Tail-weighted dependence measures with limit being the tail dependence coefficient
Bibliographic record
Abstract
For bivariate continuous data, measures of monotonic dependence are based on the rank transformations of the two variables. For bivariate extreme value copulas, there is a family of estimators , for , of the extremal coefficient, based on a transform of the absolute difference of the α power of the ranks. In the case of general bivariate copulas, we obtain the probability limit of as the sample size goes to infinity and show that (i) for is a measure of central dependence with properties similar to Kendall's tau and Spearman's rank correlation, (ii) is a tail-weighted dependence measure for large α, and (iii) the limit as is the upper tail dependence coefficient. We obtain asymptotic properties for the rank-based measure and estimate tail dependence coefficients through extrapolation on . A data example illustrates the use of the new dependence measures for tail inference.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot 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.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.006 | 0.043 |
| Meta-epidemiology (narrow) | 0.001 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.001 |
| Bibliometrics | 0.003 | 0.002 |
| Science and technology studies | 0.000 | 0.002 |
| Scholarly communication | 0.002 | 0.005 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.001 | 0.002 |
| Insufficient payload (model declined to judge) | 0.003 | 0.001 |
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.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
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".