Class information for:
Level 1: COPULA//ARCHIMEDEAN COPULA//QUASI COPULA

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
5765 1578 28.9 45%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
1673 2             COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING 6803
5765 1                   COPULA//ARCHIMEDEAN COPULA//QUASI COPULA 1578

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 COPULA authKW 4665335 39% 40% 610
2 ARCHIMEDEAN COPULA authKW 909741 6% 51% 92
3 QUASI COPULA authKW 823483 3% 80% 53
4 TAIL DEPENDENCE authKW 601227 5% 41% 75
5 KENDALLS TAU authKW 545073 5% 37% 76
6 DIAGONAL SECTION authKW 522422 2% 100% 27
7 GRP INVEST ANAL MATEMAT address 490008 2% 77% 33
8 SPEARMANS RHO authKW 435511 3% 49% 46
9 EMPIRICAL COPULA PROCESS authKW 409420 1% 92% 23
10 VINE COPULA authKW 301199 2% 65% 24

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 87928 57% 1% 903
2 Social Sciences, Mathematical Methods 9113 10% 0% 150
3 Water Resources 3719 13% 0% 213
4 Mathematics, Interdisciplinary Applications 3409 11% 0% 172
5 Economics 2024 13% 0% 205
6 Business, Finance 1929 5% 0% 85
7 Computer Science, Cybernetics 1387 3% 0% 45
8 Engineering, Civil 1143 8% 0% 126
9 Computer Science, Interdisciplinary Applications 495 5% 0% 85
10 Mathematics, Applied 402 8% 0% 120

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 GRP INVEST ANAL MATEMAT 490008 2% 77% 33
2 KNOWLEDGE BASED MATH SYST 195328 2% 27% 38
3 GRP MATH ANAL 174141 1% 100% 9
4 ESTADIST MATEMAT LICADA 165699 2% 24% 35
5 MATH DESCRIPT GEOMETRY 52258 2% 10% 28
6 ECON SOCIAL STAT 50879 1% 24% 11
7 HVB MATH FINANCE 47396 0% 35% 7
8 LEUVEN STAT LSTAT 42345 1% 24% 9
9 DIPARTIMENTO MATEMAT ENNIO DE GIORGI 39552 1% 14% 15
10 DIIAR SEZ CIMI 38698 0% 100% 2

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF MULTIVARIATE ANALYSIS 79364 8% 3% 121
2 INSURANCE MATHEMATICS & ECONOMICS 37067 4% 3% 64
3 KYBERNETIKA 22719 3% 3% 45
4 STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT 16996 2% 3% 35
5 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 12058 4% 1% 71
6 CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE 11369 2% 2% 27
7 COMPUTATIONAL STATISTICS & DATA ANALYSIS 8950 3% 1% 48
8 JOURNAL OF HYDROLOGIC ENGINEERING 7591 2% 1% 28
9 FUZZY SETS AND SYSTEMS 7488 3% 1% 53
10 ASTIN BULLETIN 7227 1% 3% 11

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 COPULA 4665335 39% 40% 610 Search COPULA Search COPULA
2 ARCHIMEDEAN COPULA 909741 6% 51% 92 Search ARCHIMEDEAN+COPULA Search ARCHIMEDEAN+COPULA
3 QUASI COPULA 823483 3% 80% 53 Search QUASI+COPULA Search QUASI+COPULA
4 TAIL DEPENDENCE 601227 5% 41% 75 Search TAIL+DEPENDENCE Search TAIL+DEPENDENCE
5 KENDALLS TAU 545073 5% 37% 76 Search KENDALLS+TAU Search KENDALLS+TAU
6 DIAGONAL SECTION 522422 2% 100% 27 Search DIAGONAL+SECTION Search DIAGONAL+SECTION
7 SPEARMANS RHO 435511 3% 49% 46 Search SPEARMANS+RHO Search SPEARMANS+RHO
8 EMPIRICAL COPULA PROCESS 409420 1% 92% 23 Search EMPIRICAL+COPULA+PROCESS Search EMPIRICAL+COPULA+PROCESS
9 VINE COPULA 301199 2% 65% 24 Search VINE+COPULA Search VINE+COPULA
10 MULTIVARIATE COPULA 266272 1% 81% 17 Search MULTIVARIATE+COPULA Search MULTIVARIATE+COPULA

