相关实验视频

Updated: Jun 19, 2025

An R-Based Landscape Validation of a Competing Risk Model
05:37

An R-Based Landscape Validation of a Competing Risk Model

Published on: September 16, 2022

2.0K

在价格限制约束下尾部风险动态:一种被审查的自回归条件Fréchet模型

Tao Xu1, Lei Shu1, Yu Chen1

  • 1Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026, China.

Entropy (Basel, Switzerland)
|July 26, 2024
PubMed
概括

忽视金融市场的价格限制低估了尾部风险. 扩大限额可以减少极端事件,但会增加整体尾部风险,影响投资者决策和风险管理策略.

关键词:
自动回归模型的自动回归模型被审查的数据是被审查的数据.风险中的值.极端价值理论是一个极端价值理论.金融风险管理 金融风险管理

更多相关视频

Establishing a Competing Risk Regression Nomogram Model for Survival Data04:57

Establishing a Competing Risk Regression Nomogram Model for Survival Data

Published on: October 23, 2020

10.1K
Assessing Cerebral Autoregulation via Oscillatory Lower Body Negative Pressure and Projection Pursuit Regression11:26

Assessing Cerebral Autoregulation via Oscillatory Lower Body Negative Pressure and Projection Pursuit Regression

Published on: December 10, 2014

12.3K

相关概念视频

Censoring Survival Data01:09

Censoring Survival Data

Survival analysis is a statistical method used to analyze time-to-event data, often employed in fields such as medicine, engineering, and social sciences. One of the key challenges in survival analysis is dealing with incomplete data, a phenomenon known as "censoring." Censoring occurs when the event of interest (such as death, relapse, or system failure) has not occurred for some individuals by the end of the study period or is otherwise unobservable, and it might have many different...
74
Hazard Rate01:11

Hazard Rate

The hazard rate, also known as the hazard function or failure rate, is a statistical measure used to describe the instantaneous rate at which an event occurs, given that the event has not yet happened. From a probabilistic perspective, it represents the likelihood that a subject will experience the event in a very small time interval, conditional on surviving up to the beginning of that interval. In terms of frequency, the hazard rate can be viewed as the ratio of the number of events to the...
99
Assumptions of Survival Analysis01:15

Assumptions of Survival Analysis

Survival models analyze the time until one or more events occur, such as death in biological organisms or failure in mechanical systems. These models are widely used across fields like medicine, biology, engineering, and public health to study time-to-event phenomena. To ensure accurate results, survival analysis relies on key assumptions and careful study design.
119
Parametric Survival Analysis: Weibull and Exponential Methods01:14

Parametric Survival Analysis: Weibull and Exponential Methods

Parametric survival analysis models survival data by assuming a specific probability distribution for the time until an event occurs. The Weibull and exponential distributions are two of the most commonly used methods in this context, due to their versatility and relatively straightforward application.
Weibull Distribution
The Weibull distribution is a flexible model used in parametric survival analysis. It can handle both increasing and decreasing hazard rates, depending on its shape parameter...
395
Relative Risk01:12

Relative Risk

Relative risk (RR) is a statistical measure commonly used in epidemiology to compare the likelihood of a particular event occurring between two groups. This metric is important for evaluating the relationship between exposure to a specific risk factor and the probability of a particular outcome. It plays a crucial role in medical research, public health studies, and risk assessment. Relative risk quantifies how much more (or less) likely an event is to occur in an exposed group compared to an...
141
Mechanistic Models: Compartment Models in Individual and Population Analysis01:23

Mechanistic Models: Compartment Models in Individual and Population Analysis

Mechanistic models are utilized in individual analysis using single-source data, but imperfections arise due to data collection errors, preventing perfect prediction of observed data. The mathematical equation involves known values (Xi), observed concentrations (Ci), measurement errors (εi), model parameters (ϕj), and the related function (ƒi) for i number of values. Different least-squares metrics quantify differences between predicted and observed values. The ordinary least...
35