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Record W3123389888 · doi:10.5802/crmath.135

Comportement extrémal des copules diagonales et de Bertino

2021· article· fr· W3123389888 on OpenAlexaff
Christian Genest, Magid Sabbagh

Bibliographic record

VenueComptes Rendus Mathématique · 2021
Typearticle
Languagefr
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité du Québec à Trois-RivièresMcGill University
Fundersnot available
KeywordsMathematicsBivariate analysisCopula (linguistics)DiagonalExtreme value theoryTail dependenceAttractorMultivariate statisticsPure mathematicsStatisticsApplied mathematicsMathematical analysisEconometricsGeometry

Abstract

fetched live from OpenAlex

Les attracteurs maximaux des copules bivariées diagonales et de Bertino sont déterminés sous des conditions de régularité idoines. On en déduit des bornes sur l’attracteur maximal d’une copule symétrique à coupe diagonale donnée, ainsi que des bornes sur le rho de Spearman et le tau de Kendall d’une copule de valeurs extrêmes échangeable dont le coefficient de dépendance caudale supérieure est connu. Certains de ces résultats sont ensuite étendus aux cas de copules bivariées quelconques et de copules multivariées.

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 categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.411
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0030.001

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 head0.058
GPT teacher head0.285
Teacher spread0.227 · 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; both teacher heads agree on what is shown here.

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

Citations0
Published2021
Admission routes1
Has abstractyes

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