A goodness-of-fit test for bivariate extreme-value copulas
Bibliographic record
Abstract
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by their Pickands dependence function. In this paper, a procedure is proposed for testing whether this function belongs to a given parametric family. The test is based on a Cramér–von Mises statistic measuring the distance between an estimate of the parametric Pickands dependence function and either one of two nonparametric estimators thereof studied by Genest and Segers [Ann. Statist. 37 (2009) 2990–3022]. As the limiting distribution of the test statistic depends on unknown parameters, it must be estimated via a parametric bootstrap procedure, the validity of which is established. Monte Carlo simulations are used to assess the power of the test and an extension to dependence structures that are left-tail decreasing in both variables is considered.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.022 | 0.167 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.005 | 0.003 |
| Science and technology studies | 0.001 | 0.003 |
| Scholarly communication | 0.002 | 0.003 |
| Open science | 0.002 | 0.003 |
| Research integrity | 0.003 | 0.003 |
| Insufficient payload (model declined to judge) | 0.005 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".