{"id":"W7115027096","doi":"10.1002/cjs.70036","title":"Asymptotic independence in more than two dimensions and its implications on risk management","year":2025,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Bivariate analysis; Pairwise comparison; Independence (probability theory); Asymptotic analysis; Extreme value theory; Joint (building); Contrast (vision); Asymptotic analysis","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003366712,0.00007478281,0.000186286,0.0005431707,0.0001298442,0.00003741821,0.0001215355,0.00004138416,0.00001656486],"category_scores_gemma":[0.0002581768,0.000088027,0.00002323585,0.0002149233,0.00003128363,0.00006805492,0.00001334083,0.0002423154,0.00001093083],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001638275,"about_ca_system_score_gemma":0.00015982,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003859453,"about_ca_topic_score_gemma":0.02162647,"domain_scores_codex":[0.999202,0.00001094425,0.0004485174,0.0001337078,0.00002539485,0.0001794577],"domain_scores_gemma":[0.9993836,0.00007632525,0.000198451,0.0001182577,0.00006504807,0.0001583568],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.000004325169,0.00001158274,0.2541087,0.00001395119,0.00001768506,0.00002185471,0.0002235831,0.001581397,3.273747e-7,0.7400562,0.0003918228,0.0035686],"study_design_scores_gemma":[0.000411256,0.00003850208,0.7186394,0.0000926495,0.00001489365,0.00000399671,0.00009567088,0.01384999,0.000001957686,0.2646993,0.002053871,0.0000985371],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8887285,0.003795109,0.09781044,0.001163307,0.0005121134,0.00024613,0.001622468,0.000004070166,0.006117871],"genre_scores_gemma":[0.9947786,0.0007299251,0.004159274,0.0001585684,0.00001513145,0.000002342385,0.000003258195,0.000006052532,0.000146787],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4753569,"threshold_uncertainty_score":0.9962263,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02509314491227373,"score_gpt":0.2458149543297198,"score_spread":0.2207218094174461,"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."}}