{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,25]],"date-time":"2025-03-25T14:08:53Z","timestamp":1742911733700,"version":"3.40.3"},"publisher-location":"Cham","reference-count":26,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319033945"},{"type":"electronic","value":"9783319033952"}],"license":[{"start":{"date-parts":[[2014,1,1]],"date-time":"2014-01-01T00:00:00Z","timestamp":1388534400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2014,1,1]],"date-time":"2014-01-01T00:00:00Z","timestamp":1388534400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014]]},"DOI":"10.1007\/978-3-319-03395-2_7","type":"book-chapter","created":{"date-parts":[[2013,11,16]],"date-time":"2013-11-16T14:08:58Z","timestamp":1384610938000},"page":"113-126","source":"Crossref","is-referenced-by-count":4,"title":["Dependence and Association Concepts through Copulas"],"prefix":"10.1007","author":[{"given":"Zheng","family":"Wei","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Tonghui","family":"Wang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Wararit","family":"Panichkitkosolkul","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"7_CR1","doi-asserted-by":"publisher","first-page":"715","DOI":"10.1093\/biomet\/83.4.715","volume":"83","author":"A. Azzalini","year":"1996","unstructured":"Azzalini, A., Dalla Valle, A.: The multivariate skew-normal distribution. Biometrika\u00a083, 715\u2013726 (1996)","journal-title":"Biometrika"},{"key":"7_CR2","doi-asserted-by":"publisher","first-page":"579","DOI":"10.1111\/1467-9868.00194","volume":"61","author":"A. Azzalini","year":"1999","unstructured":"Azzalini, A., Capitanio, A.: Statistical applications of the multivariate skew normal distribution. Journal of the Royal Statistical Society: Series B\u00a061, 579\u2013602 (1999)","journal-title":"Journal of the Royal Statistical Society: Series B"},{"key":"7_CR3","unstructured":"Azzalini, A.: The Skew-Normal Probability Distribution and related distributions, such as the skew-t, http:\/\/azzalini.stat.unipd.it\/SN\/"},{"key":"7_CR4","volume-title":"Equilibrium existence and Revenue ranking of auctions","author":"L.I. De Castro","year":"2007","unstructured":"De Castro, L.I.: Equilibrium existence and Revenue ranking of auctions. Mimeo, University Carlos III (2007)"},{"key":"7_CR5","doi-asserted-by":"publisher","first-page":"193","DOI":"10.1080\/03610928708829358","volume":"16","author":"P.W. Holland","year":"1987","unstructured":"Holland, P.W., Wang, Y.J.: Regional dependence for continuous bivariate densities. Communications in Statistics-Theory and Methods\u00a016, 193\u2013206 (1987a)","journal-title":"Communications in Statistics-Theory and Methods"},{"key":"7_CR6","doi-asserted-by":"publisher","first-page":"863","DOI":"10.1080\/03610928708829408","volume":"16","author":"P.W. Holland","year":"1987","unstructured":"Holland, P.W., Wang, Y.J.: Dependence function for continuous bivariate densities. Communications in Statistics-Theory and Methods\u00a016, 863\u2013876 (1987b)","journal-title":"Communications in Statistics-Theory and Methods"},{"key":"7_CR7","doi-asserted-by":"publisher","DOI":"10.1201\/b13150","volume-title":"Multivariate Models and Dependence Concepts","author":"H. Joe","year":"1997","unstructured":"Joe, H.: Multivariate Models and Dependence Concepts. Chapman & Hall, London (1997)"},{"issue":"5","key":"7_CR8","doi-asserted-by":"publisher","first-page":"415","DOI":"10.1080\/03610927508827258","volume":"4","author":"N.L. Johnson","year":"1975","unstructured":"Johnson, N.L., Kott, S.: On some generalized Farlie-Gumbel-Morgenstern distributions. Communications in Statistics\u00a04(5), 415\u2013427 (1975)","journal-title":"Communications in Statistics"},{"key":"7_CR9","doi-asserted-by":"publisher","first-page":"467","DOI":"10.1016\/0047-259X(80)90065-2","volume":"10","author":"S. Karlin","year":"1980","unstructured":"Karlin, S., Rinott, Y.: Classes of orderings of measures and related correlation inequalities, I. Multivariate totally positive distributions. Journal of Multivariate Analysis\u00a010, 467\u2013498 (1980)","journal-title":"Journal of Multivariate Analysis"},{"key":"7_CR10","doi-asserted-by":"publisher","first-page":"359","DOI":"10.1016\/S0167-7152(99)00122-4","volume":"46","author":"C.D. Lai","year":"2000","unstructured":"Lai, C.D., Xie, M.: A new family of positive quadrant dependent bivariate distributions. Statistics and Probability Letters\u00a046, 359\u2013364 (2000)","journal-title":"Statistics and Probability Letters"},{"key":"7_CR11","volume-title":"Continuous Bivariate Distributions","author":"N. Balakrishnan","year":"2009","unstructured":"Balakrishnan, N., Lai, C.D.: Continuous Bivariate Distributions, 2nd edn. Rumsby Scientific Publishing, Adelaide (2009)","edition":"2"},{"issue":"3","key":"7_CR12","doi-asserted-by":"crossref","first-page":"410","DOI":"10.1109\/TFUZZ.2006.882462","volume":"15","author":"G. Mayor","year":"2007","unstructured":"Mayor, G., Suner, J., Torrens, J.: