{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:5X573BWEVA4WIKMVLP3YM5MADL","short_pith_number":"pith:5X573BWE","canonical_record":{"source":{"id":"1704.00953","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2017-04-04T10:59:25Z","cross_cats_sorted":[],"title_canon_sha256":"c2cb20846074d5928076db23019e4182cecadd8fc5a48ddda5762a96a25157e7","abstract_canon_sha256":"0fbd68e91234c3d8f3ed5954bc2f717d5e4c69ab8f727d7900fd37dfb027fba3"},"schema_version":"1.0"},"canonical_sha256":"edfbfd86c4a8396429955bf78675801afdb5c3c790a46e6b996702d306296216","source":{"kind":"arxiv","id":"1704.00953","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1704.00953","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"arxiv_version","alias_value":"1704.00953v2","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1704.00953","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"pith_short_12","alias_value":"5X573BWEVA4W","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_16","alias_value":"5X573BWEVA4WIKMV","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_8","alias_value":"5X573BWE","created_at":"2026-05-18T12:31:03Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:5X573BWEVA4WIKMVLP3YM5MADL","target":"record","payload":{"canonical_record":{"source":{"id":"1704.00953","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2017-04-04T10:59:25Z","cross_cats_sorted":[],"title_canon_sha256":"c2cb20846074d5928076db23019e4182cecadd8fc5a48ddda5762a96a25157e7","abstract_canon_sha256":"0fbd68e91234c3d8f3ed5954bc2f717d5e4c69ab8f727d7900fd37dfb027fba3"},"schema_version":"1.0"},"canonical_sha256":"edfbfd86c4a8396429955bf78675801afdb5c3c790a46e6b996702d306296216","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:46:28.860842Z","signature_b64":"j58Wkzg/hd2mY4/7j1tI4TsqqCRyUaTae1luljzH4Jb8pJqhGDlfBBnhfPWgK0Ug/TDKsz3wHaqmurNtQWJsAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"edfbfd86c4a8396429955bf78675801afdb5c3c790a46e6b996702d306296216","last_reissued_at":"2026-05-18T00:46:28.860335Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:46:28.860335Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1704.00953","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:46:28Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WuEzPcCpmYh4vkSqeNDXxUeWhfqfNKCbOh5zJ6XiY49xLccRsif7aIt+tY94vZ0KkEY3GvJOGqrTMPBkwlEYCg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T20:22:16.317619Z"},"content_sha256":"d807e28bf9baf087612cbf8d7cbef6b006179712b718cdc73b320891455ad96c","schema_version":"1.0","event_id":"sha256:d807e28bf9baf087612cbf8d7cbef6b006179712b718cdc73b320891455ad96c"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:5X573BWEVA4WIKMVLP3YM5MADL","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"stat.AP","authors_text":"Claudia Czado, Daniel Kraus, Marius Pfeuffer, Matthias Fischer","submitted_at":"2017-04-04T10:59:25Z","abstract_excerpt":"Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors. We identify vine copula based quantile regression as an eligible tool for conducting such stress tests as this method has good robustness properties, takes into account potential nonlinearities of conditional quantile functions and ensures that no quantile crossing effects occur. We illustrate its perfo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1704.00953","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:46:28Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"JqqQhjmAdvQhpXSLM93EAqfWX/bbm6QAr/q7INy2SaAsoYverkIkpbJiADurQ5OW6FAHO5dJVSenxDq9l6gqDw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-26T20:22:16.317984Z"},"content_sha256":"d8215f2eec6e5a8c43f108a6ecef24fe61be51b6b44763738f8204a1efe13ba7","schema_version":"1.0","event_id":"sha256:d8215f2eec6e5a8c43f108a6ecef24fe61be51b6b44763738f8204a1efe13ba7"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/5X573BWEVA4WIKMVLP3YM5MADL/bundle.json","state_url":"https://pith.science/pith/5X573BWEVA4WIKMVLP3YM5MADL/