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Record W2049529522 · doi:10.2307/3316147

Tests of serial independence based on Kendall's process

2002· article· en· W2049529522 on OpenAlexaffvenue
Christian Genest, Jean-FranÇlois Quessy, Bruno RÉamillard

Bibliographic record

VenueCanadian Journal of Statistics · 2002
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsGroup for Research in Decision AnalysisHEC MontréalUniversité Laval
Fundersnot available
KeywordsAutocorrelationStatisticsMathematicsWhite noiseSeries (stratigraphy)Independence (probability theory)Null hypothesisStatistical hypothesis testingRank (graph theory)Noise (video)Empirical distribution functionEconometricsApplied mathematicsComputer scienceArtificial intelligenceCombinatorics

Abstract

fetched live from OpenAlex

Abstract The authors propose new rank statistics for testing the white noise hypothesis in a time series. These statistics are Cramér‐von Mises and Kolmogorov‐Smirnov functionals of an empirical distribution function whose mean is related to a serial version of Kendall's tau through a linear transform. The authors determine the asymptotic behaviour of the underlying serial process and the large‐sample distribution of the proposed statistics under the null hypothesis of white noise. They also present simulation results showing the power of their tests.

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)0.014
metaresearch head score (Gemma)0.129
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: Methods · Consensus signal: none
Teacher disagreement score0.014
Threshold uncertainty score0.074

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0140.129
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0050.003
Science and technology studies0.0010.003
Scholarly communication0.0030.004
Open science0.0010.001
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 head0.045
GPT teacher head0.221
Teacher spread0.177 · 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
GenreMethods

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

Citations20
Published2002
Admission routes2
Has abstractyes

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