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Dependence Modeling
H-index 5

Dependence Modeling

2300-2298

Published by: Walter de Gruyter

https://www.degruyter.com/journal/key/DEMO/html

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 500 16 22 5

Additional Metrics

Number of Best Scientists*: 19
Documents by Best Scientists*: 25
Top 100 Ranked Scientists*: 0
SCIMAGO H-index: 17
SCIMAGO SJR: 0.61
Impact Factor: N/A

Overview

Top Research Topics at Dependence Modeling?

Dependence Modeling primarily focuses on research topics in Probability and statistics, Applied mathematics, Econometrics, Copula (linguistics) and Multivariate statistics. Research in Random variable and the interrelating topic of Combinatorics were among the subjects of interest in the Probability and statistics studies discussed in Dependence Modeling. In addition to Applied mathematics research, Dependence Modeling aims to explore topics under Tail dependence, Estimator, Upper and lower bounds, Series (mathematics) and Monotonic function.

The study on Tail dependence presented in it intersects with subjects under the field of Extreme value theory. The work on Estimator tackled in it brings together disciplines like Nonparametric statistics and Time series. It dives deep in exploring the relationship between the study of Econometrics and Risk management.

The studies on Copula (linguistics) discussed can also contribute to research in the domains of Discrete mathematics, Bivariate analysis and Pure mathematics. The journal focused on Bivariate analysis research but expanded to cover Joint probability distribution. Multivariate statistics works presented in the journal have a specific focus on Univariate.

  • Probability and statistics (23.18%)
  • Applied mathematics (23.18%)
  • Econometrics (23.18%)

What are the most cited papers published in the journal?

  • Prediction of time series by statistical learning: general losses and fast rates (23 citations)
  • An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios (19 citations)
  • Copula-based dependence measures (18 citations)

Research areas of the most cited articles at Dependence Modeling:

The published papers mostly deal with topics like Probability and statistics, Applied mathematics, Copula (linguistics), Estimator and Econometrics. The published papers with studies in Applied mathematics featured incorporate elements of Series (mathematics) and Portfolio. In addition to Econometrics research, the published articles aim to explore topics under Monte Carlo method, Multivariate statistics and Valuation (finance).

What topics the last edition of the journal is best known for?

  • Statistics
  • Normal distribution
  • Probability distribution

The previous edition focused in particular on these issues:

The journal facilitates discussions on Applied mathematics, Multivariate random variable, Constant (mathematics), Bernoulli process and Statistics. Upper and lower bounds, Tail dependence, Extreme value theory and Functional decomposition are some topics wherein Applied mathematics research discussed in the journal have an impact. While Dependence Modeling focused on Constant (mathematics), it was also able to explore topics like Binomial distribution, Hurst exponent and Pure mathematics.

The presented studies in Kendall tau rank correlation coefficient, Statistical hypothesis testing and Asymptotic distribution fall within the purview of Statistics but it also intertwines with topics in Context (language use) and Approximation error. It tackles studies in Data set and the interrelated subject of Multivariate statistics to gain insights into Independence (probability theory). In Dependence Modeling, Bivariate analysis, Polynomial and Copula (linguistics) are investigated in conjunction with one another to address concerns in Combinatorics research.

The most cited articles from the last journal are:

  • Polynomial bivariate copulas of degree five: characterization and some particular inequalities (1 citations)
  • Generalized Bernoulli process with long-range dependence and fractional binomial distribution (1 citations)
  • On copulas of self-similar Ito processes (0 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Dependence Modeling (based on the number of publications) are:

  • Matthias Scherer (12 papers) absent at the last edition,
  • Giovanni Puccetti (11 papers) published 1 paper at the last edition,
  • Fabrizio Durante (10 papers) absent at the last edition,
  • Christian Genest (6 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Steven Vanduffel (5 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Dependence Modeling (based on the number of publications) are:

  • Technische Universität München (16 papers) published 1 paper at the last edition, 2 less than at the previous edition,
  • University of Milan (8 papers) published 1 paper at the last edition,
  • McGill University (6 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Free University of Bozen-Bolzano (6 papers) absent at the last edition,
  • Vrije Universiteit Brussel (5 papers) absent at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 0.00% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 30.77% were posted by at least one author from the top 10 institutions publishing in the journal. Another 7.69% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 23.08% of all publications and 38.46% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Top Publications

  • Nonparametric C- and D-vine-based quantile regression

    (2021)
    20 Citations
  • A combinatorial proof of the Gaussian product inequality beyond the MTP2 case

    (2021)
    15 Citations
  • Sklar’s theorem, copula products, and ordering results in factor models

    Jonathan Ansari;Ludger Rüschendorf

    (2021)
    14 Citations
  • Polynomial bivariate copulas of degree five: characterization and some particular inequalities

    Adam Šeliga;Manuel Kauers;Susanne Saminger-Platz;Radko Mesiar

    (2021)
    6 Citations
  • Study of partial and average conditional Kendall’s tau

    Irène Gijbels;Margot Matterne

    (2021)
    5 Citations
  • Bivariate box plots based on quantile regression curves

    Jorge Navarro

    (2020)
    4 Citations
  • New results on perturbation-based copulas

    Susanne Saminger-Platz;Anna Kolesárová;Adam Šeliga;Radko Mesiar

    (2021)
    4 Citations
  • A tribute to Abe Sklar

    Christian Genest

    (2021)
    3 Citations
  • The gentleman copulist: An interview with Carlo Sempi

    Christian Genest;Matthias Scherer

    (2020)
    2 Citations
  • Lorenz-generated bivariate Archimedean copulas

    Andrea Fontanari;Pasquale Cirillo;Cornelis W. Oosterlee

    (2020)
    2 Citations

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