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Record W2562390553 · doi:10.5539/ijsp.v6n1p87

Characterizations of Extreme Value Extended Marshall-Olkin Models with Exponential Marginals

2016· article· en· W2562390553 on OpenAlexvenueno aff
Nikolai Kolev, Jayme Pinto

Bibliographic record

VenueInternational Journal of Statistics and Probability · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
FundersFundação de Amparo à Pesquisa do Estado de São Paulo
KeywordsMathematicsBivariate analysisExtreme value theoryRandom variableExponential functionApplied mathematicsGeneralized extreme value distributionJoint probability distributionExponential distributionMultivariate random variableVariable (mathematics)Value (mathematics)Representation (politics)StatisticsMathematical analysis

Abstract

fetched live from OpenAlex

We construct and characterize bivariate extreme value distributions with exponential marginals generated by the stochastic representation (X1,X2) = (min(T1,T3), min(T2,T3)) where the random variable T3 is independent of random variables T1 and T2 which are assumed to be dependent. A building procedure is suggested when the joint distribution of (T1,T2) is absolutely continuous and Ti's are not necessarily exponentially distributed, i=1,2,3. The Pickands representation of the vector (X1,X2) is computed. We illustrate the general relations by examples.

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 categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.582
Threshold uncertainty score0.312

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
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 integrity0.0000.000
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 head0.049
GPT teacher head0.242
Teacher spread0.193 · 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.

The models applied no category: nothing in the taxonomy fit this work.
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
Published2016
Admission routes1
Has abstractyes

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