{"id":"W7097360722","doi":"","title":"Testing the CAPM in possibly non-Gaussian contexts: an exact simulation-based approach ∗","year":2001,"lang":"en","type":"article","venue":"","topic":"Statistical Methods and Inference","field":"Mathematics","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Measure (data warehouse); Field (mathematics); Capital asset pricing model; Statistical hypothesis testing","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007518074,0.0001357252,0.000197458,0.00005622863,0.0001025745,0.00007177325,0.0001929218,0.00006343878,0.0002470322],"category_scores_gemma":[0.005042296,0.00008105674,0.00002761716,0.0003398893,0.00006763751,0.00007894672,0.00001896295,0.0001714728,0.00001131082],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002992343,"about_ca_system_score_gemma":0.00005920717,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003231746,"about_ca_topic_score_gemma":0.00006039019,"domain_scores_codex":[0.9988338,0.0001892527,0.0003292288,0.0002192678,0.0001793837,0.0002491167],"domain_scores_gemma":[0.9922069,0.007211556,0.00007918374,0.0003398197,0.00008120793,0.00008128695],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001409845,0.00178088,0.1101462,0.0002257701,0.00003797756,0.00006252005,0.002796479,0.03599466,0.001362841,0.5064146,0.0002999156,0.3407372],"study_design_scores_gemma":[0.0003782701,0.00008147374,0.04075096,0.00003371466,0.000009086293,0.000001904989,0.0002817777,0.866226,0.00004339329,0.09201081,0.00004291151,0.0001397266],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08150394,0.000005226134,0.8565516,0.0001173387,0.00002920542,0.0002993119,0.000004522145,0.00006136168,0.0614275],"genre_scores_gemma":[0.6396382,1.408217e-7,0.3599586,0.0002341613,0.00003424715,0.0000154932,0.000001851149,0.00001135947,0.0001059241],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8302313,"threshold_uncertainty_score":0.6036463,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1752916318181694,"score_gpt":0.404281836895674,"score_spread":0.2289902050775046,"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."}}