MétaCan
Menu
Back to cohort
Record W1495737214

MODEL CHECKS USING RESIDUAL MARKED EMPIRICAL PROCESSES

2004· preprint· en· W1495737214 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueDeposito Adademico Digital Universidad De Navarra (University of Navarra) · 2004
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersUniversidad Carlos III de Madrid
KeywordsAsymptotic analysisMathematicsResidualAsymptotic distributionMonte Carlo methodParametric statisticsApplied mathematicsNull hypothesisStatistical hypothesis testingConvergence (economics)Null (SQL)StatisticsWeak convergenceGoodness of fitEconometricsComputer scienceAlgorithmEstimator
DOInot available

Abstract

fetched live from OpenAlex

This paper proposes omnibus and directional tests for testing the goodness-of-fit of a parametric regression time series model.We use a general class of residual marked empirical processes as the building-blocks for estimation and testing of such models.First, we establish a weak convergence theorem under mild assumptions, which allows us to study in a unified way the asymptotic null distribution of the test statistics and their asymptotic behavior against Pitman's local alternatives.To approximate the asymptotic null distribution of test statistics we justify theoretically a bootstrap procedure.Also, some asymptotic theory for the estimation of the principal components of the residual marked processes is considered.This asymptotic theory is used to derive optimal directional tests and efficient estimation of regression parameters.Finally, a Monte Carlo study shows that the bootstrap and the asymptotic results provide good approximations for small sample sizes and an empirical application to the Canadian lynx data set is considered.

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.

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Research integrity
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.223
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.001
Research integrity0.0010.001
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 head0.083
GPT teacher head0.261
Teacher spread0.178 · 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