{"id":"W1495737214","doi":"","title":"MODEL CHECKS USING RESIDUAL MARKED EMPIRICAL PROCESSES","year":2004,"lang":"en","type":"preprint","venue":"Deposito Adademico Digital Universidad De Navarra (University of Navarra)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":73,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Universidad Carlos III de Madrid","keywords":"Asymptotic analysis; Mathematics; Residual; Asymptotic distribution; Monte Carlo method; Parametric statistics; Applied mathematics; Null hypothesis; Statistical hypothesis testing; Convergence (economics); Null (SQL); Statistics; Weak convergence; Goodness of fit; Econometrics; Computer science; Algorithm; Estimator","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02171287,0.0006557847,0.001076424,0.003088676,0.0006331927,0.002352257,0.001937516,0.001315702,0.00321647],"category_scores_gemma":[0.1285638,0.0003942433,0.001311619,0.001758279,0.001891291,0.004151257,0.002915144,0.001454023,0.0003934047],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006350862,"about_ca_system_score_gemma":0.001034233,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001263885,"about_ca_topic_score_gemma":0.001318717,"domain_scores_codex":[0.9822709,0.01232247,0.0008546895,0.001840684,0.002234425,0.0004768467],"domain_scores_gemma":[0.9059393,0.06890425,0.01038566,0.009466918,0.00429611,0.001007781],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008943474,0.0004026471,0.1505839,0.0003136627,0.000776855,0.000626796,0.000946441,0.1904913,0.005796231,0.5231887,0.001936601,0.1240425],"study_design_scores_gemma":[0.0001549538,0.0005558326,0.01858936,0.0000664636,0.0001209217,0.0002469729,0.0004329279,0.7674248,0.003347574,0.2066256,0.002324198,0.0001103358],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.4499349,0.0003701636,0.5436622,0.0004304326,0.00005505093,0.00008506337,0.0004860204,0.0004864083,0.004489824],"genre_scores_gemma":[0.9438996,0.0001253631,0.05488336,0.00006314707,0.00004207938,0.00008466218,0.0004226699,0.00004916773,0.0004298326],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02171287,"threshold_uncertainty_score":0.11483,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08337911961224663,"score_gpt":0.2612178624507099,"score_spread":0.1778387428384633,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}