Results 51 to 60 of about 452,503 (268)
Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical ...
Andersen, Torben G. +3 more
core +6 more sources
A novel signature integrating genome‐wide analysis with clinical factors predicts recurrence in stage II colorectal cancer and enables a new risk stratification to guide postoperative adjuvant chemotherapy. Clinical risk stratification for postoperative recurrence in patients with pathological stage II (pStage II) colorectal cancer (CRC) is essential ...
Mayuko Otomo +7 more
wiley +1 more source
A Latent Variable Approach to Multivariate Quantitative Trait Loci [PDF]
A novel approach based on latent variable modelling is presented for the analysis of multivariate quantitative and qualitative trait loci. The approach is general in the sense that it enables the joint analysis of many kinds of quantitative and ...
Bob O' +3 more
core +1 more source
Hospital Readmission After Traumatic Brain Injury Hospitalization in Community‐Dwelling Older Adults
ABSTRACT Objective To examine the risk of hospital readmission after an index hospitalization for TBI in older adults. Methods Using data from the Atherosclerosis Risk in Communities (ARIC) study, we used propensity score matching of individuals with an index TBI‐related hospitalization to individuals with (1) non‐TBI hospitalizations (primary analysis)
Rachel Thomas +7 more
wiley +1 more source
Effective crude oil price forecasting is essential for energy supply stabilization, investment decisions, policy formulation, and economic impact assessment.
Jun Long, Lue Li, Zejun Li
doaj +1 more source
Fast and robust estimation of the multivariate errors in variables model
In the multivariate errors in variable models one wishes to retrieve a linear relationship of the form y = ß x + a, where both x and y can be multivariate. The variables y and x are not directly measurable, but observed with measurement error. The classical approach to estimate the multivariate errors in variable model is based on an eigenvector ...
Croux, Christophe +2 more
openaire +2 more sources
Remote Assessment of Ataxia Severity in SCA3 Across Multiple Centers and Time Points
ABSTRACT Objective Spinocerebellar ataxia type 3 (SCA3) is a genetically defined ataxia. The Scale for Assessment and Rating of Ataxia (SARA) is a clinician‐reported outcome that measures ataxia severity at a single time point. In its standard application, SARA fails to capture short‐term fluctuations, limiting its sensitivity in trials.
Marcus Grobe‐Einsler +20 more
wiley +1 more source
Multivariate Covariance Generalized Linear Models
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation ...
Bonat, Wagner Hugo, Jørgensen, Bent
core +1 more source
Vestibular Patient Journey: Insights From Vestibular Disorders Association (VeDA) Registry
ABSTRACT Objective Vestibular symptoms impose a high burden of disability. Understanding real‐world diagnostic and treatment pathways can identify care gaps and guide interventions. We aimed to characterize symptom profiles, diagnostic trends, provider involvement, and treatment patterns in vestibular disorders.
Ali Rafati +10 more
wiley +1 more source
Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample Results
In a multivariate "errors in variables" regression model, the unknown mean vectors $\mathbf{u}_{1i}: p \times 1, \mathbf{u}_{2i}: r \times 1$ of the vector observations $\mathbf{x}_{1i}, \mathbf{x}_{2i}$, rather than the observations themselves, are assumed to follow the linear relation: $\mathbf{u}_{2i} = \alpha + B\mathbf{u}_{1i}, i = 1,2,\cdots, n$.
openaire +3 more sources

