{"id":"W4389220645","doi":"10.1016/j.jmva.2023.105272","title":"The weighted characteristic function of the multivariate PIT: Independence and goodness-of-fit tests","year":2023,"lang":"en","type":"article","venue":"Journal of Multivariate Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Trois-Rivières","funders":"Natural Sciences and Engineering Research Council of Canada; Université de Sherbrooke","keywords":"Mathematics; Multivariate statistics; Copula (linguistics); Goodness of fit; Independence (probability theory); Empirical distribution function; Multivariate normal distribution; Cumulative distribution function; Weak convergence; Statistics; Multivariate random variable; Applied mathematics; Marginal distribution; Random variable; Econometrics; Probability density function","routes":{"ca_aff":true,"ca_fund":true,"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":[0.05246511,0.001643007,0.003472936,0.006059052,0.001123826,0.003460666,0.004997621,0.00355743,0.004867025],"category_scores_gemma":[0.283491,0.001160018,0.003006482,0.004207405,0.004752851,0.01131975,0.003893578,0.004826741,0.0008804225],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009871997,"about_ca_system_score_gemma":0.001930267,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001842901,"about_ca_topic_score_gemma":0.0008078688,"domain_scores_codex":[0.98051,0.01322231,0.0007618778,0.002399814,0.002298518,0.0008074524],"domain_scores_gemma":[0.6211936,0.3337912,0.01162278,0.0243696,0.006716854,0.002305983],"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":[0.002884042,0.0007176198,0.1343512,0.0005672344,0.002455447,0.001412622,0.001022401,0.4182098,0.003367326,0.2546203,0.005532002,0.1748601],"study_design_scores_gemma":[0.0001022431,0.0002746056,0.01820938,0.00006009579,0.0001556431,0.0005587244,0.0001644984,0.8568668,0.0007487682,0.1219369,0.0008187054,0.0001035189],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.218058,0.0004537819,0.7782479,0.0004772344,0.00006575069,0.0001185096,0.0005266488,0.0005360773,0.001516111],"genre_scores_gemma":[0.9237756,0.0004238402,0.07206912,0.0001416241,0.0001833896,0.0003444407,0.001437006,0.0003648759,0.001260295],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.05246511,"threshold_uncertainty_score":0.2774653,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04569081372486209,"score_gpt":0.2703474145340177,"score_spread":0.2246566008091556,"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."}}