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/5X573BWEVA4WIKMVLP3YM5MADL/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-05-26T20:22:16Z","links":{"resolver":"https://pith.science/pith/5X573BWEVA4WIKMVLP3YM5MADL","bundle":"https://pith.science/pith/5X573BWEVA4WIKMVLP3YM5MADL/bundle.json","state":"https://pith.science/pith/5X573BWEVA4WIKMVLP3YM5MADL/state.json","well_known_bundle":"https://pith.science/.well-known/pith/5X573BWEVA4WIKMVLP3YM5MADL/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:5X573BWEVA4WIKMVLP3YM5MADL","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":"0fbd68e91234c3d8f3ed5954bc2f717d5e4c69ab8f727d7900fd37dfb027fba3","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2017-04-04T10:59:25Z","title_canon_sha256":"c2cb20846074d5928076db23019e4182cecadd8fc5a48ddda5762a96a25157e7"},"schema_version":"1.0","source":{"id":"1704.00953","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1704.00953","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"arxiv_version","alias_value":"1704.00953v2","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1704.00953","created_at":"2026-05-18T00:46:28Z"},{"alias_kind":"pith_short_12","alias_value":"5X573BWEVA4W","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_16","alias_value":"5X573BWEVA4WIKMV","created_at":"2026-05-18T12:31:03Z"},{"alias_kind":"pith_short_8","alias_value":"5X573BWE","created_at":"2026-05-18T12:31:03Z"}],"graph_snapshots":[{"event_id":"sha256:d8215f2eec6e5a8c43f108a6ecef24fe61be51b6b44763738f8204a1efe13ba7","target":"graph","created_at":"2026-05-18T00:46:28Z","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":"Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors. We identify vine copula based quantile regression as an eligible tool for conducting such stress tests as this method has good robustness properties, takes into account potential nonlinearities of conditional quantile functions and ensures that no quantile crossing effects occur. We illustrate its perfo","authors_text":"Claudia Czado, Daniel Kraus, Marius Pfeuffer, Matthias Fischer","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2017-04-04T10:59:25Z","title":"Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1704.00953","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:d807e28bf9baf087612cbf8d7cbef6b006179712b718cdc73b320891455ad96c","target":"record","created_at":"2026-05-18T00:46:28Z","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":"0fbd68e91234c3d8f3ed5954bc2f717d5e4c69ab8f727d7900fd37dfb027fba3","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"stat.AP","submitted_at":"2017-04-04T10:59:25Z","title_canon_sha256":"c2cb20846074d5928076db23019e4182cecadd8fc5a48ddda5762a96a25157e7"},"schema_version":"1.0","source":{"id":"1704.00953","kind":"arxiv","version":2}},"canonical_sha256":"edfbfd86c4a8396429955bf78675801afdb5c3c790a46e6b996702d306296216","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"edfbfd86c4a8396429955bf78675801afdb5c3c790a46e6b996702d306296216","first_computed_at":"2026-05-18T00:46:28.860335Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:46:28.860335Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"j58Wkzg/hd2mY4/7j1tI4TsqqCRyUaTae1luljzH4Jb8pJqhGDlfBBnhfPWgK0Ug/TDKsz3wHaqmurNtQWJsAQ==","signature_status":"signed_v1","signed_at":"2026-05-18T00:46:28.860842Z","signed_message":"canonical_sha256_bytes"},"source_id":"1704.00953","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d807e28bf9baf087612cbf8d7cbef6b006179712b718cdc73b320891455ad96c","sha256:d8215f2eec6e5a8c43f108a6ecef24fe61be51b6b44763738f8204a1efe13ba7"],"state_sha256":"86ed3c8bf5f7196f24570440ff9005289b7b9dc618a046c326db6e27e50c4345"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"mz8Nq45BjJ+FZcxAMb0HInc6sKPvLt2dkztBSXMad3cqvimSu8P1m4hLs1GObiQOwSB+QT17I1If+1es5WtmAA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-26T20:22:16.321347Z","bundle_sha256":"7110c840b76641924456b2c66543da3118f4444459678616e29ed7ce4f6e6ded"}}