{"id":"W7161947112","doi":"10.82308/49192","title":"Statistical approaches to copula model selection","year":2015,"lang":"en","type":"dissertation","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Statistical model; Statistical analysis; Selection (genetic algorithm); 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01361012,0.0021141,0.002294225,0.005841719,0.0009861792,0.003350002,0.003291909,0.001822023,0.006254855],"category_scores_gemma":[0.06504375,0.001533502,0.00278103,0.005465761,0.00173466,0.002382478,0.002932501,0.004403726,0.001642227],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001605819,"about_ca_system_score_gemma":0.00280266,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005430426,"about_ca_topic_score_gemma":0.004395541,"domain_scores_codex":[0.9860902,0.009969339,0.0005029402,0.001082282,0.002077119,0.0002782154],"domain_scores_gemma":[0.9333018,0.05757853,0.001791355,0.003121787,0.003837462,0.0003690568],"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":[0.0001175458,0.0001583019,0.004012696,0.0005930808,0.000994079,0.0002132361,0.0002728708,0.5366725,0.001256316,0.2468763,0.004983201,0.2038498],"study_design_scores_gemma":[0.00003317559,0.00008693634,0.0009968571,0.00008312622,0.00005616588,0.00009721313,0.00005712675,0.8363866,0.0006890778,0.1558302,0.005638646,0.00004493647],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.001510578,0.0008024045,0.9961428,0.0002445779,0.00004478412,0.00004971485,0.00007717624,0.0001827287,0.0009453013],"genre_scores_gemma":[0.1112816,0.004224579,0.8780249,0.0005031651,0.0006723801,0.001088607,0.000847236,0.0004899348,0.002867638],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01361012,"threshold_uncertainty_score":0.07197809,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2643056697236894,"score_gpt":0.2884405645789364,"score_spread":0.02413489485524706,"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."}}