Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source
An Asymptotic Analysis of Bivalent Monoclonal Antibody-Antigen Binding. [PDF]
Bull Math BiolHeirene LA +3 more
europepmc +1 more source
A Markov approach to credit rating migration conditional on economic states
Canadian Journal of Statistics, EarlyView.Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Deciphering the timing and impact of life-extending interventions: temporal efficacy profiler distinguishes early, midlife, and senescence phase efficacies. [PDF]
Nat CommunJiang N +5 more
europepmc +1 more source
Bayesian clustering of multivariate extremes
Canadian Journal of Statistics, EarlyView.Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley +1 more source
Genetic Assessment of Derived Growth Curve Parameters in Sonadi Sheep Within a Breeding Flock. [PDF]
Vet Med SciGautam L, Tyasi TL.
europepmc +1 more source
The C‐Terminal Regions of TRAK Proteins Contain MIRO‐Independent Mitochondrial Localization Domains
Cytoskeleton, EarlyView.ABSTRACT Current models suggest that MIRO GTPases anchor cytoskeletal motors to the mitochondrial outer membrane (MOM). However, our previous findings indicate that the unconventional myosin, MYO19, interacts with MIRO weakly and that a MIRO‐independent MOM‐localizing domain interacts more tightly with the MOM.
Lili Mitchell +4 more
wiley +1 more source
Wild bootstrap for counting process-based statistics: a martingale theory-based approach. [PDF]
Lifetime Data AnalDietrich MT, Dobler D, de Gunst MCM.
europepmc +1 more source
Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Communications on Pure and Applied Mathematics, EarlyView.Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley +1 more source
A practical guide to characterising ecological coexistence. [PDF]
Biol Rev Camb Philos SocClark AT +9 more
europepmc +1 more source