{"id":"W3043231266","doi":"10.1017/apr.2020.14","title":"Samples with a limit shape, multivariate extremes, and risk","year":2020,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Mathematics; Quantile; Limit (mathematics); Multivariate statistics; Convergence of random variables; Multivariate normal distribution; Statistical physics; Convergence (economics); Distribution (mathematics); Weak convergence; Random variable; Applied mathematics; Homogeneous; Statistics; Mathematical analysis; Combinatorics","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004867707,0.0001853183,0.0004346808,0.00004667712,0.00009432428,0.00003340825,0.0001540822,0.00008033794,0.00005021875],"category_scores_gemma":[0.0002825809,0.0001846932,0.00003437595,0.0002831056,0.0001348787,0.0002497871,0.00008461034,0.000269893,0.00002497603],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004901375,"about_ca_system_score_gemma":0.00001803517,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002905435,"about_ca_topic_score_gemma":0.000461531,"domain_scores_codex":[0.9983819,0.0000175179,0.000528738,0.0007520216,0.00004060902,0.0002792707],"domain_scores_gemma":[0.9992689,0.0001294097,0.0002311312,0.0002565576,0.00001662921,0.00009730569],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0003561504,0.0000964818,0.7496905,0.0001381802,0.00001255852,0.000001067891,0.001296349,0.002858938,0.00001406659,0.1768488,0.000003678273,0.06868324],"study_design_scores_gemma":[0.00185486,0.0001752627,0.2139237,0.00002883804,0.0000113684,7.190908e-7,0.000122211,0.1108826,0.00006641747,0.6371342,0.03519969,0.0006001489],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9302819,0.006693931,0.05354414,0.000296238,0.00004861061,0.000768084,0.000151188,0.00008538106,0.00813052],"genre_scores_gemma":[0.9507143,0.001724331,0.04729221,0.000121075,0.00004225702,0.00007889281,0.000006687419,0.0000167962,0.000003455779],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5357668,"threshold_uncertainty_score":0.7531569,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04971804947230026,"score_gpt":0.2262227661852226,"score_spread":0.1765047167129223,"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."}}