Results 81 to 90 of about 1,921,865 (309)

Bayesian Extreme Value Mixture Modelling for Estimating VaR [PDF]

open access: yes
A new extreme value mixture modelling approach for estimating Value-at-Risk (VaR) is proposed, overcoming the key issues of determining the threshold which defines the distribution tail and accounts for uncertainty due to threshold choice.
Les Oxley   +3 more
core  

Predictive Ability of Plasma p‐tau217 for β‐Amyloid Status: A Prospective Multicenter Study

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Plasma tau phosphorylated at threonine 217 (p‐tau217) measured with fully automated platforms has shown high accuracy for Alzheimer's disease (AD) diagnosis, but real‐world multicenter data remain limited. We aimed to validate the diagnostic performance of p‐tau217 for identifying AD pathology in a real‐world multicenter cohort ...
Miquel Massons   +33 more
wiley   +1 more source

Modeling Extreme Rainfall Using the Generalized Extreme Value Distribution and Exceedance Analysis in Colima, Mexico

open access: yesSensors
This study develops a statistical and technological framework to analyze extreme rainfall in Colima, Mexico, by integrating historical precipitation records, probabilistic modeling, and spatial visualization.
Raúl Renteria   +2 more
doaj   +1 more source

Conditional normal extreme-value copulas

open access: yes, 2020
We propose a new class of extreme-value copulas which are extreme-value limits of conditional normal models. Conditional normal models are generalizations of conditional independence models, where the dependence among observed variables is modeled using ...
Krupskii, Pavel, Genton, Marc G.
core   +1 more source

Remarkable Recovery After Delayed High‐Dose Methylprednisolone in a Rare Case of Penetrating Spinal Cord Injury

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Traumatic spinal cord injury (TSCI) caused by sharp‐force penetration is exceptionally rare, and the use of high‐dose methylprednisolone (MP) remains highly controversial, especially beyond the conventional 8‐h treatment window. This case report describes a 30‐year‐old male with acute incomplete TSCI following a knife stab wound to the right ...
Honghong Wang   +5 more
wiley   +1 more source

Movement Disorders in Aicardi–Goutières Syndrome and Response to Immunomodulation

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT This study characterizes movement disorders and treatment responses in seven children with Aicardi–Goutières syndrome (AGS). We retrospectively evaluated motor phenotypes, neuroimaging, and interferon signatures in patients treated with baricitinib or anifrolumab. Spasticity affected all patients, while dystonia was present in 4/7.
Enrique Gonzalez Saez‐Diez   +10 more
wiley   +1 more source

Data-driven upper bounds and event attribution for unprecedented heatwaves

open access: yesWeather and Climate Extremes
The last decade has seen numerous record-shattering heatwaves in all corners of the globe. In the aftermath of these devastating events, there is interest in identifying worst-case thresholds or upper bounds that quantify just how hot temperatures can ...
Mark D. Risser   +2 more
doaj   +1 more source

BlackSheep: A Bioconductor and Bioconda Package for Differential Extreme Value Analysis. [PDF]

open access: yesJ Proteome Res, 2021
Blumenberg L   +5 more
europepmc   +1 more source

Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]

open access: yes
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
core  

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