Quasi-Empirical Bayes Methods of Estimation in Arma ( <i>p</i> , <i>q</i> ) Models with Vague Prior Information on MA( <i>q</i> ) <sup>1</sup>
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Bibliographic record
Abstract
This paper investigates the asymptotic properties of various estimators of autocorrelations in an ARMA{p,q) model when vague non-sampling information on the moving average part is available. In particular, we discuss the usual MLE {called unrestricted estimator), restricted MLE (based on vague information), preliminary test estimator, shrinkage estimator and the positive rule estimator of the autocorrelations. It is shown that near the prior information on the MA-parameters, the restricted , preliminary test and shrinkage estimators of the autoregressive parameters perform better than the unrestricted estimator, while their superiority changes as MA-parameters divert from the prior informations. The analysis is based on the asymptotic properties of the estimators under contiguous alternatives.
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Teacher imitationNot 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.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.004 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
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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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it