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Record W1966028609 · doi:10.3150/13-bej524

On the empirical multilinear copula process for count data

2014· article· en· W1966028609 on OpenAlexafffund

Bibliographic record

VenueBernoulli · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsMcGill University
FundersCanada Research Chairs
KeywordsCopula (linguistics)Multilinear mapMarginal distributionCartesian productRandom variableJoint probability distributionAsymptotic distributionMonotone polygonSample size determinationInference

Abstract

fetched live from OpenAlex

Continuation refers to the operation by which the cumulative distribution function of a discontinuous random vector is made continuous through multilinear interpolation. The copula that results from the application of this technique to the classical empirical copula is either called the multilinear or the checkerboard copula. As shown by Genest and Nešlehová (Astin Bull. 37 (2007) 475–515) and Nešlehová (J. Multivariate Anal. 98 (2007) 544–567), this copula plays a central role in characterizing dependence concepts in discrete random vectors. In this paper, the authors establish the asymptotic behavior of the empirical process associated with the multilinear copula based on $d$-variate count data. This empirical process does not generally converge in law on the space $\mathcal{C}([0,1]^{d})$ of continuous functions on $[0,1]^{d}$, equipped with the uniform norm. However, the authors show that the process converges in $\mathcal{C}(K)$ for any compact $K\subset\mathcal{O}$, where $\mathcal{O}$ is a dense open subset of $[0,1]^{d}$, whose complement is the Cartesian product of the ranges of the marginal distribution functions. This result is sufficient to deduce the weak limit of many functionals of the process, including classical statistics for monotone trend. It also leads to a powerful and consistent test of independence which is applicable even to sparse contingency tables whose dimension is sample size dependent.

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)0.013
metaresearch head score (Gemma)0.050
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 score0.013
Threshold uncertainty score0.067

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0130.050
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0040.003
Science and technology studies0.0010.007
Scholarly communication0.0040.007
Open science0.0020.004
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0050.001

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 head0.368
GPT teacher head0.360
Teacher spread0.007 · 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

Citations46
Published2014
Admission routes2
Has abstractyes

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