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Record W2606892876 · doi:10.1016/j.jmva.2017.04.002

Asymptotic behavior of the empirical multilinear copula process under broad conditions

2017· article· en· W2606892876 on OpenAlexafffund
Christian Genest, Johanna Nešlehová, Bruno Rémillard

Bibliographic record

VenueJournal of Multivariate Analysis · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsHEC MontréalMcGill University
FundersFonds de recherche du Québec – Nature et technologiesNatural Sciences and Engineering Research Council of Canada
KeywordsCopula (linguistics)MathematicsMultilinear mapInferenceEstimatorEconometricsApplied mathematicsWeak convergenceStatisticsComputer scienceArtificial intelligencePure mathematics

Abstract

fetched live from OpenAlex

The empirical checkerboard copula is a multilinear extension of the empirical copula, which plays a key role for inference in copula models. Weak convergence of the corresponding empirical process based on a random sample from the underlying multivariate distribution is established here under broad conditions which allow for arbitrary univariate margins. It is only required that the underlying checkerboard copula has continuous first-order partial derivatives on an open subset of the unit hypercube. This assumption is very weak and always satisfied when the margins are discrete. When the margins are continuous, one recovers the limit of the classical empirical copula process under conditions which are comparable to the weakest ones currently available in the literature. A multiplier bootstrap method is also proposed to replicate the limiting process and its validity is established. The empirical checkerboard copula is further shown to be a more precise estimator of the checkerboard copula than the empirical copula based on jittered data. Finally, the weak convergence of the empirical checkerboard copula process is shown to be sufficiently strong to derive the asymptotic behavior of a broad class of functionals that are directly relevant for the development of rigorous statistical methodology for copula models with arbitrary margins.

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)0.007
metaresearch head score (Gemma)0.060
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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.007
Threshold uncertainty score0.037

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0070.060
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.003
Scholarly communication0.0020.004
Open science0.0010.003
Research integrity0.0010.003
Insufficient payload (model declined to judge)0.0040.001

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 head0.131
GPT teacher head0.367
Teacher spread0.236 · 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
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

Citations58
Published2017
Admission routes2
Has abstractyes

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