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Record W2018863640 · doi:10.5539/ijsp.v1n2p250

A Functional Generalized Hill Process and Its Uniform Theory

2012· article· en· W2018863640 on OpenAlexvenueno aff
Gane Samb Lô, El Hadji Dème

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsnot available
Fundersnot available
KeywordsMathematicsBounded functionCombinatoricsBackslashDomain (mathematical analysis)Weak convergenceSequence (biology)Functional equationExtreme value theoryDiscrete mathematicsMathematical analysisStatistics

Abstract

fetched live from OpenAlex

We are concerned in this paper with the functional asymptotic behavior of the sequence of stochastic processes$$T_{n}(f)=\sum_{j=1}^{j=k}f(j)\left( \log X_{n-j+1,n}-\log X_{n-j,n}\right),\eqno(0.1)$$indexed by some classes $\mathcal{F}$ of functions $f:\mathbb{N} \backslash \{0\} \longmapsto \mathbb{R}_{+}$ and where $k=k(n)$ satisfies\begin{equation*}1\leq k\leq n,k/n\rightarrow 0\text{ as }n\rightarrow \infty .\end{equation*}This is a functional generalized Hill process including as many new estimators of the extreme value index when $F$ is in the extreme value domain. We focus in this paper on its functional and uniform asymptotic law in the new setting of weak convergence in the space of bounded real functions. The results are next particularized for explicit examples of classes $\mathcal{F}$.

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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.886
Threshold uncertainty score0.302

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 head0.031
GPT teacher head0.259
Teacher spread0.228 · 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 designTheoretical or conceptual
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

Citations2
Published2012
Admission routes1
Has abstractyes

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