Results 81 to 90 of about 2,017,563 (356)

Patient Perceptions of Medication Therapy for Prevention of Posttraumatic Osteoarthritis Following Anterior Cruciate Ligament Injury: A Qualitative Content Analysis

open access: yesArthritis Care &Research, EarlyView.
Objective Posttraumatic osteoarthritis (PTOA) accounts for nearly 12% of osteoarthritis incidences and often occurs after anterior cruciate ligament (ACL) tear. Ensuring the uptake of preventive treatments for PTOA requires that investigators and clinicians understand factors influencing patients to seek preventive therapies.
Lily M. Waddell   +10 more
wiley   +1 more source

A Bound on the Variance of the Waiting Time in a Queueing System [PDF]

open access: yesarXiv, 2011
Kingman has shown, under very weak conditions on the interarrival- and sevice-time distributions, that First-Come-First-Served minimizes the variance of the waiting time among possible service disciplines. We show, under the same conditions, that Last-Come-First-Served maximizes the variance of the waiting time, thereby giving an upper bound on the ...
arxiv  

Juvenile Idiopathic Arthritis, Earnings, and Work Loss: A Nationwide Matched Cohort Study

open access: yesArthritis Care &Research, EarlyView.
Objective This study compares trajectories of earnings and work loss in individuals with juvenile idiopathic arthritis (JIA) versus matched comparators from the general population. Methods Patients with JIA (n = 4,737) were identified in the Swedish National Patient Register (2001–2017) and individually matched to up to five general population ...
Heather Miller   +4 more
wiley   +1 more source

On optimal allocation of treatment/condition variance in principal component analysis [PDF]

open access: yesarXiv, 2018
The allocation of a (treatment) condition-effect on the wrong principal component (misallocation of variance) in principal component analysis (PCA) has been addressed in research on event-related potentials of the electroencephalogram. However, the correct allocation of condition-effects on PCA components might be relevant in several domains of ...
arxiv  

Scalable method for Bayesian experimental design without integrating over posterior distribution [PDF]

open access: yesarXiv, 2023
We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate. A-optimality is a widely used and easy-to-interpret criterion for Bayesian experimental design.
arxiv  

Lévy processes with finite variance conditioned to avoid an interval

open access: yesElectronic Journal of Probability, 2019
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be conditioned to avoid an interval and, if so, the path behavior of the conditioned process.
Döring, Leif   +2 more
openaire   +9 more sources

Association of Higher Levels of High‐Sensitivity C‐Reactive Protein With Future Development of Psoriatic Arthritis in Psoriasis: A Prospective Cohort Study

open access: yesArthritis Care &Research, EarlyView.
Objective We aimed to assess whether high‐sensitivity C‐reactive protein (hsCRP) levels could predict the development of psoriatic arthritis (PsA) in patients with psoriasis. Methods We analyzed data from a prospective cohort of patients with psoriasis without PsA at enrollment.
Lihi Eder   +5 more
wiley   +1 more source

There is a Risk-Return Tradeoff After All [PDF]

open access: yes
This paper studies the ICAPM intertemporal relation between the conditional mean and the conditional variance of the aggregate stock market return. We introduce a new estimator that forecasts monthly variance with past daily squared returns - the Mixed ...
Eric Ghysels   +2 more
core   +3 more sources

Asymmetric Conditional Volatility in International Stock Markets [PDF]

open access: yes, 2006
Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock
Bacry   +31 more
core   +4 more sources

Robust conditional variance estimation and value-at-risk [PDF]

open access: yesThe Journal of Risk, 2001
A common approach to estimating the conditional volatility of short horizon asset returns is to use an exponentially weighted moving average (EWMA) of squared past returns. The EWMA estimator is based on the maximum likelihood estimator of the variance of the normal distribution, and is thus optimal when returns are conditionally normal. However, there
Harris, Richard D F, Guermat, Cherif
openaire   +3 more sources

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