{"id":"W2051299125","doi":"10.1016/j.stamet.2013.05.001","title":"Estimators based on trimmed Kendall’s tau in multivariate copula models","year":2013,"lang":"en","type":"article","venue":"Statistical Methodology","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"","keywords":"Copula (linguistics); Mathematics; Multivariate statistics; Estimator; Statistics; Dependency (UML); Econometrics; Inference; Multivariate normal distribution; Computer science","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":[0.009885758,0.0008422863,0.001418484,0.002657719,0.000518664,0.001955084,0.002273249,0.001335059,0.002455796],"category_scores_gemma":[0.05342315,0.0007364131,0.001269415,0.002189301,0.001013312,0.004018277,0.001514858,0.003003365,0.0006201202],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006015747,"about_ca_system_score_gemma":0.001288772,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009675169,"about_ca_topic_score_gemma":0.001076777,"domain_scores_codex":[0.9969001,0.002094724,0.0001345493,0.0002994883,0.0004368825,0.000134358],"domain_scores_gemma":[0.9735691,0.01891458,0.002187064,0.003249942,0.001666011,0.0004133692],"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":[0.0002870794,0.0002918999,0.007644057,0.0005648543,0.0008451344,0.0002652828,0.0003331797,0.3448312,0.004960087,0.3780514,0.007207723,0.2547182],"study_design_scores_gemma":[0.00001430411,0.00006011014,0.001490349,0.00006509604,0.00005513934,0.00009451766,0.0000260079,0.9165878,0.001190482,0.07919916,0.001179859,0.00003703561],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.009499163,0.0005545907,0.989226,0.00008206149,0.00005079241,0.00001250949,0.0000334433,0.0002172576,0.0003241249],"genre_scores_gemma":[0.3515944,0.00142358,0.64254,0.0002028923,0.0004257885,0.0002260875,0.0004842332,0.0005543048,0.002548681],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.009885758,"threshold_uncertainty_score":0.0522815,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2204149884681235,"score_gpt":0.3426347731859698,"score_spread":0.1222197847178463,"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."}}