{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004287536,0.0006119416,0.001332423,0.00050442,0.0001490877,0.0001029228,0.0005218398,0.0005773818,0.001351206],"category_scores_gemma":[0.0005608912,0.0007100512,0.0001501828,0.0001645322,0.00009638105,0.00007237875,0.0001037424,0.0004736981,0.0004499444],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001294245,"about_ca_system_score_gemma":0.0001196628,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00138302,"about_ca_topic_score_gemma":0.002062277,"domain_scores_codex":[0.9967123,0.0000257074,0.001326923,0.001089274,0.0001238907,0.0007219071],"domain_scores_gemma":[0.9978144,0.0001455725,0.0008962742,0.0007946917,0.0001525365,0.0001965244],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0000649314,0.0002473774,0.0005179843,0.0006913611,0.0001331373,0.00000439628,0.000112366,0.001309767,0.000001879742,0.6083336,0.3717749,0.0168083],"study_design_scores_gemma":[0.0004747693,0.00009141461,0.00001058866,0.0002322153,0.00002629573,5.877565e-7,0.00001520317,0.420439,3.069052e-7,0.1133771,0.4647808,0.0005516605],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.00006315366,0.005500177,0.8788766,0.00005982655,0.0007613688,0.0006381926,0.08008745,0.0002001517,0.03381313],"genre_scores_gemma":[0.007806555,0.01081648,0.6681419,0.0003572573,0.001598398,0.0001823297,0.01894516,0.001543235,0.2906086],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.4949565,"threshold_uncertainty_score":0.9995617,"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."}}