Results 121 to 130 of about 1,343,672 (294)
The tail dependence of the carbon markets: The implication of portfolio management. [PDF]
Zhang F, Zhang Z.
europepmc +1 more source
The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations [PDF]
Recent events in the financial and insurance markets, as well as the looming challenges of a globally changing climate point to the need to re-think the ways in which we measure and manage catastrophic and dependent risks.
Cooke, Roger M., Kousky, Carolyn
core
Loss of NAPRT promotes lung tumor initiation and growth through a noncanonical mechanism, independent of its role in NAD+ biosynthesis. Mechanistically, NAPRT depletion activates the mTORC2‐driven AKT/β‐catenin signaling axis to enhance clonogenic and invasive phenotypes. Furthermore, lung‐specific Naprt deletion significantly increases tumor burden in
Myung Joon Oh +11 more
wiley +1 more source
The tail dependence structure between investor sentiment and commodity markets. [PDF]
Maghyereh A, Abdoh H.
europepmc +1 more source
Extremal Dependence in International Output Growth: Tales from the Tails [PDF]
The statistical modelling of extreme values has recently received substantial attention in a broad spectrum of sciences. Given that in a wide variety of scenarios, one is mostly concerned with explaining tail events (say, an economic recession) than ...
António Rua, Miguel de Carvalho
core
In head and neck squamous cell carcinoma (HNSCC) p53 and p63 exert opposite roles on the transcription regulation of the lncRNA NEAT1. Under basal conditions, p53 levels are low and p63 represses NEAT1 expression. Upon genotoxic stress, p53 is rapidly induced, displacing p63 from the NEAT1 promoter leading to NEAT1 transcriptional activation and ...
Sara De Domenico +5 more
wiley +1 more source
Some critical remarks on Zhang's gamma test for independence [PDF]
Zhang (2008) defines the quotient correlation coefficient to test for dependence and tail dependence of bivariate random samples. He shows that asymptotically the test statistics are gamma distributed.
Klein, Ingo, Tinkl, Fabian
core
RTDE: Robust Tail Dependence Estimation
The RTDE package provides robust tail dependence estimation for bivariate models. This package is based on two papers by the authors:'Robust and bias-corrected estimation of the coefficient of tail dependence' by Dutang, Goegebeur & Guillou (2014 ...
Dutang, Christophe
core +1 more source
Incomplete microwave ablation (iMWA) of liver cancer triggers a biphasic progression in residual tumors. At Day 3, the microenvironment is characterized by acute inflammatory responses and extracellular matrix (ECM) remodeling. By Day 14, a profound shift occurs toward oncogenic signal transduction and immunosuppression, marked by macrophage ...
Yu Liu +9 more
wiley +1 more source
On Tail Index Estimation for Dependent, Heterogenous Data [PDF]
In this paper we analyze the asymptotic properties of the popular distribution tail index estimator by B. Hill (1975) for possibly heavy- tailed, heterogenous, dependent processes.
Jonathan B. Hill
core

