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Record W2166612485

A Data-Driven Rate-Optimal Test for Serial Correlation

2005· article· en· W2166612485 on OpenAlexaff
Alain Guay, Thi Thuy Anh Vo

Bibliographic record

VenueSSRN Electronic Journal · 2005
Typearticle
Languageen
FieldMathematics
TopicStatistical Methods and Inference
Canadian institutionsUniversité du Québec à Montréal
Fundersnot available
KeywordsMathematicsEstimatorNull (SQL)Metric (unit)Quadratic equationKernel (algebra)StatisticsKernel density estimationVariable kernel density estimationNull hypothesisAutocorrelationApplied mathematicsScore testStatistical hypothesis testingKernel methodAlgorithmComputer scienceArtificial intelligenceCombinatoricsData mining
DOInot available

Abstract

fetched live from OpenAlex

This paper proposes a data-driven rate-optimal procedure for testing serial correlation of unknown form based on modified Hong’s tests (1996). The tests are based on comparison between a kernel-based spectral density estimator with the null spectral density, using a Quadratic norm, Helling metric, and Kullback information criterion respectively. Under the null hypothesis, the asymptotic distributions of our modified tests are N(0,1). The advantages of our procedure are: (1) the choice of the parameter of the kernel is not arbitrary but data-driven; (2) the tests are adaptive and rate optimal in the sense of Horowitz and Spokoiny (2001); (3) the tests detect Pitman local alternatives with rate that can be arbitrary close to n 1/2 . By simulation, we find that our procedure to select the kernel parameter have accurate level and they are more powerful than LM, BP, LB and Hong 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)0.023
metaresearch head score (Gemma)0.119
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 score0.023
Threshold uncertainty score0.124

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0230.119
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0030.002
Science and technology studies0.0010.002
Scholarly communication0.0010.003
Open science0.0030.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0020.001

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 head0.067
GPT teacher head0.370
Teacher spread0.303 · 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

Citations1
Published2005
Admission routes1
Has abstractyes

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