{"id":"W2080412783","doi":"10.1002/cjs.5540330306","title":"Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection","year":2005,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":151,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"National Science Foundation","keywords":"Copula (linguistics); Mathematics; Likelihood-ratio test; Multivariate statistics; Statistics; Econometrics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005780095,0.0001276165,0.0003395261,0.0005426194,0.0001972275,0.00008864395,0.0001532243,0.0001069416,0.0000500912],"category_scores_gemma":[0.001180282,0.0001556159,0.00008401911,0.0002717603,0.00003045361,0.0002445285,0.000004762494,0.0002152786,0.00002858059],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004108621,"about_ca_system_score_gemma":0.0006752629,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00359232,"about_ca_topic_score_gemma":0.02147074,"domain_scores_codex":[0.9985801,0.000008941362,0.000836794,0.0001666846,0.00004163053,0.0003658241],"domain_scores_gemma":[0.9985883,0.0001155361,0.0005147997,0.0001033079,0.0003120766,0.0003659653],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009201522,0.000125062,0.05240949,0.000102696,0.0001379204,0.00001521294,0.001979393,0.361494,0.00009522843,0.4892122,0.0405369,0.05379991],"study_design_scores_gemma":[0.0005970065,0.0001075914,0.005093778,0.00001610415,0.00001731393,0.00001265072,0.00001726175,0.9098034,0.00002881214,0.07675322,0.007380527,0.0001723509],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05739078,0.0006701843,0.9392787,0.0002756317,0.0003398845,0.0001564957,0.00164402,0.000005340986,0.0002389491],"genre_scores_gemma":[0.7585031,0.00005019099,0.2408631,0.0001366951,0.0002326012,0.00000370091,0.00001478328,0.00002092217,0.0001748618],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7011123,"threshold_uncertainty_score":0.9963849,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05184956655361838,"score_gpt":0.2562395954269246,"score_spread":0.2043900288733063,"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."}}