{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004543227,0.0002372984,0.0005331315,0.0002740881,0.00008857578,0.00007671039,0.0001597269,0.0003535232,0.0002019608],"category_scores_gemma":[0.0002144682,0.0002874091,0.00008044687,0.0002045761,0.000008727329,0.0001143388,0.0000189789,0.0002777315,0.001022934],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001981708,"about_ca_system_score_gemma":0.0001196444,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009745831,"about_ca_topic_score_gemma":0.001404756,"domain_scores_codex":[0.9983763,0.00000765662,0.0006545981,0.0006023779,0.0000663461,0.0002927022],"domain_scores_gemma":[0.9993656,0.00001740188,0.0001787185,0.0002057017,0.00006646171,0.0001661512],"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":[0.0001354464,0.0001036318,0.001433506,0.0001111343,0.00003107878,5.765277e-7,0.001438977,0.01952793,0.000003533893,0.9521078,0.01736671,0.007739624],"study_design_scores_gemma":[0.0001408052,0.00005462158,0.001289499,0.00001409012,0.00000956102,2.987097e-7,0.0001162566,0.7079919,0.00001759815,0.2856964,0.004299527,0.0003694178],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1768351,0.0007041214,0.5773031,0.0001594455,0.0008772776,0.0006556738,0.0005099633,0.0001445931,0.2428108],"genre_scores_gemma":[0.9138932,0.00003365233,0.04124181,0.00008968296,0.0001848981,0.00009185424,0.001509812,0.00007313067,0.04288198],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7370581,"threshold_uncertainty_score":0.9999578,"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."}}