Bibliographic record
Abstract
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.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.022 | 0.129 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.002 | 0.004 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.003 | 0.000 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".