{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:ZWDL5LSDQCEDIFMT7WWE23PYAD","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"fc9cc1e16c81e391df542809063ca32494ac457a329cbf38cea205691be54107","cross_cats_sorted":["cond-mat.stat-mech","stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2011-06-15T16:22:48Z","title_canon_sha256":"04a66756b07b615d9da1fd87957e71e62775622a524c81d412945f2a8d15bf08"},"schema_version":"1.0","source":{"id":"1106.3016","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1106.3016","created_at":"2026-05-18T04:14:07Z"},{"alias_kind":"arxiv_version","alias_value":"1106.3016v2","created_at":"2026-05-18T04:14:07Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1106.3016","created_at":"2026-05-18T04:14:07Z"},{"alias_kind":"pith_short_12","alias_value":"ZWDL5LSDQCED","created_at":"2026-05-18T12:26:50Z"},{"alias_kind":"pith_short_16","alias_value":"ZWDL5LSDQCEDIFMT","created_at":"2026-05-18T12:26:50Z"},{"alias_kind":"pith_short_8","alias_value":"ZWDL5LSD","created_at":"2026-05-18T12:26:50Z"}],"graph_snapshots":[{"event_id":"sha256:6209683ea45a2f902e5752c7881f1019359e595983061bdfbe15f3e24ea246a1","target":"graph","created_at":"2026-05-18T04:14:07Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"We revisit the Kolmogorov-Smirnov and Cram\\'er-von Mises goodness-of-fit (GoF) tests and propose a generalisation to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the \"effective\" number of independent observations. The generalised GoF tests are not distribution-free but rather depend on all the lagged bivariate copulas. These objects, that we call \"self-copulas\", encode all the non-linear temporal dependences. We introduce a specific, log-normal model for these self-copulas, for which a number of analytical results are d","authors_text":"Jean-Philippe Bouchaud, Remy Chicheportiche","cross_cats":["cond-mat.stat-mech","stat.AP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2011-06-15T16:22:48Z","title":"Goodness-of-Fit tests with Dependent Observations"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1106.3016","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:8b0bd3f778f4b4f43a15910cd48a4847c48adbf4443fc16ebae6733838e0e767","target":"record","created_at":"2026-05-18T04:14:07Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"fc9cc1e16c81e391df542809063ca32494ac457a329cbf38cea205691be54107","cross_cats_sorted":["cond-mat.stat-mech","stat.AP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2011-06-15T16:22:48Z","title_canon_sha256":"04a66756b07b615d9da1fd87957e71e62775622a524c81d412945f2a8d15bf08"},"schema_version":"1.0","source":{"id":"1106.3016","kind":"arxiv","version":2}},"canonical_sha256":"cd86beae438088341593fdac4d6df800c7a4e391c620f71e128d65a64b3603ca","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"cd86beae438088341593fdac4d6df800c7a4e391c620f71e128d65a64b3603ca","first_computed_at":"2026-05-18T04:14:07.550606Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:14:07.550606Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"QoZ5nCdgcFZ9zVZHeRho6bptZYgqQQJvoTiZOIIMqZ7MpI2r60vXKNkLo7okgoXQvcVPm1UwFh9aD+oJZV3/AA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:14:07.551155Z","signed_message":"canonical_sha256_bytes"},"source_id":"1106.3016","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:8b0bd3f778f4b4f43a15910cd48a4847c48adbf4443fc16ebae6733838e0e767","sha256:6209683ea45a2f902e5752c7881f1019359e595983061bdfbe15f3e24ea246a1"],"state_sha256":"3006d78ff36ca5d76e81da0ddec886556f2ca3be6c62f13101b4890930a397b3"}