Results 241 to 250 of about 168,400,762 (297)

Common analysis pitfalls in longitudinal ctDNA studies: lead time, sensitivity and immortal time bias. [PDF]

EBioMedicine
Hlauschek D, Dandachi N, Gnant M, Parsons H, DeMichele A, Heitzer E, Rinnerthaler G, Balic M.   +7 more
europepmc   +1 more source

Local Linear Estimation for Covariate-Dependent Coefficients Model in Disease Mapping. [PDF]

Stat Med
Jiang Y, Lin PS, Zhu J, Lin FC.
europepmc   +1 more source

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Estimates, uncertainty, and risk

IEEE Software, 1997
The authors discuss the sources of uncertainty and risk, their implications for software organizations, and how risk and uncertainty can be managed. Specifically, they assert that uncertainty and risk cannot be managed effectively at the individual project level. These factors must be considered in an organizational context.
Barbara A. Kitchenham, Stephen G. Linkman   +1 more
openaire   +1 more source

Estimating Cardiovascular Risk

Archives of Internal Medicine, 2008
Copyright © 2008 American Medical Association. All rights reserved. ; Bastian M.
Seidel, Bastian Manfred, Stocks, Nigel Phillip   +1 more
openaire   +2 more sources

Nonparametric Estimation for Risk in Value-at-Risk Estimator

Communications in Statistics - Simulation and Computation, 2003
Abstract Value-at-Risk (VaR) has become the standard tool used by many financial institutions to measure market risk. However, the performance of a VaR estimator may be affected by sample variation or estimation risk caused from heavy-tailed distributions. After surveying several existing procedures proposed by Jorin (Jorion, P. (1996). Risk2—Measuring
Yi-Ping Chang, Ming-Chin Hung, Yi-Fang Wu   +2 more
openaire   +1 more source

Estimation of Risk as a Function of Risk Factors

International Journal of Epidemiology, 1976
This paper describes a model which makes allowance for unequal follow-up times in estimating the risk as a function of risk factors. It is the usual exponential model with an instantaneous risk which is assumed to be an exponential function of the risk factors. Computing methods and an extension of the model are given.
J, Lellouch, R, Rakotovao
openaire   +2 more sources

Backtesting Parametric Value-at-Risk With Estimation Risk [PDF]

SSRN Electronic Journal, 2008
One of the implications of the creation of Basel Committee on Banking Supervision wasthe implementation of Value-at-Risk (VaR) as the standard tool for measuring market risk.Since then, the capital requirements of commercial banks with trading activities are basedon VaR estimates.
Escanciano, J. Carlos, Olmo, J.
openaire   +4 more sources