{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006452387,0.0003369118,0.0009284896,0.001705751,0.0006952338,0.002417054,0.001138629,0.001441219,0.002909043],"category_scores_gemma":[0.03365216,0.0003855866,0.0006238011,0.001203007,0.004706134,0.003770135,0.002529747,0.002293214,0.000254273],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009958455,"about_ca_system_score_gemma":0.000396571,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007608819,"about_ca_topic_score_gemma":0.0003741255,"domain_scores_codex":[0.9983752,0.0007590019,0.00006876864,0.0003163837,0.0003551699,0.0001254581],"domain_scores_gemma":[0.972918,0.02078642,0.002522846,0.001614055,0.00127141,0.000887317],"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":[0.0001497049,0.00007092778,0.01994627,0.0001049075,0.00009892962,0.0005619809,0.0006130612,0.04916269,0.002140427,0.9062655,0.00186329,0.01902228],"study_design_scores_gemma":[0.00002032172,0.00004456643,0.005774534,0.00004663048,0.00001437259,0.0003163075,0.0001805068,0.1167211,0.0005383836,0.8752913,0.00101961,0.00003240137],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3962888,0.002028754,0.5858461,0.003067752,0.00008360862,0.0000513324,0.0002403277,0.0003721291,0.01202112],"genre_scores_gemma":[0.9832025,0.0003495759,0.0149605,0.000195278,0.00009877331,0.00004805319,0.00009718237,0.00003984117,0.001008216],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006452387,"threshold_uncertainty_score":0.03412384,"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."}}