Results 61 to 70 of about 2,223,882 (330)
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background An internal tandem duplication in the gene encoding Fms‐like tyrosine kinase 3 (FLT3‐ITD) is associated with high relapse risk and poor prognosis in acute myeloid leukemia (AML) and plays a crucial role in treatment decisions. Measurable residual disease (MRD) analysis of FLT3‐ITD during and after treatment has shown prognostic ...
Sofie Johansson Alm +11 more
wiley +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 +3 more
doaj +1 more source
Tail dependence, tail asymmetry and credit portfolio risk
Journal of the Japan Statistical Society, Japanese Issue, 2021 Summary: In the risk management of the credit portfolio of a bank, Normal copula is standard for modelling dependencies between each credit in the portfolio. The Normal copula modelling is criticized by the tendency of underestimation of the risk due to its asymptotic independence. This paper analyses the effect of dependence between each extreme value
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FEBS Letters, EarlyView.We identified a systemic, progressive loss of protein S‐glutathionylation—detected by nonreducing western blotting—alongside dysregulation of glutathione‐cycle enzymes in both neuronal and peripheral tissues of Taiwanese SMA mice. These alterations were partially rescued by SMN antisense oligonucleotide therapy, revealing persistent redox imbalance as ...
Sofia Vrettou, Brunhilde Wirth
wiley +1 more source
Tail dependence of bivariate skew normal triangular array with varying correlation coefficients
Statistical Theory and Related FieldsThe 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
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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
Using Tail Dependence on Copula-based Regression Models in Mixed Data [PDF]
The Egyptian Statistical JournalThis paper explores the efficacy of incorporating tail dependence into copula-based regression models applied to mixed health insurance data. Recognizing the limitations of traditional Generalized Linear Models (GLMs) in capturing the nuanced ...
Fatma Alshenawy
doaj +1 more source
, 2010 We examine the auto-dependence structure of strictly stationary solutions of linear stochastic recurrence equations and of strictly stationary GARCH(1, 1) processes from the point of view of ordinary and generalized tail dependence coefficients.
Raymond Brummelhuis +1 more
core +1 more source
Evolution of the Dependence of Residual Lifetimes [PDF]
, 2013 We investigate the dependence properties of a vector of residual lifetimes by means of the copula associated with the conditional distribution function.
Durante F +5 more
core +1 more source
Tail Dependence of the Gaussian Copula Revisited [PDF]
SSRN Electronic Journal, 2016 Tail dependence refers to clustering of extreme events. In the context of financial risk management, the clustering of high-severity risks has a devastating effect on the well-being of firms and is thus of pivotal importance in risk analysis.When it comes to quantifying the extent of tail dependence, it is generally agreed that measures of tail ...
Furman, Edward +3 more
openaire +3 more sources