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 PATTON, AJ , (2012) A REVIEW OF COPULA MODELS FOR ECONOMIC TIME SERIES.JOURNAL OF MULTIVARIATE ANALYSIS. VOL. 110. ISSUE . P. 4-18 59 68% 63
2 SALVADORI, G , DURANTE, F , DE MICHELE, C , BERNARDI, M , PETRELLA, L , (2016) A MULTIVARIATE COPULA-BASED FRAMEWORK FOR DEALING WITH HAZARD SCENARIOS AND FAILURE PROBABILITIES.WATER RESOURCES RESEARCH. VOL. 52. ISSUE 5. P. 3701 -3721 52 78% 0
3 DANESHKHAH, A , REMESAN, R , CHATRABGOUN, O , HOLMAN, IP , (2016) PROBABILISTIC MODELING OF FLOOD CHARACTERIZATIONS WITH PARAMETRIC AND MINIMUM INFORMATION PAIR-COPULA MODEL.JOURNAL OF HYDROLOGY. VOL. 540. ISSUE . P. 469 -487 48 81% 0
4 SRAJ, M , BEZAK, N , BRILLY, M , (2015) BIVARIATE FLOOD FREQUENCY ANALYSIS USING THE COPULA FUNCTION: A CASE STUDY OF THE LITIJA STATION ON THE SAVA RIVER.HYDROLOGICAL PROCESSES. VOL. 29. ISSUE 2. P. 225 -238 38 86% 12
5 CHOWDHARY, H , ESCOBAR, LA , SINGH, VP , (2011) IDENTIFICATION OF SUITABLE COPULAS FOR BIVARIATE FREQUENCY ANALYSIS OF FLOOD PEAK AND FLOOD VOLUME DATA.HYDROLOGY RESEARCH. VOL. 42. ISSUE 2-3. P. 193 -216 44 88% 27
6 REN, LL , JIANG, SH , SONG, JL , MA, MW , SONG, SB , (2013) MULTIVARIATE DROUGHT CHARACTERISTICS USING TRIVARIATE GAUSSIAN AND STUDENT T COPULAS.HYDROLOGICAL PROCESSES. VOL. 27. ISSUE 8. P. 1175 -1190 50 69% 17
7 GENEST, C , FAVRE, AC , (2007) EVERYTHING YOU ALWAYS WANTED TO KNOW ABOUT COPULA MODELING BUT WERE AFRAID TO ASK.JOURNAL OF HYDROLOGIC ENGINEERING. VOL. 12. ISSUE 4. P. 347-368 33 80% 377
8 DURANTE, F , FERNANDEZ-SANCHEZ, J , PAPPADA, R , (2015) COPULAS, DIAGONALS, AND TAIL DEPENDENCE.FUZZY SETS AND SYSTEMS. VOL. 264. ISSUE . P. 22 -41 42 74% 6
9 NAZEMI, A , ELSHORBAGY, A , (2012) APPLICATION OF COPULA MODELLING TO THE PERFORMANCE ASSESSMENT OF RECONSTRUCTED WATERSHEDS.STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT. VOL. 26. ISSUE 2. P. 189-205 43 78% 12
10 VANDENBERGHE, S , VERHOEST, NEC , DE BAETS, B , (2010) FITTING BIVARIATE COPULAS TO THE DEPENDENCE STRUCTURE BETWEEN STORM CHARACTERISTICS: A DETAILED ANALYSIS BASED ON 105 YEAR 10 MIN RAINFALL.WATER RESOURCES RESEARCH. VOL. 46. ISSUE . P. - 41 79% 35

Classes with closest relation at Level 1


Rank Class id link
1 20897 COMONOTONICITY//SUPERMODULAR ORDER//COMPLETE MIXABILITY
2 3615 EXTREME VALUE INDEX//EXTREMES//EXTREME VALUE THEORY
3 25891 CONDITIONAL SPECIFICATION//PEARSONS FAMILY//CONDITIONALLY SPECIFIED DISTRIBUTIONS
4 30334 CHAIN LADDER//CLAIMS RESERVING//LOSS RESERVING
5 24150 JOURNAL OF OPERATIONAL RISK//OPERATIONAL RISK//LOSS DISTRIBUTION APPROACH
6 5363 CONTAGION//STOCK MARKET INTEGRATION//VOLATILITY SPILLOVERS
7 4174 STANDARDIZED PRECIPITATION INDEX//DROUGHT INDEX//METEOROLOGICAL DROUGHT
8 22481 RANDOM VARIATE GENERATION//REJECTION METHOD//TRANSFORMED DENSITY REJECTION
9 6992 UNINORM//FUZZY IMPLICATION//FUZZY CONNECTIVES
10 3197 HAZARD RATE ORDER//LIKELIHOOD RATIO ORDER//STOCHASTIC ORDERING

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