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Record W2166612485

A Data-Driven Rate-Optimal Test for Serial Correlation

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

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

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.

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)0.002
metaresearch head score (Gemma)0.004
Version: codex-gemma-dda1882f352aValidation 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: Methods
Teacher disagreement score0.295
Threshold uncertainty score0.512

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.004
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
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 head0.067
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