{"id":"W1887213614","doi":"10.1002/9781118445112.stat07457","title":"Copula Modeling for Extremes","year":2014,"lang":"en","type":"other","venue":"Wiley StatsRef: Statistics Reference Online","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"","keywords":"Copula (linguistics); Econometrics; Computer science; Economics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001757777,0.001037148,0.001275547,0.001420923,0.0004696426,0.002098719,0.001416372,0.001137746,0.006353379],"category_scores_gemma":[0.008187507,0.0003798919,0.001388793,0.001437328,0.0009051774,0.00191231,0.00158955,0.002718836,0.001774667],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006210281,"about_ca_system_score_gemma":0.0005660024,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001697083,"about_ca_topic_score_gemma":0.0006674547,"domain_scores_codex":[0.9989527,0.0004595559,0.00004297711,0.0001846465,0.0002645574,0.00009547538],"domain_scores_gemma":[0.9978739,0.001180171,0.0002475387,0.0002541316,0.000345558,0.00009865368],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0000285262,0.00004758238,0.0009606339,0.0001717894,0.0001260397,0.0002221196,0.0001402138,0.2938256,0.00140946,0.65755,0.008975646,0.03654235],"study_design_scores_gemma":[0.000004355214,0.00001672358,0.0003586871,0.00005946554,0.00001689012,0.00008030157,0.0000191244,0.7080632,0.0003090801,0.2842737,0.006780384,0.00001812359],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.006447517,0.002149372,0.9806654,0.000396468,0.000102651,0.00002403388,0.0002605093,0.0002751283,0.009678915],"genre_scores_gemma":[0.7877666,0.008175726,0.1816524,0.0007666962,0.0009463163,0.000414712,0.001590787,0.0007820255,0.0179047],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006353379,"threshold_uncertainty_score":0.02125418,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1117834599240262,"score_gpt":0.2966705150463541,"score_spread":0.1848870551223279,"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."}}