{"id":"W2963368687","doi":"10.5539/jmr.v8n1p42","title":"Consistency Bands for the Mean Excess Function and Application to Graphical Goodness-of-fit Test for Financial Data","year":2016,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Consistency (knowledge bases); Mathematics; Goodness of fit; Parametric statistics; Statistics; Function (biology); Applied mathematics; Econometrics; Discrete mathematics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.03887384,0.0007881667,0.002061411,0.007861871,0.001003977,0.003035377,0.00358814,0.003153588,0.004739465],"category_scores_gemma":[0.2430977,0.0008702613,0.002444807,0.003651418,0.005098123,0.005197695,0.004095959,0.00590179,0.0006819866],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001108987,"about_ca_system_score_gemma":0.001052542,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001343604,"about_ca_topic_score_gemma":0.0005511664,"domain_scores_codex":[0.9817464,0.01316995,0.000822653,0.001684322,0.002041909,0.0005347824],"domain_scores_gemma":[0.7035475,0.2602383,0.01010187,0.01673824,0.007358608,0.002015497],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006340568,0.0002596831,0.03356817,0.0003467847,0.0005385681,0.0006833979,0.001111754,0.1534513,0.004409175,0.6892577,0.003675595,0.1120638],"study_design_scores_gemma":[0.00006037038,0.0001349251,0.008294139,0.0001330994,0.00006506214,0.0003442749,0.0001485954,0.5179793,0.001561987,0.4695207,0.001658412,0.00009921625],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0379575,0.0004798542,0.9588024,0.0005211125,0.00004067769,0.00005772551,0.0001807681,0.0004552395,0.001504718],"genre_scores_gemma":[0.6785111,0.0005498123,0.3167436,0.0004434848,0.0003186588,0.0005957771,0.001154717,0.0005614104,0.001121535],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.03887384,"threshold_uncertainty_score":0.205587,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.285829408460189,"score_gpt":0.3918230934865585,"score_spread":0.1059936850263695,"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."}}