{"id":"W4361204297","doi":"10.5539/ibr.v16n4p1","title":"A Comparison of Information Criterion for Choosing Copula Models","year":2023,"lang":"en","type":"article","venue":"International Business Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Universidad Nacional de Educación a Distancia; Ministerio de Ciencia e Innovación","keywords":"Copula (linguistics); Sample size determination; Statistics; Mathematics; Econometrics; Gumbel distribution","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":[0.02686574,0.001188835,0.001672872,0.008049007,0.0008332414,0.002425686,0.001172568,0.001989604,0.001304108],"category_scores_gemma":[0.1084993,0.0005969091,0.00152135,0.003423257,0.001058392,0.002417295,0.00150901,0.001149494,0.0002943874],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001661059,"about_ca_system_score_gemma":0.001875054,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005877089,"about_ca_topic_score_gemma":0.003241929,"domain_scores_codex":[0.9845389,0.01062057,0.0007479665,0.000813865,0.002720367,0.0005584118],"domain_scores_gemma":[0.8756452,0.103691,0.00380767,0.005385707,0.01037945,0.001090995],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.001174116,0.0002259378,0.03314539,0.0007826678,0.001106757,0.0003592791,0.0005777129,0.8139728,0.00206535,0.0218615,0.003060143,0.1216684],"study_design_scores_gemma":[0.00006164738,0.0003303977,0.009294892,0.0001516899,0.000141104,0.0001386948,0.0001739432,0.9787229,0.001667035,0.008545939,0.0006753289,0.00009632044],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.4779103,0.00580391,0.5050225,0.0008017675,0.0001003941,0.0002757246,0.0009380105,0.001128424,0.008019049],"genre_scores_gemma":[0.9097321,0.0008787787,0.08737147,0.0000998067,0.00006252646,0.0001437178,0.00111695,0.0001945919,0.0003999858],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02686574,"threshold_uncertainty_score":0.1420813,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.311299903121911,"score_gpt":0.4382094126809542,"score_spread":0.1269095095590432,"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."}}