Sklar\u2019s theorem in finite settings. IEEE transactions on Fuzzy Systems\u00a015(3), 410\u2013416 (2007)","journal-title":"IEEE transactions on Fuzzy Systems"},{"issue":"5","key":"7_CR13","doi-asserted-by":"publisher","first-page":"1089","DOI":"10.2307\/1911865","volume":"50","author":"P.R. Milgrom","year":"1982","unstructured":"Milgrom, P.R., Weber, R.J.: A theory of auctions and competitive bidding. Econometrica\u00a050(5), 1089\u20131122 (1982)","journal-title":"Econometrica"},{"issue":"1","key":"7_CR14","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.econlet.2005.08.006","volume":"91","author":"P.K. Monteiro","year":"2006","unstructured":"Monteiro, P.K., Moreira, H.: First-price auctions without affiliation. Economics Letters\u00a091(1), 1\u20137 (2006)","journal-title":"Economics Letters"},{"key":"7_CR15","doi-asserted-by":"crossref","unstructured":"Muller, A., Scarsini, M.: Archimedean copulae and positive dependence. Applied Mathematics Working Paper Series\u00a025 (2003)","DOI":"10.1016\/S0047-259X(04)00077-6"},{"key":"7_CR16","volume-title":"An Introduction to Copulas","author":"R.B. Nelsen","year":"2006","unstructured":"Nelsen, R.B.: An Introduction to Copulas. Springer, New York (2006)"},{"key":"7_CR17","doi-asserted-by":"publisher","first-page":"269","DOI":"10.1016\/0167-7152(92)90056-B","volume":"14","author":"R.B. Nelsen","year":"1992","unstructured":"Nelsen, R.B.: On measures of association as measures of positive dependence. Statistics and Probability Letters\u00a014, 269\u2013274 (1992)","journal-title":"Statistics and Probability Letters"},{"key":"7_CR18","unstructured":"Nguyen, H.T.: Statistics with Copulas: An Inviation to Modern Statistics (class notes) (2012)"},{"key":"7_CR19","doi-asserted-by":"publisher","first-page":"263","DOI":"10.1111\/j.1468-0262.2005.00571.x","volume":"73","author":"J. Pinkse","year":"2005","unstructured":"Pinkse, J., Tan, G.: The affiliation effect in first-price auctions. Econometrica\u00a073, 263\u2013277 (2005)","journal-title":"Econometrica"},{"key":"7_CR20","doi-asserted-by":"publisher","first-page":"1251","DOI":"10.1016\/j.jmva.2005.07.008","volume":"97","author":"Y. Rinott","year":"2006","unstructured":"Rinott, Y., Scarsini, M.: Total positivity order and the normal distribution. Journal of Multivariate Analysis\u00a097, 1251\u20131261 (2006)","journal-title":"Journal of Multivariate Analysis"},{"issue":"3","key":"7_CR21","doi-asserted-by":"publisher","first-page":"413","DOI":"10.1007\/s001820000049","volume":"29","author":"G.E. Rodriguez","year":"2000","unstructured":"Rodriguez, G.E.: First price auctions: Monotonicity and uniqueness. International Journal of Game Theory\u00a029(3), 413\u2013432 (2000)","journal-title":"International Journal of Game Theory"},{"key":"7_CR22","unstructured":"Roncalli, T.: Gestion des risques multiples, Technical report, Groupe de Recherche Opr\u00e9ationelle, Cr\u00e9dit Lyonnais"},{"key":"7_CR23","first-page":"8229","volume":"8","author":"A. Sklar","year":"1959","unstructured":"Sklar, A.: Fonctions de r$\\acute{e}$partition $\\grave{a}$ n dimensions et leurs marges. Publ. Inst. Statist. Univ., Paris\u00a08, 8229\u20138231 (1959)","journal-title":"Publ. Inst. Statist. Univ., Paris"},{"issue":"3","key":"7_CR24","doi-asserted-by":"publisher","first-page":"837","DOI":"10.1111\/j.1468-2354.2010.00603.x","volume":"51","author":"T. Li","year":"2010","unstructured":"Li, T., Zhang, B.: Testing for affiliation in first-price auctions using entry behavior. International Economic Review\u00a051(3), 837\u2013849 (2010)","journal-title":"International Economic Review"},{"key":"7_CR25","volume-title":"Probability Inequalities in Multivariate Distributions","author":"Y.L. Tong","year":"1980","unstructured":"Tong, Y.L.: Probability Inequalities in Multivariate Distributions. Academic Press, New York (1980)"},{"key":"7_CR26","doi-asserted-by":"publisher","first-page":"533","DOI":"10.1016\/j.jmva.2008.06.003","volume":"100","author":"T. Wang","year":"2009","unstructured":"Wang, T., Li, B., Gupta, A.K.: Distribution of quadratic forms under skew normal settings. Journal of Multivariate Analysis\u00a0100, 533\u2013545 (2009)","journal-title":"Journal of Multivariate Analysis"}],"container-title":["Advances in Intelligent Systems and Computing","Modeling Dependence in Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-03395-2_7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,5,19]],"date-time":"2024-05-19T13:59:54Z","timestamp":1716127194000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-319-03395-2_7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014]]},"ISBN":["9783319033945","9783319033952"],"references-count":26,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-03395-2_7","relation":{},"ISSN":["2194-5357","2194-5365"],"issn-type":[{"type":"print","value":"2194-5357"},{"type":"electronic","value":"2194-5365"}],"subject":[],"published":{"date-parts":[[2014]]}}}