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Local Power Analyses of Goodness‐of‐fit Tests for Copulas

2009· article· en· W2161119505 on OpenAlexafffund
Daniel Berg, Jean‐François Quessy

Bibliographic record

VenueScandinavian Journal of Statistics · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité du Québec à Trois-Rivières
FundersNatural Sciences and Engineering Research Council of CanadaLuonnontieteiden ja Tekniikan Tutkimuksen ToimikuntaNorges Forskningsråd
KeywordsGoodness of fitMathematicsCopula (linguistics)EstimatorStatisticsEconometricsMoment (physics)

Abstract

fetched live from OpenAlex

Abstract. The asymptotic behaviour of several goodness‐of‐fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér–von Mises functional of the empirical copula process and new moment‐based goodness‐of‐fit statistics are made by considering their associated asymptotic local power curves. It is shown that the choice of the estimator for the unknown parameter can have a significant influence on the power of the Cramér–von Mises test and that some of the moment‐based statistics can provide simple and efficient goodness‐of‐fit methods.

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)0.043
metaresearch head score (Gemma)0.363
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.043
Threshold uncertainty score0.226

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0430.363
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0070.004
Science and technology studies0.0010.005
Scholarly communication0.0030.006
Open science0.0030.003
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0060.001

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 head0.113
GPT teacher head0.342
Teacher spread0.229 · 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

Citations33
Published2009
Admission routes2
Has abstractyes

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