{"id":"W2765249720","doi":"10.4236/ojs.2017.75058","title":"Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models","year":2017,"lang":"en","type":"article","venue":"Open Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval; Actua","funders":"","keywords":"Estimator; Mathematics; Hellinger distance; Density estimation; Probability density function; Applied mathematics; Poisson distribution; Mathematical optimization; Statistics","routes":{"ca_aff":true,"ca_fund":false,"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":[0.004397102,0.0004842156,0.0008878899,0.0009706194,0.0003451867,0.0007845362,0.00155999,0.001132845,0.00246194],"category_scores_gemma":[0.0186199,0.000439414,0.0008897871,0.0007599377,0.001075772,0.001876026,0.001583716,0.001718288,0.0003471666],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001167889,"about_ca_system_score_gemma":0.001076096,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003577527,"about_ca_topic_score_gemma":0.002859312,"domain_scores_codex":[0.9979913,0.001245276,0.00009238275,0.000282113,0.0002908889,0.00009800163],"domain_scores_gemma":[0.9889109,0.00854014,0.0007665983,0.0009924646,0.0005877685,0.0002020647],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00007596243,0.00004252439,0.001612099,0.00008853078,0.00006420685,0.0001056522,0.00011434,0.7547761,0.00068227,0.201242,0.001130685,0.04006556],"study_design_scores_gemma":[0.000003854426,0.0000154054,0.0002056459,0.000008302687,0.000003764773,0.00002927913,0.000007710371,0.9570751,0.0002885583,0.04174059,0.0006121603,0.000009750988],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01603214,0.0002294629,0.9825467,0.0001921707,0.00001938642,0.00001426653,0.00004783246,0.00008174453,0.0008363677],"genre_scores_gemma":[0.6113957,0.0005421267,0.3828492,0.0001239729,0.00008333698,0.0001336023,0.0004207786,0.0001094805,0.004341895],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004397102,"threshold_uncertainty_score":0.02325439,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1025580147400975,"score_gpt":0.317185612322666,"score_spread":0.2146275975825684,"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."}}