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Record W144086106

Bootstrapped Pivots for Means of Short and Long Memory Linear Processes

2013· preprint· en· W144086106 on OpenAlexaff
Miklós Csörgő, Masoud M. Nasari, Mohamedou Ould-Haye

Bibliographic record

VenuearXiv (Cornell University) · 2013
Typepreprint
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsCarleton University
Fundersnot available
KeywordsBootstrapping (finance)Studentized rangeMathematicsStatisticsStatisticPopulationNonparametric statisticsCovarianceEconometricsSampling (signal processing)Sampling distributionParametric statisticsInferenceStandard deviationComputer scienceArtificial intelligence
DOInot available

Abstract

fetched live from OpenAlex

Re-sampling only once, with replacement, from the entire set of observations (without dividing them into blocks) from short or long memory linear processes, we construct direct randomized parametric and nonparametric (Studentized) pivots for the population mean. In the included numerical studies, the resulting pivots will be seen to significantly outperform the traditional t-statistic as a pivot for the population mean. Our approach to the bootstrap in this exposition is fundamentally different from the classical methods of the bootstrap that have been used when the population mean is the parameter of interest. In the latter a relatively large number of independent bootstrap sub-samples are drawn from the original data to estimate the sampling distribution of the traditional t-statistic, when the latter itself is studied in reference to making inference about the population mean. Using the approach of this paper, one does not encounter the well-known issues with bootstrapped t-statistics for dependent data. Hence, no adjustments such as block-bootstrapping are required. This is so, since the re-sampling mechanism in our introduced pivots for the population mean preserves the covariance structure of the observables in hand.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.533
Threshold uncertainty score0.984

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.235
GPT teacher head0.288
Teacher spread0.053 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes1
Has abstractyes

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