Results 251 to 260 of about 46,274,052 (301)

Multiscale Regulation of Ru‐Based Catalysts for Upgrading Biomass‐Derived Levulinic Acid and Levulinates to γ‐Valerolactone: Mechanisms, Advances, and Challenges

Advanced Science, EarlyView.
This review summarizes recent advances in the mechanistic, thermodynamic, and kinetic studies of biomass‐derived levulinic acid/levulinates conversion to γ‐valerolactone, along with the corresponding multiscale regulation strategies of Ru‐based catalysts.
Xin Ni, Cailu Xiao, Gongbing Zhou, Jingzi Zhang   +3 more
wiley   +1 more source

Exploration of the genetic architecture of ANCA-associated vasculitis. [PDF]

EBioMedicine
Byun J, Shaw VR, Zhu C, Han Y, Sun R, Zhang Z, Xiao X, Pinder BD, Zhang J, Tadesse Y, Riley TR, Chung S, Cuthbertson D, Dellaripa PF, Dua AB, Gewurz-Singer O, Forbess LJ, Langford CA, Khalidi N, Koening C, Mahr AD, McAlear C, Monach PA, Moreland L, Pagnoux C, Seo EP, Specks U, Spiera RF, Sreih A, Springer JM, St Clair EW, Warrington KJ, Ytterberg SR, Edberg JC, Grayson PC, Jayne D, Smith R, Walsh M, Merkel PA, Siminovitch KA, Amos CI, Vasculitis Clinical Research Consortium.   +41 more
europepmc   +1 more source

The Association Between Circulating Myostatin and Skeletal Muscle Mass Varies by Nutritional-Inflammatory Status in Hemodialysis Patients. [PDF]

Biomolecules
Tan X, Ma C, Sheikh AM, Nagai A, Yano S.
europepmc   +1 more source

Macrovascular burden profiles in diabetes-related foot ulceration: a latent class analysis of a regional Australian cohort. [PDF]

BMJ Open
Deshmukh H, Mathew M, Bidwe A, Teh WX, Vangaveti VN, Seidu AA, Shenoy V, Sathyapalan T, Malabu UH.   +8 more
europepmc   +1 more source

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Distributionally robust reinsurance with Value-at-Risk and Conditional Value-at-Risk

Insurance: Mathematics and Economics, 2021
A basic assumption of the classic reinsurance model is that the distribution of the loss is precisely known. In practice, only partial information is available for the loss distribution due to the lack of data and estimation error. We study a distributionally robust reinsurance problem by minimizing the maximum Value-at-Risk (or the worst-case VaR ...
Haiyan Liu, Tiantian Mao
openaire   +1 more source

Kendall Conditional Value-at-Risk

2022
The Conditional Value-at-Risk (CoVaR) is a modified version of the Value-at-Risk (VaR) to quantify the risk of a random variable Y with respect to another random variable X. In this work, we consider a multivariate modification of CoVaR based on the Kendall distribution function.
Durante, Fabrizio, Gatto, Aurora, Perrone, Elisa   +2 more
openaire   +1 more source

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics [PDF]

Operations Research, 2012
We discuss linear regression approaches to the estimation of law-invariant conditional risk measures. Two estimation procedures are considered and compared; one is based on residual analysis of the standard least-squares method, and the other is in the spirit of the M-estimation approach used in robust statistics.
Stan Uryasev, So Yeon Chun, Alexander Shapiro   +2 more
exaly   +3 more sources