M-estimation for near unit roots in spatial autoregression with infinite variance
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Bibliographic record
Abstract
Abstract We investigate the limiting behaviour of M-estimators of parameters for a near unit root spatial autoregressive model Z ij (n)=α n Z i−1, j (n)+β n Z i, j−1(n)−α n β n Z i−1, j−1(n)+ε ij , 1≤i, j≤n. Innovations are assumed to be independent and identically distributed and in the domain of attraction of a stable law. We let α n =e c/n and β n =e d/n , where c and d are nonzero unknown constants. It is shown that the self-normalized M-estimators are asymptotically normal. A simulation study is also given. Keywords: spatial autoregressionstable processM-estimatesItô integral AMS 2000 Subject Classification : Primary 62M3062M10secondary 62F12 Acknowledgements This paper is supported by the Natural Sciences and Engineering Research Council of Canada.
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Full frame distilled prediction
Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 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 it