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Record W7161947112 · doi:10.82308/49192

Statistical approaches to copula model selection

2015· dissertation· en· W7161947112 on OpenAlexaboutno aff
Julien Röger

Bibliographic record

Venuenot available
Typedissertation
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsStatistical modelStatistical analysisSelection (genetic algorithm)Statistical hypothesis testing

Abstract

fetched live from OpenAlex

Le problème de la sélection des modèles de copule est important car les modèles de copule similaires mais différents peuvent offrir des conclusions différentes sur la nature de l'association des aléas. La méthode proposée par Chen et Fan (La revue canadienne de statistique, 2005), ci-après d'enommée la méthode CF, fait intervenir un test d'hypothèse statistique et tient compte du caractère aléatoire de l'AIC et d'autres méthodes de sélection de modèle basées sur la vraisemblance. Cette thèse caractérise la performance de la méthode CF par simulation. Bien qu'une sensibilité plus élevée soit observée dans certaines situations, il existe un compromis entre la capacité de la méthode CF à exclure des modèles candidats et son intensité de calcul. Cette thèse propose aussi une nouvelle approche pour comparer directement les valeurs-p d'un test d'hypothèse avec des valeurs de delta pour des critères de sélection basés sur la vraisemblance.

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)0.014
metaresearch head score (Gemma)0.065
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: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.014
Threshold uncertainty score0.072

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0140.065
Meta-epidemiology (narrow)0.0020.002
Meta-epidemiology (broad)0.0020.003
Bibliometrics0.0060.005
Science and technology studies0.0010.002
Scholarly communication0.0030.002
Open science0.0030.003
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0060.002

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 head0.264
GPT teacher head0.288
Teacher spread0.024 · 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
Published2015
Admission routes1
Has abstractyes

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