MétaCan
Menu
Back to cohort
Record W3153065051 · doi:10.1016/j.jmva.2021.104758

Semi-parametric estimation of multivariate extreme expectiles

2021· article· en· W3153065051 on OpenAlexafffund
Nicholas Beck, Éléna Di Bernardino, Mélina Mailhot

Bibliographic record

VenueJournal of Multivariate Analysis · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsConcordia UniversityHEC Montréal
FundersNatural Sciences and Engineering Research Council of CanadaAgence Nationale de la RechercheSociety of Actuaries
KeywordsMultivariate statisticsMathematicsEstimatorExtreme value theoryParametric statisticsTail dependenceEconometricsEstimationStatisticsUnivariateSemiparametric modelMultivariate normal distributionIndependence (probability theory)Applied mathematicsEconomics

Abstract

fetched live from OpenAlex
No abstract in any covered source. Its absence is recorded, not treated as a negative.

No abstract. This is not a gap in this database; OpenAlex has none either. 23.3% of the frame is in this state, and the screen finds HALF as much metaresearch here, so the absence is a measured bias rather than a missing field.

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)0.002
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: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.388
Threshold uncertainty score0.780

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.003
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 head0.056
GPT teacher head0.277
Teacher spread0.221 · 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 teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations5
Published2021
Admission routes2
Has abstractno

Explore more

Same venueJournal of Multivariate AnalysisSame topicFinancial Risk and Volatility ModelingFrench-language works237,207