Results 71 to 80 of about 1,865,927 (246)

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls [PDF]

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core  

Reserves, Injury Severity, and Outcomes in Traumatic Brain Injury: A CENTER‐TBI Observational Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Reserve refers to the brain's ability to maintain function after an injury and strongly relates to traumatic brain injury (TBI) outcomes. This study examined (1) whether associations between pre‐injury reserve proxies and outcomes differed across injury severity categories, and (2) whether the impact of injury severity varied across ...
Natascha Ekdahl, Marika C. Möller, Lindsay Wilson, Anne Vik, Toril Skandsen, Jonas Stenberg, CENTER‐TBI participants and investigators   +6 more
wiley   +1 more source

An M-Estimator for Tail Dependence in Arbitrary Dimensions [PDF]

Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model.
Krajina, A., Segers, J., Einmahl, J.H.J.
core  

The Comprehensive Live Cell‐Based Cytotoxicity Assay for Monitoring Disease Activity and Guiding Rescue Therapy in Acute Attacks of NMOSD

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Neuromyelitis optica spectrum disorder (NMOSD) is a devastating neurological disease that lacks serological biomarkers that can accurately reflect disease activity. We established a live cell‐based assay (LCBA) using serum with endogenous complement to quantify the overall cytotoxicity, offering a novel functional tool for monitoring
Xiaona Xu, Jie Ding, Yupeng Du, Guibao Luo, Jinming Li, Rui Liu, Xiaoyi Xu, Xiao Li, Minshu Li, Wei Jiang, Chunsheng Yang   +10 more
wiley   +1 more source

Some results on weak and strong tail dependence coefficients for means of copulas [PDF]

Copulas represent the dependence structure of multivariate distributions in a natural way. In order to generate new copulas from given ones, several proposals found its way into statistical literature.
Fischer, Matthias J., Klein, Ingo
core  

Cryptocurrency Market Maturation and Evolving Risk Profiles: A Comparative Analysis of Bitcoin and Ethereum Tail Risk Dynamics

FinTech
This paper examines the market maturation hypothesis in cryptocurrency markets through a three-stage analysis of the evolution of tail risk in Bitcoin (BTC) and Ethereum (ETH).
Oksana Liashenko, Bogdan Adamyk, Oksana Adamyk   +2 more
doaj   +1 more source

Impact of Six‐Month Monitoring Compared to Three‐Month Monitoring of Laboratories During Methotrexate Therapy

Arthritis Care &Research, EarlyView.
Objective To evaluate whether extending the American College of Rheumatology–recommended monitoring interval for complete blood count and liver function tests in patients receiving methotrexate (MTX) affects timely detection of medication‐related toxicity.
Spencer Simko, Ray Zhang, Sohini Mukherjee, Puneet Bajaj, Bonnie L. Bermas   +4 more
wiley   +1 more source

Multivariate tail dependence coefficients

, 2009
The aim of this paper is to give a measure of the tail dependence for ndimensional Archimedean copula functions. We propose the upper and lower tail dependence coefficients, in a multivariate framework, extending their bivariate definition given in ...
RIVIECCIO, GIORGIA, DE LUCA, GIOVANNI
core  

The application of the analysis framework for compound extreme event dependencies in China

River
The escalation of compound extreme events has resulted in noteworthy economic and property losses. Recognizing the intricate interconnections among these events has become imperative. To tackle this challenge, we have formulated a comprehensive framework
Haokun Wei, Xichao Gao, Jie Feng, Zhiyong Yang   +3 more
doaj   +1 more source

dynoGP: Deep Gaussian Processes for Dynamic System Identification

International Journal of Adaptive Control and Signal Processing, EarlyView.
This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli, Marco Forgione, Dario Piga, Marco Zaffalon   +3 more
wiley   +1 more source