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Record W3023905776 · doi:10.1080/03610926.2015.1040500

The Continuous Hidden threshold Mixed Skew-Symmetric Distribution

2016· article· en· W3023905776 on OpenAlexaff
Mohammed Bouaddi, Rachid Belhachemi

Bibliographic record

VenueCommunication in Statistics- Theory and Methods · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsRoyal Military College of Canada
Fundersnot available
KeywordsSkewMathematicsDistribution (mathematics)StatisticsStatistical physicsComputer sciencePhysicsMathematical analysisTelecommunications

Abstract

fetched live from OpenAlex

This paper explores a way to construct a new family of univariate probability distributions where the parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime).The distribution nests two well known families of distributions, namely, the skew normal family of Azzalini (1985) and a mixture of two Arnold et al. (1993) distribution.We provide a stochastic representation of the distribution which enables the user to easily simulate the data from the underlying distribution using generated uniform and normal variates.We also derive the moment generating function and the moments.The distribution comprises eight free parameters that make it very flexible.This flexibility allows the user to capture many stylized facts about the data such as the regime dependence, the asymmetry and fat tails as well as thin tails.

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)0.003
metaresearch head score (Gemma)0.012
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: Methods · Consensus signal: Methods
Teacher disagreement score0.006
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.012
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0020.004
Open science0.0020.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0060.001

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 head0.044
GPT teacher head0.330
Teacher spread0.286 · 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
GenreMethods

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

Citations0
Published2016
Admission routes1
Has abstractyes

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