Results 161 to 170 of about 2,435,177 (387)

Measuring tail risks

open access: yesJournal of Finance and Data Science, 2022
Value-at-Risk (VaR) and Expected Shortfall (ES) are common high quantile-based risk measures adopted in financial regulations and risk management. In this paper, we propose a tail risk measure based on the most probable maximum size of risk events (MPMR)
Kan Chen, Tuoyuan Cheng
doaj  

Aberrant expression of nuclear prothymosin α contributes to epithelial‐mesenchymal transition in lung cancer

open access: yesMolecular Oncology, EarlyView.
Nuclear prothymosin α inhibits epithelial‐mesenchymal transition (EMT) in lung cancer by increasing Smad7 acetylation and competing with Smad2 for binding to SNAI1, TWIST1, and ZEB1 promoters. In early‐stage cancer, ProT suppresses TGF‐β‐induced EMT, while its loss in the nucleus in late‐stage cancer leads to enhanced EMT and poor prognosis.
Liyun Chen   +12 more
wiley   +1 more source

Can the tail for maximum of continuous random field be significantly more heavy than maximum of tails? [PDF]

open access: yesarXiv, 2015
We construct an example of a continuous centered random process with light tails of finite-dimensional distribution but with (relatively) heavy tail of maximum distribution. The apparatus for tails comparison are embedding results for Orlicz and Grand Lebesgue Spaces (GLS).
arxiv  

The Nesting of the Long-Tailed Tit [PDF]

open access: bronze, 1958
David Lack, Elizabeth Lack
openalex   +1 more source

Early metastasis is characterized by Gr1+ cell dysregulation and is inhibited by immunomodulatory nanoparticles

open access: yesMolecular Oncology, EarlyView.
Breast cancer metastasis is associated with myeloid cell dysregulation and the lung‐specific accumulation of tumor‐supportive Gr1+ cells. Gr1+ cells support metastasis, in part, through a CHI3L1‐mediated mechanism, which can be targeted and inhibited with cargo‐free, polymeric nanoparticles.
Jeffrey A. Ma   +9 more
wiley   +1 more source

Measuring and testing tail equivalence [PDF]

open access: yesarXiv
We call two copulas tail equivalent if their first-order approximations in the tail coincide. As a special case, a copula is called tail symmetric if it is tail equivalent to the associated survival copula. We propose a novel measure and statistical test for tail equivalence.
arxiv  

Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments [PDF]

open access: yesarXiv, 2019
We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.
arxiv  

Clinical use of 3D computed tomography in diagnosis and therapy of tail necrosis in a ball python (Python regius)

open access: yesBulgarian Journal of Veterinary Medicine
The main musculoskeletal diseases in reptiles diagnosed through computed tomography (CT) are vertebral malformations and disorders. This diagnostic imaging technique is crucial for the outcome and prognosis of applied treatment.
Ts. Chaprazov
doaj   +1 more source

On Functional Central Limit Theorems for Dependent, Heterogeneous Tail Arrays with Applications to Tail Index and Tail Dependence Estimators [PDF]

open access: yes
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  

Home - About - Disclaimer - Privacy