Results 51 to 60 of about 9,555 (255)
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Introduction This final analysis of a multicenter, prospective postmarketing surveillance study evaluated the safety of daprodustat in patients with chronic kidney disease anemia in routine clinical practice in Japan. Methods Patients who initiated daprodustat between September 2020 and July 2022 were registered.
Tadao Akizawa +7 more
wiley +1 more source
Finite-Sample Precision Limits for Expected Shortfall Forecast Comparisons
MathematicsExpected shortfall (ES) is a tail functional whose estimation precision is governed by the effective tail sample size nα rather than by the nominal calibration size n.
Daniel Traian Pele +1 more
doaj +1 more source
Individual contributions to portfolio risk: risk decomposition for the BET-FI index [PDF]
Computational Methods in Social Sciences, 2015 The paper applies Euler formula for decomposing the standard deviation and the Expected Shortfall for the BET-FI equity index. Risk attribution allows the decomposition of the total risk of the portfolio in individual risk units.
Marius ACATRINEI
doaj
THE PERSISTENCY AND THE SUSTAINABILITY OF THE INDONESIA'S CURRENT ACCOUNT DEFICIT
Buletin Ekonomi Moneter dan Perbankan, 2015 Asian and European crises were witnesses of banks’ vulnerable due to market risks. The Basel Committee requires an internal risk assessment applying Value at Risk (VaR).
Tuti Eka Asmarani
doaj +1 more source
Bootstrapping the Expected Shortfall
Theoretical Economics Letters, 2018 The expected shortfall is a popular risk measure in financial risk management. It is defined as the conditional expected loss given that the loss is greater than a given high quantile. We derive the asymptotic properties of the blocking bootstrap estimators for the expected shortfall of a stationary process under strong mixing conditions.
Shuxia Sun, Fuxia Cheng
openaire +2 more sources
Asymptotically efficient estimation of the conditional expected shortfall [PDF]
Computational Statistics & Data Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LEORATO, SAMANTHA +2 more
openaire +4 more sources
FEBS Open Bio, EarlyView.Activation of the mitochondrial protein OXR1 increases pSyn129 αSynuclein aggregation by lowering ATP levels and altering mitochondrial membrane potential, particularly in response to MSA‐derived fibrils. In contrast, ablation of the ER protein EMC4 enhances autophagic flux and lysosomal clearance, broadly reducing α‐synuclein aggregates.
Sandesh Neupane +11 more
wiley +1 more source
On the Increasing Convex Order of Relative Spacings of Order Statistics
Mathematics, 2021 Relative spacings are relative differences between order statistics. In this context, we extend previous results concerning the increasing convex order of relative spacings of two distributions from the case of consecutive spacings to general spacings ...
Antonia Castaño-Martínez +2 more
doaj +1 more source
Pathways and pitfalls: a qualitative study of student experiences in biomedical science education
FEBS Open Bio, EarlyView.Biomedical science students from underrepresented backgrounds face barriers including financial strain, disrupted laboratory access and cultural exclusion. Peer networks provide vital support when institutional systems are difficult to navigate. To create inclusive learning environments and achieve academic success, educators should blend active, hands‐
Olivia J. Russell +8 more
wiley +1 more source
The optimal portfolio in respect to Expected Shortfall: a comparative study
Managerial Economics, 2014 Value at Risk plays a crucial role in the risk management. However, this risk measure has some drawbacks. The alternative risk measure is Expected Shortfall, which is rarely used, but exhibits desirable properties.
Henryk Gurgul +2 more
doaj +1 more source