Results 41 to 50 of about 97,330 (246)

Assessing Expected Shortfall in Risk Analysis Through Generalized Autoregressive Conditional Heteroskedasticity Modeling and the Application of the Gumbel Distribution

Axioms
In this study, the Gumbel distribution is utilized to construct exact analytical representations for two pivotal measures in financial risk evaluation: Value at Risk (VaR) and Conditional Value at Risk (CVaR).
Bingjie Wang, Yihui Zhang, Jia Li, Tao Liu   +3 more
doaj   +1 more source

Quantile-Quantile Methodology -- Detailed Results

, 2023
The linear quantile-quantile relationship provides an easy-to-implement yet effective tool for transformation to and testing for normality. Its good performance is verified in this report.
openaire   +2 more sources

Pyramid Quantile Regression [PDF]

Journal of Computational and Graphical Statistics, 2019
Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those conditional distributions is unknown and varies across the covariate space, so fitting the given quantile levels ...
T. Rodrigues, J.-L. Dortet-Bernadet, Y. Fan   +2 more
openaire   +4 more sources

MYCOPHENOLATE MOFETIL TREATMENT REDUCES THE RISK OF TREATMENT ESCALATION DUE TO VASCULAR COMPLICATIONS IN LIMITED CUTANEOUS SYSTEMIC SCLEROSIS: EMULATION OF A TARGET TRIAL FROM ITALIAN RHEUMATOLOGY SOCIETY SPRING REGISTRY

Arthritis Care &Research, Accepted Article.
Objective Mycophenolate Mofetil (MMF) use in limited cutaneous systemic sclerosis (lcSSc) is relatively uncommon due to the lower fibrotic burden and the predominance of the vascular complications. In vitro observations and clinical data from transplanted patients suggest a protective effect of MMF on endothelial function.
Enrico De Lorenzis, Gerlando Natalello, Rossella De Angelis, Lucrezia Verardi, Dilia Giuggioli, Gianluigi Bajocchi, Lorenzo Dagna, Silvia Bellando‐Randone, Giovanni Zanframundo, Rosario Foti, Fabio Cacciapaglia, Giovanna Cuomo, Alarico Ariani, Edoardo Rosato, Gemma Lepri, Francesco Girelli, Valeria Riccieri, Elisabetta Zanatta, Ilaria Cavazzana, Francesca Ingegnoli, Maria De Santis, Giuseppe Murdaca, Giuseppina Abignano, Giorgio Pettiti, Alessandra Della Rossa, Maurizio Caminiti, Annamaria Iuliano, Giovanni Ciano, Lorenzo Beretta, Gianluca Bagnato, Ennio Lubrano, Maria Ilenia De Andres, Alessandro Giollo, Cosimo Bruni, Martina Orlandi, Marco Fornaro, Marta Saracco, Cecilia Agnes, Pier Giacomo Cerasuolo, Gabriella Alonzi, Edoardo Cipolletta, Federica Lumetti, Amelia Spinella, Luca Magnani, Corrado Campochiaro, Giacomo De Luca, Veronica Codullo, Elisa Visalli, Carlo Iandoli, Antonietta Gigante, Greta Pellegrino, Erika Pigatto, Maria‐Grazia Lazzaroni, Franco Franceschini, Elena Generali, Gianna Mennillo, Simone Barsotti, Giuseppa Pagano Mariano, Federica Furini, Licia Vultaggio, Simone Parisi, Clara Lisa Peroni, Gerolamo Bianchi, Enrico Fusaro, Gian Domenico Sebastiani, Marcello Govoni, Salvatore D'Angelo, Franco Cozzi, Fabrizio Conti, Serena Guiducci, Andrea Doria, Carlo Salvarani, Florenzo Iannone, Maria Antonietta D'Agostino, Clodoveo Ferri, Marco Matucci Cerinic, Silvia Laura Bosello, on behalf of SPRING collaborators   +77 more
wiley   +1 more source

Differential Evolution Algorithm Based on Coupling-Coordination-Based Mutation Strategy

IEEE Access
The differential evolution (DE) algorithm is a heuristic, stochastic, parallel search algorithm. The mutation operation is an integral part of the DE algorithm, relating to the basis and difference among vectors.
Peiyuan Jin, Juxiang Huang, Quanxi Feng, Jianming Cen, Renjie Chu   +4 more
doaj   +1 more source

Modeling Length of Hospital Stay for Patients With COVID-19 in West Sumatra Using Quantile Regression Approach

Cauchy: Jurnal Matematika Murni dan Aplikasi, 2021
This study aims to construct the model for the length of hospital stay for patients with COVID-19 using quantile regression and Bayesian quantile approaches.
Ferra Yanuar, Athifa Salsabila Deva, Maiyastri Maiyastri, Hazmira Yozza, Aidinil Zetra   +4 more
doaj   +1 more source

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Robust Truncated Statistics Constant False Alarm Rate Detection of UAVs Based on Neural Networks

Drones
With the rapid popularity of unmanned aerial vehicles (UAVs), airspace safety is facing tougher challenges, especially for the identification of non-cooperative target UAVs.
Wei Dong, Weidong Zhang
doaj   +1 more source

Asymptotic fisher information in order statistics of geometric distribution [PDF]

Iranian Journal of Numerical Analysis and Optimization, 2009
In this paper, the geometric distribution is considered. The means, variances, and covariances of its order statistics are derived. The Fisher information in any set of order statistics in any distribution can be represented as a sum of Fisher ...
M. Roozbeh, S. M. M. Tabatabaey
doaj   +1 more source

Quantiles for Counts [PDF]

Journal of the American Statistical Association, 2002
This article studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness must be artificially imposed on the problem. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques.
Machado, Jose A F, Santos Silva, Joao M C   +1 more
openaire   +5 more sources