{"id":"W2053560298","doi":"10.1111/j.1467-9469.2006.00470.x","title":"Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation","year":2006,"lang":"en","type":"article","venue":"Scandinavian Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":403,"is_retracted":false,"has_abstract":true,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal; Université du Québec à Trois-Rivières; Université Laval","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Goodness of fit; Copula (linguistics); Bivariate analysis; Statistics; Applied mathematics; Multivariate statistics; Econometrics","routes":{"ca_aff":true,"ca_fund":true,"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":[],"consensus_categories":[],"category_scores_codex":[0.0009170323,0.0001173391,0.0003399744,0.0001294958,0.000112938,0.00003718158,0.0001767629,0.00006216965,0.000022113],"category_scores_gemma":[0.0003108843,0.00009219884,0.0001325675,0.0001315168,0.0000787809,0.0001768687,0.000004512837,0.0001634605,0.000001694955],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009503867,"about_ca_system_score_gemma":0.00008717526,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001062473,"about_ca_topic_score_gemma":0.00006081886,"domain_scores_codex":[0.9986064,0.00001832993,0.001004598,0.0001169513,0.00008131927,0.0001724082],"domain_scores_gemma":[0.9986964,0.0001903499,0.0007151846,0.0001321681,0.000226487,0.00003938319],"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":[0.000321516,0.0001906976,0.01040204,0.0002502694,0.00001503772,8.110356e-7,0.0005431924,0.05422721,0.000006305078,0.9313983,0.001013619,0.001630971],"study_design_scores_gemma":[0.0005184629,0.0002946241,0.005186748,0.0001069239,0.00001287272,0.000001754544,0.00006267827,0.3672931,0.00008322267,0.626175,0.0001767614,0.00008787733],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1548295,0.0001775017,0.8421115,0.0003734108,0.0001836384,0.0003325784,0.001196912,0.000004267658,0.0007907011],"genre_scores_gemma":[0.9797127,0.00002229227,0.02008088,0.00004075126,0.00007576952,0.00001031533,0.00001881172,0.00001249211,0.00002601196],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8248832,"threshold_uncertainty_score":0.3759759,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06763933484468415,"score_gpt":0.2492994024759943,"score_spread":0.1816600676313101,"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."}}