{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02331983,0.001428923,0.002139604,0.006161675,0.001012554,0.002554269,0.002715362,0.002174092,0.005081628],"category_scores_gemma":[0.1796737,0.0008209848,0.003118813,0.003100761,0.00372829,0.004332761,0.004502663,0.004389908,0.001149378],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001440754,"about_ca_system_score_gemma":0.001696002,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001351696,"about_ca_topic_score_gemma":0.000754117,"domain_scores_codex":[0.9824583,0.01280269,0.0006276076,0.0009232179,0.002765675,0.0004226028],"domain_scores_gemma":[0.8891957,0.09426341,0.00357087,0.007281563,0.004960821,0.0007276901],"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":[0.0005039491,0.0003085049,0.01120897,0.0004441488,0.0006251979,0.0004901661,0.0008835014,0.3686619,0.002852085,0.3910488,0.004064454,0.2189083],"study_design_scores_gemma":[0.00004071448,0.0001562045,0.00230666,0.00007680686,0.00005428046,0.0001922373,0.0001005454,0.8008817,0.00118448,0.1938331,0.001113587,0.00005973766],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01557129,0.0002561644,0.9825514,0.0001112406,0.00002592159,0.00007679781,0.00005572685,0.0003652612,0.0009861951],"genre_scores_gemma":[0.5679012,0.0006375908,0.4271771,0.0001867682,0.0001269669,0.0009563492,0.0008084571,0.0007812674,0.001424305],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02331983,"threshold_uncertainty_score":0.1233285,"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."}}