{"id":"W2143512982","doi":"10.1007/bf02595777","title":"Test of independence and randomness based on the empirical copula process","year":2004,"lang":"en","type":"article","venue":"Test","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":273,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal; Université Laval","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Copula (linguistics); Mathematics; Randomness; Asymptotic distribution; Joint probability distribution; Statistics; Econometrics; Applied mathematics; Statistical hypothesis testing; Independence (probability theory); Limiting; Marginal distribution; Statistical physics; Random variable","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":[0.0004761044,0.0000899118,0.0002263269,0.00006071245,0.00009057938,0.00002226866,0.0001417068,0.00007191846,0.00003263306],"category_scores_gemma":[0.001490004,0.00007342939,0.00003876742,0.0001786716,0.00008509996,0.00006573941,0.00001848312,0.0001497374,0.00003141826],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002388787,"about_ca_system_score_gemma":0.00004381123,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001642614,"about_ca_topic_score_gemma":0.0000318187,"domain_scores_codex":[0.9992858,0.000004978967,0.0003094501,0.0002150586,0.00004804342,0.0001367005],"domain_scores_gemma":[0.9991532,0.0004369997,0.0001347982,0.0002035351,0.00003723698,0.00003421894],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0000541662,0.0003227134,0.9784799,0.0000580464,0.000003489737,0.000002095222,0.0006764529,0.002306124,0.00002796468,0.01758786,0.0000397882,0.0004414072],"study_design_scores_gemma":[0.005087049,0.0005254688,0.6921031,0.0002003071,0.00001199525,0.000004232986,0.0001530429,0.1417093,0.001522649,0.1574266,0.0007848936,0.000471458],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9921557,0.0002377252,0.003187602,0.001220351,0.0000481551,0.0001837006,0.00007341845,0.00001881698,0.002874587],"genre_scores_gemma":[0.9994212,0.00002001788,0.0001588146,0.0003207356,0.00002906795,0.00001448551,0.000002108257,0.000009205657,0.00002437776],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2863768,"threshold_uncertainty_score":0.2994364,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09470710138502159,"score_gpt":0.2793759193885283,"score_spread":0.1846688180035067,"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."}}