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Record W4399284402 · doi:10.3390/math12111743

On the Ratio-Type Family of Copulas

2024· article· en· W4399284402 on OpenAlexaff
Farid El Ktaibi, Rachid Bentoumi, Mhamed Mesfioui

Bibliographic record

VenueMathematics · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversité du Québec à Trois-Rivières
Fundersnot available
KeywordsType (biology)Copula (linguistics)MathematicsEconometricsPsychologyGeology

Abstract

fetched live from OpenAlex

Investigating dependence structures across various fields holds paramount importance. Consequently, the creation of new copula families plays a crucial role in developing more flexible stochastic models that address the limitations of traditional and sometimes impractical assumptions. The present article derives some reasonable conditions for validating a copula of the ratio-type form uv/(1−θf(u)g(v)). It includes numerous examples and discusses the admissible range of parameter θ, showcasing the diversity of copulas generated through this framework, such as Archimedean, non-Archimedean, positive dependent, and negative dependent copulas. The exploration extends to the upper bound of a general family of copulas, uv/(1−θϕ(u,v)), and important properties of the copula are discussed, including singularity, measures of association, tail dependence, and monotonicity. Furthermore, an extensive simulation study is presented, comparing the performance of three different estimators based on maximum likelihood, ρ-inversion, and the moment copula method.

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)0.000
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: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.272
Threshold uncertainty score0.847

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
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)0.0000.001

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 head0.079
GPT teacher head0.250
Teacher spread0.171 · 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 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

Citations2
Published2024
Admission routes1
Has abstractyes

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