Results 51 to 60 of about 2,188,856 (302)

A Note on Tail Dependence Regression

SSRN Electronic Journal, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Qingzhao, Li, Deyuan, Wang, Hansheng   +2 more
openaire   +1 more source

Power-Law Distributions from Sigma-Pi Structure of Sums of Random Multiplicative Processes

Entropy, 2017
We introduce a simple growth model in which the sizes of entities evolve as multiplicative random processes that start at different times. A novel aspect we examine is the dependence among entities.
Arthur Matsuo Yamashita Rios de Sousa, Hideki Takayasu, Didier Sornette, Misako Takayasu   +3 more
doaj   +1 more source

AnM-Estimator of Spatial Tail Dependence [PDF]

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2014
SummaryTail dependence models for distributions attracted to a max-stable law are fitted by using observations above a high threshold. To cope with spatial, high dimensional data, a rank-based M-estimator is proposed relying on bivariate margins only. A data-driven weight matrix is used to minimize the asymptotic variance.
Einmahl, J.H.J., Kiriliouk, A., Krajina, A., Segers, J.   +3 more
openaire   +7 more sources

Crosstalk between the ribosome quality control‐associated E3 ubiquitin ligases LTN1 and RNF10

FEBS Letters, EarlyView.
Loss of the E3 ligase LTN1, the ubiquitin‐like modifier UFM1, or the deubiquitinating enzyme UFSP2 disrupts endoplasmic reticulum–ribosome quality control (ER‐RQC), a pathway that removes stalled ribosomes and faulty proteins. This disruption may trigger a compensatory response to ER‐RQC defects, including increased expression of the E3 ligase RNF10 ...
Yuxi Huang, Satoshi Hashimoto, Sota Ito, Chisato Kikuguchi, Miho Hoshi, Kiyoshi Yamaguchi, Yoichi Furukawa, Toru Suzuki, Toshifumi Inada   +8 more
wiley   +1 more source

On Conditional Value at Risk (CoVaR) for tail-dependent copulas

Dependence Modeling, 2017
The paper deals with Conditional Value at Risk (CoVaR) for copulas with nontrivial tail dependence. We show that both in the standard and the modified settings, the tail dependence function determines the limiting properties of CoVaR as the conditioning ...
Jaworski Piotr
doaj   +1 more source

Volatility Modeling and Dependence Structure of ESG and Conventional Investments

Risks, 2022
The question of whether environmental, social, and governance investments outperform or underperform other conventional financial investments has been debated in the literature.
Joanna Górka, Katarzyna Kuziak
doaj   +1 more source

Disordered but rhythmic—the role of intrinsic protein disorder in eukaryotic circadian timing

FEBS Letters, EarlyView.
Unstructured domains known as intrinsically disordered regions (IDRs) are present in nearly every part of the eukaryotic core circadian oscillator. IDRs enable many diverse inter‐ and intramolecular interactions that support clock function. IDR conformations are highly tunable by post‐translational modifications and environmental conditions, which ...
Emery T. Usher, Jacqueline F. Pelham
wiley   +1 more source

Tail dependence of bivariate skew normal triangular array with varying correlation coefficients

Statistical Theory and Related Fields
The tail dependence coefficient measures extremal dependence between two random variables. In this note, we investigate the tail dependence of a bivariate skew normal triangular array with equal skewness and varying correlation coefficients [Formula: see
Shuang Hu, Zuoxiang Peng, Qian Xiong
doaj   +1 more source

Bivariate Extreme Statistics, II

Revstat Statistical Journal, 2012
We review the current state of statistical modeling of asymptotically independent data. Our discussion includes necessary and sufficient conditions for asymptotic independence, results on the asymptotic independence of statistics of interest, estimation
Miguel de Carvalho , Alexandra Ramos
doaj   +1 more source

Integration of circadian and hypoxia signaling via non‐canonical heterodimerization

FEBS Letters, EarlyView.
CLOCK, BMAL1, and HIFs are basic helix‐loop‐helix and Per‐Arnt‐Sim domain (bHLH‐PAS) proteins, which function as transcription factors. bHLH‐PAS proteins are designated in two classes. Many class I proteins are regulated by environmental signals via their PAS domains, but such signals have not been identified for all.
Sicong Wang, Katja A. Lamia
wiley   +1 more source