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Record W1813015161 · doi:10.1002/cjs.11193

Graphical and formal statistical tools for the symmetry of bivariate copulas

2013· article· en· W1813015161 on OpenAlexafffundvenueabout
Jean‐François Quessy, Tarik Bahraoui

Bibliographic record

VenueCanadian Journal of Statistics · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité du Québec à Trois-Rivières
FundersNatural Sciences and Engineering Research Council of CanadaU.S. Department of Agriculture
KeywordsBivariate analysisCopula (linguistics)Null hypothesisMonte Carlo methodAsymmetryStatistical hypothesis testingMathematicsComputer scienceStatisticsPopulationContingency tablep-valueEconometrics

Abstract

fetched live from OpenAlex

Abstract Statistical tools to check whether the underlying copula of a pair of random variables is symmetric are developed. The proposed methods are based on the theoretical and empirical versions of the C‐power functions introduced and formally studied by Bahraoui & Quessy (2013). On one part, a methodology is developed for testing the null hypothesis that the copula of a given population is symmetric. To this end, a sequential testing procedure is proposed where at each level, the P‐value is estimated with the help of the multiplier bootstrap method. On another side, a related graphical method is proposed in order to gain an idea of the degree of asymmetry in bivariate data. The good properties of the methods in small samples are investigated with the help of Monte Carlo simulations under various scenarios of symmetric and asymmetric dependence. The newly introduced procedures are used to analyse the Nutrient and the Walker Lake data sets. The Canadian Journal of Statistics 41: 637–656; 2013 © 2013 Statistical Society of Canada

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 machine prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.017
metaresearch head score (Gemma)0.100
Version: metacan-v3-hybrid-931329e0061cValidation 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: Methods · Consensus signal: Methods
Teacher disagreement score0.017
Threshold uncertainty score0.088

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0170.100
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.003
Bibliometrics0.0060.005
Science and technology studies0.0010.007
Scholarly communication0.0040.004
Open science0.0020.004
Research integrity0.0010.004
Insufficient payload (model declined to judge)0.0090.001

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 head0.042
GPT teacher head0.220
Teacher spread0.177 · 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 source (direct Gemma or distilled Codex), not a consensus.

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

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

Citations12
Published2013
Admission routes4
Has abstractyes

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