{"id":"W7154613718","doi":"10.66573/001c.120835","title":"Interval Estimation for Bivariate t-Copulas via Kendall’s Tau","year":2014,"lang":"en","type":"article","venue":"Variance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Jackknife resampling; Estimator; Bivariate analysis; Delta method; Covariance; Interval estimation; Estimation theory; Simple (philosophy); Limit (mathematics); Confidence interval","routes":{"ca_aff":true,"ca_fund":false,"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":[0.004787221,0.001081839,0.001241026,0.002528576,0.0004974071,0.001863549,0.001594387,0.0009518498,0.002151057],"category_scores_gemma":[0.031859,0.0005010501,0.001463326,0.003008306,0.0008597022,0.003146126,0.00157404,0.002219922,0.0006046414],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006271734,"about_ca_system_score_gemma":0.001025747,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003200365,"about_ca_topic_score_gemma":0.002303254,"domain_scores_codex":[0.9976259,0.001284756,0.0001233145,0.0003388721,0.0004825091,0.0001446986],"domain_scores_gemma":[0.9893722,0.007700804,0.001130777,0.000722127,0.0008932918,0.0001806695],"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":[0.0001191554,0.0001289917,0.009703972,0.000360875,0.0004285899,0.0003493786,0.000420623,0.5305398,0.003887125,0.2297363,0.002986914,0.2213383],"study_design_scores_gemma":[0.000006515045,0.00003089117,0.001400021,0.00003291263,0.00003086408,0.00007734118,0.00003710209,0.9416127,0.0006343876,0.05532262,0.0007840588,0.00003063038],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.006089955,0.0003554726,0.9928798,0.00004103675,0.00001544104,0.00001764938,0.00003757457,0.0001183405,0.0004447342],"genre_scores_gemma":[0.4972143,0.002885008,0.4963162,0.0001178607,0.0002344463,0.0002852497,0.000702362,0.0003276948,0.001916863],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004787221,"threshold_uncertainty_score":0.02531755,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03400212502004937,"score_gpt":0.2393591958973,"score_spread":0.2053570708772506,"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."}}