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Record W2027096947 · doi:10.1239/aap/1339878722

Asymptotic Dependence for Light-Tailed Homothetic Densities

2012· article· en· W2027096947 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueAdvances in Applied Probability · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsMathematicsHomothetic transformationMultivariate statisticsIndependence (probability theory)Regular polygonAsymptotic distributionAsymptotic analysisMathematical analysisApplied mathematicsStatistical physicsStatisticsGeometryEstimator

Abstract

fetched live from OpenAlex

Dependence between coordinate extremes is a key factor in any multivariate risk assessment. Hence, it is of interest to know whether the components of a given multivariate random vector exhibit asymptotic independence or asymptotic dependence. In the latter case the structure of the asymptotic dependence has to be clarified. In the multivariate setting it is common to have an explicit form of the density rather than the distribution function. In this paper we therefore give criteria for asymptotic dependence in terms of the density. We consider distributions with light tails and restrict attention to continuous unimodal densities defined on the whole space or on an open convex cone. For simplicity, the density is assumed to be homothetic : all level sets have the same shape. Balkema and Nolde (2010) contains conditions on the shape which guarantee asymptotic independence. The situation for asymptotic dependence, treated in the present paper, is more delicate.

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.

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)0.000
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: Empirical
Teacher disagreement score0.229
Threshold uncertainty score0.888

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
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 head0.030
GPT teacher head0.244
Teacher spread0.214 · 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