{"id":"W2027096947","doi":"10.1239/aap/1339878722","title":"Asymptotic Dependence for Light-Tailed Homothetic Densities","year":2012,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Mathematics; Homothetic transformation; Multivariate statistics; Independence (probability theory); Regular polygon; Asymptotic distribution; Asymptotic analysis; Mathematical analysis; Applied mathematics; Statistical physics; Statistics; Geometry; Estimator","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":[0.01312525,0.0008565709,0.001364174,0.003230274,0.0007762368,0.001940683,0.001942486,0.001478774,0.004146744],"category_scores_gemma":[0.08269257,0.0006025758,0.001717588,0.00132714,0.005086126,0.005718406,0.003629825,0.004718911,0.0006109404],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001568773,"about_ca_system_score_gemma":0.0007736672,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001697347,"about_ca_topic_score_gemma":0.001187409,"domain_scores_codex":[0.9956046,0.001870965,0.0002496008,0.000714045,0.001168689,0.0003921486],"domain_scores_gemma":[0.9416905,0.04338624,0.004689382,0.0044622,0.004148113,0.001623557],"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":[0.0001365846,0.00009515032,0.008292967,0.0001597384,0.0001025627,0.0006738548,0.000477702,0.07519439,0.002820088,0.892468,0.001749552,0.01782945],"study_design_scores_gemma":[0.00001372947,0.00005376528,0.005015107,0.00007124754,0.00003290818,0.0003650796,0.00009847166,0.3531131,0.001095929,0.6392842,0.0007828987,0.00007354474],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1217938,0.0009370128,0.8667527,0.0009129896,0.00005529564,0.00007763224,0.0002181082,0.0003144211,0.008937978],"genre_scores_gemma":[0.9311059,0.0012831,0.0603409,0.0004739014,0.0002943354,0.0002289861,0.0006627779,0.0002238067,0.005386263],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01312525,"threshold_uncertainty_score":0.06941384,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03010599498847965,"score_gpt":0.24377666677896,"score_spread":0.2136706717904804,"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."}}