{"id":"W2512501737","doi":"10.58079/ouh9","title":"Playing with quantiles, part 1","year":2011,"lang":"en","type":"article","venue":"OpenEdition (OpenEdition)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada; Centre National de la Recherche Scientifique; AXA Research Fund","keywords":"Quantile; Generalized Pareto distribution; Extreme value theory; Pareto principle; Econometrics; Pareto distribution; Mathematics; Parametric statistics; Value (mathematics); Statistics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006486004,0.001807085,0.001366802,0.00147647,0.00188074,0.008421769,0.002423764,0.003474129,0.04581221],"category_scores_gemma":[0.03164494,0.001045528,0.001767499,0.002978915,0.007586451,0.01414456,0.003720655,0.006477075,0.01098333],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001647109,"about_ca_system_score_gemma":0.001329266,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003309848,"about_ca_topic_score_gemma":0.001554901,"domain_scores_codex":[0.9955763,0.001895539,0.0002186245,0.001240007,0.000826713,0.0002428023],"domain_scores_gemma":[0.9917493,0.004645523,0.0006971438,0.001983386,0.0007711756,0.0001534997],"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":[0.00001485394,0.00001207983,0.0005434231,0.00005631379,0.00001610284,0.00004329496,0.0002851734,0.001178548,0.0001103601,0.9637377,0.01142008,0.02258205],"study_design_scores_gemma":[0.000007449101,0.00001707904,0.0005870655,0.00007497856,0.00001236052,0.0001000625,0.00006382674,0.002689922,0.0001285945,0.9432192,0.05307702,0.00002236341],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.006877514,0.01671121,0.7848203,0.0378392,0.004379055,0.0001328873,0.001647173,0.001154234,0.1464384],"genre_scores_gemma":[0.4464302,0.02490912,0.3297043,0.02126491,0.01575694,0.0008545184,0.001968882,0.002142385,0.1569688],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.04581221,"threshold_uncertainty_score":0.1532571,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07062994985960495,"score_gpt":0.2214922057021418,"score_spread":0.1508622558425368,"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."}}