Results 41 to 50 of about 166,151,046 (211)
On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators [PDF]
We establish functional central limit theorems for a broad class of dependent, heterogeneous tail arrays encountered in the extreme value literature, including extremal exceedances, tail empirical processes and tail empirical quantile processes.
Jonathan Hill
core
Advanced Science, EarlyView.High glucose is linked to reduced succinate dehydrogenase activity in CD14+ monocytes, accompanied by succinate accumulation and extracellular release. Extracellular succinate exacerbates mitochondrial ROS production and mtDNA release in CD4+ T cells. Cytosolic mtDNA then activates Z‐DNA binding protein 1 (ZBP1) and engages ZBP1‐associated inflammatory
Shuai Zhao +11 more
wiley +1 more source
Extreme Value GARCH modelling with Bayesian Inference [PDF]
Extreme value theory is widely used financial applications such as risk analysis, forecasting and pricing models. One of the major difficulties in the applications to finance and economics is that the assumption of independence of time series ...
Les Oxley +3 more
core
Modeling spatial tail dependence with Cauchy convolution processes
, 2022 We study the class of dependence models for spatial data obtained from Cauchy convolution processes based on different types of kernel functions. We show that the resulting spatial processes have appealing tail dependence properties, such as tail ...
Huser, Raphaël, Krupskiy, Pavel
core +1 more source
Advanced Science, EarlyView.LDHA‐driven lactate production in mesenchymal glioma stem cells promotes p300‐dependent H3K18 lactylation, activates USP30 transcription, and stabilizes MBOAT2 to remodel phosphatidylethanolamines toward ferroptosis‐resistant PE‐MUFA species. Disrupting this metabolic–epigenetic–lipid circuit enhances ferroptosis and sensitizes glioblastoma to ...
Zong Miao +13 more
wiley +1 more source
Bayesian Extreme Value Mixture Modelling for Estimating VaR [PDF]
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
Accounting for choice of measurement scale in extreme value modeling [PDF]
, 2010 We investigate the effect that the choice of measurement scale has upon inference and extrapolation in extreme value analysis. Separate analyses of variables from a single process on scales which are linked by a nonlinear transformation may lead to ...
J. A. Tawn +8 more
core +2 more sources
Advanced Science, EarlyView.Tendon interfascicular and fascicular matrix cells are isolated and cultured, revealing distinct phenotypes and mechanosensitive responses. Interfascicular matrix cells exhibit marked stiffness‐dependent phenotypic plasticity, whereas fascicular matrix cells remain comparatively stable.
S. E. Grossemy +10 more
wiley +1 more source
Kernel Methods for Small Sample and Asymptotic Tail Inference for Dependent, Heterogeneous Data [PDF]
This paper considers tail shape inference techniques robust to substantial degrees of serial dependence and heterogeneity. We detail a new kernel estimator of the asymptotic variance and the exact small sample mean-squared-error, and a simple ...
Jonathan Hill
core
Advanced Science, EarlyView.MethyAnno enables robust and interpretable annotation of single‐cell DNA methylation data by integrating multi‐scale epigenetic information, bidirectional cross‐attention, and prototype‐based metric learning. The framework resolves rare and novel cell types across datasets while revealing cell‐type‐specific epigenetic signatures associated with disease
Yuhang Jia +4 more
wiley +1 more source