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Record W2142277904

Bernstein Estimator for Unbounded Density Copula

2011· preprint· en· W2142277904 on OpenAlexaboutno aff
Taoufik Bouezmarni, Anouar El Ghouch, Abderrahim Taamouti

Bibliographic record

Venuee-Archivo (Carlos III University of Madrid) · 2011
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsEstimatorCopula (linguistics)MathematicsApplied mathematicsNonparametric statisticsEconometricsStatistics
DOInot available

Abstract

fetched live from OpenAlex

We study the asymptotic properties of the Bernstein estimator for unbounded density copula
\nfunctions. We show that the estimator converges to infinity at the corner. We establish its relative
\nconvergence when the copula is unbounded and we provide the uniform strong consistency of the
\nestimator on every compact in the interior region. We also check the finite simple performance of the
\nestimator via an extensive simulation study and we compare it with other well known nonparametric
\nmethods. Finally, we consider an empirical application where the asymmetric dependence between
\ninternational equity markets (US, Canada, UK, and France) is re-examined.

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
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 score0.291
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.001
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 head0.055
GPT teacher head0.217
Teacher spread0.163 · 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.

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

Citations1
Published2011
Admission routes1
Has abstractyes

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