MétaCan
Menu
Back to cohort
Record W2033612661 · doi:10.1111/1467-9469.00191

Multivariate Dispersion Models Generated From Gaussian Copula

2000· article· en· W2033612661 on OpenAlexaff
Peter X.‐K. Song

Bibliographic record

VenueScandinavian Journal of Statistics · 2000
Typearticle
Languageen
FieldMathematics
TopicStatistical Distribution Estimation and Applications
Canadian institutionsYork University
Fundersnot available
KeywordsMultivariate statisticsMathematicsCopula (linguistics)Multivariate normal distributionMultivariate analysisStatisticsMultivariate t-distributionMultivariate stable distributionGaussianEconometricsApplied mathematicsNormal-Wishart distributionPhysics

Abstract

fetched live from OpenAlex

In this paper a class of multivariate dispersion models generated from the multivariate Gaussian copula is presented. Being a multivariate extension of Jørgensen's (1987a) dispersion models, this class of multivariate models is parametrized by marginal position, dispersion and dependence parameters, producing a large variety of multivariate discrete and continuous models including the multivariate normal as a special case. Properties of the multivariate distributions are investigated, some of which are similar to those of the multivariate normal distribution, which makes these models potentially useful for the analysis of correlated non‐normal data in a way analogous to that of multivariate normal data. As an example, we illustrate an application of the models to the regression analysis of longitudinal data, and establish an asymptotic relationship between the likelihood equation and the generalized estimating equation of Liang & Zeger (1986).

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)0.003
metaresearch head score (Gemma)0.015
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: Empirical · Consensus signal: none
Teacher disagreement score0.007
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.015
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.002
Science and technology studies0.0010.002
Scholarly communication0.0020.004
Open science0.0020.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0040.001

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 head0.065
GPT teacher head0.341
Teacher spread0.275 · 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
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

Citations362
Published2000
Admission routes1
Has abstractyes

Explore more

Same venueScandinavian Journal of StatisticsSame topicStatistical Distribution Estimation and ApplicationsFrench-language works237,207