{"id":"W4387653898","doi":"10.3390/jrfm16100444","title":"A Rank Estimator Approach to Modeling Default Frequencies","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Estimator; Rank (graph theory); Default; Variable (mathematics); Econometrics; Mathematics; Nonparametric statistics; Statistics; Economics; Finance","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":[0.0120871,0.00081952,0.001267739,0.002691411,0.0004524907,0.001789483,0.002998499,0.001686576,0.00551752],"category_scores_gemma":[0.04384579,0.0006255458,0.001075137,0.002769464,0.001194337,0.003576827,0.001264983,0.002320158,0.001167613],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009788101,"about_ca_system_score_gemma":0.001009965,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003628007,"about_ca_topic_score_gemma":0.003326484,"domain_scores_codex":[0.9929651,0.004703985,0.0002232778,0.0007965047,0.001004155,0.0003069596],"domain_scores_gemma":[0.9709848,0.02272369,0.002308098,0.00199476,0.001761303,0.0002274075],"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":[0.00009342256,0.0001431803,0.01138795,0.0001754084,0.0002192073,0.0002420652,0.0002918128,0.335779,0.0007166801,0.5287017,0.00373495,0.1185146],"study_design_scores_gemma":[0.00002159935,0.0001061815,0.001682274,0.00002953131,0.00003402545,0.0001658861,0.00005484518,0.8554734,0.0003629832,0.1386186,0.003416094,0.00003465124],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.004362356,0.0001292057,0.9942835,0.0001320658,0.00001360987,0.00003298444,0.0001221404,0.0001238376,0.0008003471],"genre_scores_gemma":[0.5073632,0.001263507,0.4748045,0.0002256112,0.0003640341,0.000604242,0.001267096,0.0001584894,0.01394944],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0120871,"threshold_uncertainty_score":0.06392342,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02907398590190272,"score_gpt":0.2238001297731661,"score_spread":0.1947261438712634,"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."}}