{"id":"W2118235063","doi":"10.1111/j.1467-9469.2011.00739.x","title":"Testing for Bivariate Extreme Dependence Using Kendall's Process","year":2011,"lang":"en","type":"article","venue":"Scandinavian Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Trois-Rivières","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Mathematics; Bivariate analysis; Extreme value theory; Statistics; Applied mathematics; Sample size determination; Multiplier (economics); Computation; Algorithm","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":[0.01367737,0.0006059262,0.001484428,0.003225384,0.000782517,0.002614231,0.001307052,0.0009435905,0.002960458],"category_scores_gemma":[0.1031562,0.0003374167,0.001287352,0.003202964,0.003063034,0.002836994,0.001996169,0.002233413,0.0004891332],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005520791,"about_ca_system_score_gemma":0.0009515211,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006192379,"about_ca_topic_score_gemma":0.0004016937,"domain_scores_codex":[0.9847584,0.008540382,0.0008492244,0.001929116,0.003375824,0.0005470681],"domain_scores_gemma":[0.8581628,0.1185206,0.009457189,0.00810904,0.004185311,0.001565023],"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":[0.002444557,0.0006214232,0.2953743,0.000852388,0.003781506,0.002349493,0.002142041,0.08586843,0.009027939,0.3357947,0.006063443,0.2556797],"study_design_scores_gemma":[0.0001750957,0.00101309,0.1478904,0.0002698716,0.0004521957,0.001767868,0.0007946169,0.4706081,0.006194604,0.3647809,0.005776936,0.0002764912],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4196693,0.001063505,0.5720645,0.0005581561,0.0001674906,0.0001321721,0.0005626819,0.0003585756,0.005423542],"genre_scores_gemma":[0.9677956,0.000166069,0.03094196,0.00007422503,0.00007556097,0.0001477072,0.0004369009,0.00003567063,0.0003264005],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01367737,"threshold_uncertainty_score":0.07233375,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2547894090906751,"score_gpt":0.2902246758998899,"score_spread":0.03543526680921477,"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."}}