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Record W1983673672 · doi:10.5539/ijsp.v1n2p103

The Distribution of Quadratic Expressions in Elliptically Contoured Vectors

2012· article· en· W1983673672 on OpenAlexafffundvenue
Serge B. Provost, Ali Akbar Mohsenipour

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsWestern University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsQuadratic equationMathematicsRepresentation (politics)Moment (physics)GaussianDistribution (mathematics)Applied mathematicsQuadratic form (statistics)Quadratic functionMathematical analysisCombinatoricsPhysicsGeometryClassical mechanicsLaw

Abstract

fetched live from OpenAlex

A general representation of quadratic expressions in possibly singular elliptically contoured random vectors, as well as a procedure for the numerical evaluation of their distributions, are proposed in this paper. First, such quadratic expressions are represented as the difference of two positive definite elliptically contoured quadratic forms plus an independently distributed linear combination of spherically distributed random variables. Their distributions are then determined from a representation of elliptically contoured vectors in terms of scale mixtures of Gaussian vectors. Quadratic forms and quadratic expressions in various types of elliptically contoured vectors are considered. An accurate moment-based approximation to their density function is also provided. Several numerical examples illustrate the results.

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)0.001
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: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.230
Threshold uncertainty score0.176

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
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 head0.029
GPT teacher head0.264
Teacher spread0.235 · 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 designObservational
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

Citations0
Published2012
Admission routes3
Has abstractyes

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