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Extreme Urban Heat and Emergency Department Visits in Older Adults.

open access: yesJAMA Netw Open
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Extreme Returns From Extreme Value Stocks

The Journal of Investing, 2005
Investigations into value-based ‘anomalies’ such as the P/E effect typically sort shares into quintiles, or at most deciles. These are blunt instruments. We test whether most of the extra value in the lower end of the P/E spectrum is to be found in the very lowest P/E shares, and whether the worst investments reside in the few shares with the highest P/
Anderson, K., Brooks, Chris
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Testing Extreme Value Conditions

Extremes, 2002
A modification of the Cramér-von Mises statistics for testing the tail behaviour of i.i.d. sample CDF \(F\) is considered. Its version for nonnegative tail index \(\gamma\) is of the form \[ T_{k,n}=\int \left( {1\over \hat\gamma} (\log X_{n-[kt],n}-\log X_{n-k,n})+\log t \right)^2 t^2\, dt, \] where \(X_{i,n}\) is the \(i\)th order statistics, \(\hat ...
Dietrich, D   +2 more
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*-Extremal valued fields

Siberian Mathematical Journal, 2004
Summary: It is shown that every finite-dimensional skew field whose center is an extremal valued field is defect free. We construct an example of an algebraically complete valued field such that a finite-dimensional skew field over it has a non-trivial defect, that is, there exist algebraically complete valued fields that are not extremal.
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