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Record W2907976503 · doi:10.1515/demo-2018-0019

Testing the symmetry of a dependence structure with a characteristic function

2018· article· en· W2907976503 on OpenAlex

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.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueDependence Modeling · 2018
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité du Québec à Trois-RivièresUniversité de Sherbrooke
FundersFonds de recherche du Québec – Nature et technologiesNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsBivariate analysisCopula (linguistics)Null hypothesisStatistical hypothesis testingStatisticsDegenerate energy levelsApplied mathematicsNull (SQL)Statistical physicsEconometricsComputer sciencePhysics

Abstract

fetched live from OpenAlex

Abstract This paper proposes competing procedures to the tests of symmetry for bivariate copulas of Genest, Nešlehová and Quessy (2012). To this end, the null hypothesis of symmetry is expressed in terms of the copula characteristic function that uniquely determines the copula of a given bivariate population with continuous marginal distributions. Then, test statistics based on L2 weighted distances computed from an empirical version of the copula characteristic function are proposed. Their asymptotic behavior is derived under the null hypothesis as well as under general alternatives. In particular, it is established that these rank statistics behave asymptotically as first-order degenerate V-statistics under the null hypothesis and this large-sample representation is exploited in order to provide suitably adapted multiplier bootstrap versions for the computation of p-values. The simulations that are reported show that the new tests are more powerful than the competing methods based on the empirical copula introduced by Genest, Nešlehová and Quessy (2012).

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)0.001
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: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.853
Threshold uncertainty score0.596

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 head0.052
GPT teacher head0.224
Teacher spread0.172 · 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