{"id":"W2551239590","doi":"10.1007/s11749-016-0511-5","title":"Bias-corrected and robust estimation of the bivariate stable tail dependence function","year":2016,"lang":"en","type":"article","venue":"Test","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Pacific Institute for Climate Solutions; Villum Fonden","keywords":"Bivariate analysis; Estimation; Statistics; Function (biology); Mathematics; Econometrics; Statistical physics; Economics; Physics; Biology; Evolutionary biology","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003056778,0.00006177611,0.000127543,0.00005065055,0.00007860834,0.00001686415,0.00007760205,0.0000505889,0.00006984757],"category_scores_gemma":[0.0008158872,0.00004375221,0.00002727846,0.0001553931,0.00003733323,0.0001968616,0.00003900675,0.00004701831,0.00003670332],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002727728,"about_ca_system_score_gemma":0.00001605312,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007062823,"about_ca_topic_score_gemma":0.0001086224,"domain_scores_codex":[0.9994259,0.000006849294,0.0002682339,0.0001654449,0.00002522494,0.0001083483],"domain_scores_gemma":[0.9994472,0.0001258303,0.0001902628,0.000185758,0.00003147836,0.00001944302],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00003261905,0.0000829425,0.9111195,0.00004034207,0.00001226064,2.083389e-7,0.0002696544,0.003749593,0.001099026,0.04645611,0.0003215475,0.03681617],"study_design_scores_gemma":[0.0004376678,0.00006905756,0.7622526,0.00007321298,0.000008772254,0.000001268463,0.00001524589,0.1947685,0.0006888872,0.04068679,0.0008534262,0.0001445563],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8731636,0.0002835359,0.1249154,0.0002292829,0.0002562434,0.0001005754,0.00005897071,0.00002418099,0.0009681832],"genre_scores_gemma":[0.9984967,0.00006376843,0.0008819761,0.00002485562,0.00002332326,0.000004663165,0.000001691142,0.000006969311,0.0004960168],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1910189,"threshold_uncertainty_score":0.1784163,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05152658815117442,"score_gpt":0.2032862221205785,"score_spread":0.1517596339694041,"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."}}