{"id":"https://openalex.org/W1174513044","doi":"https://doi.org/10.3233/mas-2012-0242","title":"On modeling directional dependence by using copulas","display_name":"On modeling directional dependence by using copulas","publication_year":2012,"publication_date":"2012-10-10","ids":{"openalex":"https://openalex.org/W1174513044","doi":"https://doi.org/10.3233/mas-2012-0242","mag":"1174513044"},"language":"en","primary_location":{"id":"doi:10.3233/mas-2012-0242","is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-2012-0242","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Model Assisted Statistics and Applications","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/A5037744311","display_name":"Engin A. Sungur","orcid":null},"institutions":[{"id":"https://openalex.org/I4210162301","display_name":"University of Minnesota Morris","ror":"https://ror.org/05vzqzh92","country_code":"US","type":"education","lineage":["https://openalex.org/I4210162301"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Engin A. Sungur","raw_affiliation_strings":["Statistics Discipline, University of Minnesota, Morris, MN, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Statistics Discipline, University of Minnesota, Morris, MN, USA","institution_ids":["https://openalex.org/I4210162301"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019665800","display_name":"Jessica Orth","orcid":null},"institutions":[{"id":"https://openalex.org/I4210162301","display_name":"University of Minnesota Morris","ror":"https://ror.org/05vzqzh92","country_code":"US","type":"education","lineage":["https://openalex.org/I4210162301"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Jessica M. Orth","raw_affiliation_strings":["Statistics Discipline, University of Minnesota, Morris, MN, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Statistics Discipline, University of Minnesota, Morris, MN, USA","institution_ids":["https://openalex.org/I4210162301"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5037744311"],"corresponding_institution_ids":["https://openalex.org/I4210162301"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.08468549,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"7","issue":"4","first_page":"305","last_page":"313"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9672999978065491,"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":0.9672999978065491,"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/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9459999799728394,"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/T10111","display_name":"Remote Sensing in Agriculture","score":0.9223999977111816,"subfield":{"id":"https://openalex.org/subfields/2303","display_name":"Ecology"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.6723673939704895},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.6262259483337402},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.6127933263778687},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5773322582244873},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5650688409805298},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.5575928688049316},{"id":"https://openalex.org/keywords/graphical-model","display_name":"Graphical model","score":0.5430002808570862},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5024614334106445},{"id":"https://openalex.org/keywords/tail-dependence","display_name":"Tail dependence","score":0.4966586232185364},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.46574389934539795},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.34297481179237366},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3384314775466919},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.32337385416030884},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.29844701290130615},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2809597849845886},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.22692784667015076},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.18029305338859558},{"id":"https://openalex.org/keywords/optics","display_name":"Optics","score":0.11927452683448792}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.6723673939704895},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.6262259483337402},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.6127933263778687},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5773322582244873},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5650688409805298},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.5575928688049316},{"id":"https://openalex.org/C155846161","wikidata":"https://www.wikidata.org/wiki/Q1143367","display_name":"Graphical model","level":2,"score":0.5430002808570862},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5024614334106445},{"id":"https://openalex.org/C2777606061","wikidata":"https://www.wikidata.org/wiki/Q16991115","display_name":"Tail dependence","level":3,"score":0.4966586232185364},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.46574389934539795},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.34297481179237366},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3384314775466919},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32337385416030884},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.29844701290130615},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2809597849845886},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.22692784667015076},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.18029305338859558},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.11927452683448792},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/mas-2012-0242","is_oa":false,"landing_page_url":"https://doi.org/10.3233/mas-2012-0242","pdf_url":null,"source":{"id":"https://openalex.org/S2765066696","display_name":"Model Assisted Statistics and Applications","issn_l":"1574-1699","issn":["1574-1699","1875-9068"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Model Assisted Statistics and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W576908595","https://openalex.org/W1545204580","https://openalex.org/W1964056644","https://openalex.org/W2077880535","https://openalex.org/W2093679824","https://openalex.org/W2907233437"],"related_works":["https://openalex.org/W2586128247","https://openalex.org/W2907698882","https://openalex.org/W2178773193","https://openalex.org/W2362429250","https://openalex.org/W222700272","https://openalex.org/W4387164954","https://openalex.org/W2279180773","https://openalex.org/W1552518416","https://openalex.org/W3036914094","https://openalex.org/W1589570794"],"abstract_inverted_index":{"Understanding":[0],"and":[1,17,53,61],"modeling":[2],"multivariate":[3],"dependence":[4,31,56],"structures":[5],"depending":[6],"upon":[7],"the":[8,75],"direction":[9,35],"are":[10],"challenging":[11],"but":[12],"an":[13,45],"interest":[14],"of":[15,27],"theoretical":[16],"applied":[18],"researchers.":[19],"In":[20],"this":[21,70],"article,":[22],"we":[23],"introduce":[24],"a":[25,34,58],"way":[26,60],"looking":[28],"at":[29],"directional":[30,55],"by":[32],"using":[33],"parameter,":[36],"possibly":[37],"random":[38],"in":[39,57,69],"Bayesian":[40],"set":[41],"ting,":[42],"expressed":[43],"as":[44],"angle.":[46],"This":[47],"construction":[48],"allows":[49],"us":[50],"to":[51,63],"model":[52],"measure":[54],"meaningful":[59],"leads":[62],"informative":[64],"graphical":[65],"displays.":[66],"Our":[67],"focus":[68],"paper":[71],"will":[72],"be":[73],"on":[74],"3-dimensional":[76],"case.":[77]},"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2026-06-23T06:36:01.041984","created_date":"2025-10-10T00:00:00"}
