2020)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2020/6746303","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2020/6746303","pdf_url":"https://downloads.hindawi.com/journals/complexity/2020/6746303.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3084721425","display_name":null,"funder_award_id":"support","funder_id":"https://openalex.org/F4320321529","funder_display_name":"Chiang Mai University"}],"funders":[{"id":"https://openalex.org/F4320321529","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25"},{"id":"https://openalex.org/F4320337186","display_name":"Faculty of Economics, Chiang Mai University","ror":null}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3043656281.pdf","grobid_xml":"https://content.openalex.org/works/W3043656281.grobid-xml"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W1965555277","https://openalex.org/W2015339214","https://openalex.org/W2057307483","https://openalex.org/W2061960194","https://openalex.org/W2062495152","https://openalex.org/W2075078588","https://openalex.org/W2084871407","https://openalex.org/W2094248606","https://openalex.org/W2094514178","https://openalex.org/W2113305199","https://openalex.org/W2115637683","https://openalex.org/W2124984503","https://openalex.org/W2127958806","https://openalex.org/W2137912490","https://openalex.org/W2166215547","https://openalex.org/W2321548343","https://openalex.org/W2483196530","https://openalex.org/W2614699865","https://openalex.org/W2891586843","https://openalex.org/W2908743854","https://openalex.org/W2963953087","https://openalex.org/W3122516617","https://openalex.org/W3122666453"],"related_works":["https://openalex.org/W4206511378","https://openalex.org/W4206618949","https://openalex.org/W2526321210","https://openalex.org/W3205863630","https://openalex.org/W4318833145","https://openalex.org/W2364275385","https://openalex.org/W4388704167","https://openalex.org/W2007977664","https://openalex.org/W4376874882","https://openalex.org/W2224749288"],"abstract_inverted_index":{"We":[0],"propose":[1],"a":[2],"high-dimensional":[3],"copula":[4,41],"to":[5,43,52,64,77],"model":[6,19,84,124],"the":[7,11,17,22,26,31,38,57,66,70,79,96,102,118,126],"dependence":[8,33],"structure":[9],"of":[10,25,81,101],"seemingly":[12],"unrelated":[13],"quantile":[14,132],"regression.":[15],"As":[16,47],"conventional":[18,127],"faces":[20],"with":[21],"strong":[23],"assumption":[24],"multivariate":[27,39],"normal":[28],"distribution":[29],"and":[30,85,99,117],"linear":[32],"structure,":[34],"thus,":[35],"we":[36,55],"apply":[37],"exchangeable":[40],"function":[42],"relax":[44],"this":[45],"assumption.":[46],"there":[48],"are":[49,75,93],"many":[50],"parameters":[51],"be":[53],"estimated,":[54],"consider":[56],"Bayesian":[58,86,103],"Markov":[59],"chain":[60],"Monte":[61],"Carlo":[62],"approach":[63],"estimate":[65],"parameter":[67],"interests":[68],"in":[69,106,129],"model.":[71,109],"Four":[72],"simulation":[73,91],"studies":[74,92],"conducted":[76],"assess":[78],"performance":[80,98],"our":[82,107,122],"proposed":[83,108,123],"estimation.":[87],"Satisfactory":[88],"results":[89],"from":[90],"obtained":[94],"suggesting":[95],"good":[97],"reliability":[100],"method":[104],"used":[105],"The":[110],"real":[111],"data":[112],"analysis":[113],"is":[114],"also":[115],"provided,":[116],"empirical":[119],"comparison":[120],"indicates":[121],"outperforms":[125],"models":[128],"all":[130],"considered":[131],"levels.":[133]},"counts_by_year":[{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}