Results 41 to 50 of about 148,735 (300)
A residual bootstrap for conditional Value-at-Risk
Journal of EconometricsA fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zakoïan (2015) associated with the conditional Value-at-Risk. The bootstrap's consistency is proven for a general class of volatility models and intervals are constructed for the conditional Value-at-Risk.
Beutner, Eric +2 more
openaire +4 more sources
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Onasemnogene abeparvovec (OA) is an AAV9‐based gene therapy for spinal muscular atrophy type I (SMA I). Real‐world outcomes show increased response variability compared to clinical trials, and follow‐up data beyond 12–18 months are limited.
Marika Pane +43 more
wiley +1 more source
On Conditional Value at Risk (CoVaR) for tail-dependent copulas
Dependence Modeling, 2017 The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
doaj +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Introduction/Objective Acute intracranial stenting during endovascular thrombectomy (EVT) for ischemic stroke requires intraprocedural antiplatelet therapy (APT) to maintain patency. However, the hemorrhagic risk of combining APT with intravenous thrombolysis (IVT) remains uncertain.
Aaron Rodriguez‐Calienes +75 more
wiley +1 more source
Arthritis Care &Research, EarlyView.Objective Sjögren's disease is an autoimmune disorder that can impact multiple organ systems, including the peripheral nervous system (PNS). PNS manifestations, which can exist concurrently, include mononeuropathies, polyneuropathies, and autonomic nervous system neuropathies.
Anahita Deboo +88 more
wiley +1 more source
BuildingsThe complexity and uncertainty of construction projects contribute to low efficiency in the construction industry. This research applied the Takt-time planning method to optimize the construction working process, and proposed a risk control framework ...
Fan Ding +5 more
doaj +1 more source
Multivariate Fréchet copulas and conditional value‐at‐risk [PDF]
International Journal of Mathematics and Mathematical Sciences, 2004 Based on the method of copulas, we construct a parametric family of multivariate distributions using mixtures of independent conditional distributions. The new family of multivariate copulas is a convex combination of products of independent and comonotone subcopulas.
openaire +2 more sources
Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model
, 2012 This study develops a new conditional extreme value theory-based model (EVT) combined with the NIG + Jump model to forecast extreme risks. This paper utilizes the NIG + Jump model to asymmetrically feedback the past realization of jump innovation to the ...
Ze-To, S.
core +1 more source
Arthritis Care &Research, EarlyView.Objective Several case reports have proposed a potential association between COVID‐19 vaccination and the subsequent development of idiopathic inflammatory myositis (IIM). This study examined prior COVID‐19 vaccination in US veterans who developed new‐onset IIM compared to those without new‐onset IIM.
Caleb Hernández +10 more
wiley +1 more source
Arthritis Care &Research, EarlyView.People with systemic autoimmune and rheumatic diseases (SARDs) are at higher risk than the general population of experiencing adverse pregnancy and perinatal outcomes such as preeclampsia, intrauterine growth restriction, and maternal and/or fetal death.
Mehret Birru Talabi, Sonya Borrero
wiley +1 more source