Results 61 to 70 of about 2,224,639 (290)

On the Increasing Convex Order of Relative Spacings of Order Statistics

open access: yesMathematics, 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

Bootstrapping the Expected Shortfall

open access: yesTheoretical 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

Evolution‐guided yeast complementation reveals functional differences in human PSPH variants

open access: yesFEBS Open Bio, EarlyView.
Ancient genomes can help guide which human genetic variants are tested experimentally. This study applies that idea to PSPH, a gene involved in serine biosynthesis, and uses high‐throughput yeast complementation to compare variant function. The findings reveal measurable differences among selected alleles and illustrate the value of evolution‐guided ...
Mauricio Campa‐Álvarez   +6 more
wiley   +1 more source

The optimal portfolio in respect to Expected Shortfall: a comparative study

open access: yesManagerial 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

Expected Shortfall Reliability—Added Value of Traditional Statistics and Advanced Artificial Intelligence for Market Risk Measurement Purposes

open access: yesMathematics, 2021
The Fundamental Review of the Trading Book is a market risk measurement and management regulation recently issued by the Basel Committee. This reform, often referred to as “Basel IV”, intends to strengthen the financial system.
Santiago Carrillo Menéndez   +1 more
doaj   +1 more source

Asymptotically efficient estimation of the conditional expected shortfall [PDF]

open access: yesComputational Statistics & Data Analysis, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
LEORATO, SAMANTHA   +2 more
openaire   +5 more sources

IGF2 knockout reduces but does not abolish osteosarcoma growth in vitro and in vivo

open access: yesFEBS Open Bio, EarlyView.
To test whether endogenous IGF2 promotes osteosarcoma growth, IGF2 was knocked out in Saos2 cells via CRISPR‐Cas9. KO cells showed reduced proliferation in vitro, and knockout xenografts in mice reached only ~25% of wild‐type tumor volume. Insulin‐like growth factor 2 (IGF2) is implicated in osteosarcoma, but direct functional evidence of its role is ...
Shun Yao, Marco Archetti
wiley   +1 more source

A nationwide student survey on biochemistry learning resources in Italy

open access: yesFEBS Open Bio, EarlyView.
We conducted a survey among Italian university students to investigate their preferred study materials for biochemistry. We then analyzed the collected data to identify these materials. This information may be valuable to the Biochemistry educational community. The graphical abstract was created with Claude (Opus 5.5; Anthropic, 2026).
Anna Marabotti   +4 more
wiley   +1 more source

Ethical Foreground and Background in Adult Educator Work

open access: yesNew Directions for Adult and Continuing Education, EarlyView.
ABSTRACT Adult educators work in a complex ethical environment. The very act of contributing to the learning of another is fraught with moral overtones. In this paper we consider the ethical dimensions of adult educator practice by distinguishing the ethical features of the context or ‘background’ of practice from the ethical capabilities and decision ...
Steven Hodge, Sonal Nakar
wiley   +1 more source

Expected shortfall and Harell-Davis estimators of value-at-risk

open access: yesQuantitative Methods in Economics, 2010
The most widely used estimator for the Value-at-Risk is thecorresponding order statistic. It relies on a single historic observation date,therefore it can exhibit high variability and provides little information aboutthe distribution of losses around the
Leszek Gadomski, Vasile Glavan
doaj  

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