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A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional distribution of the rescaled series given that, at a fixed time instant, its distance to the origin exceeds a threshold(More)
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired properties. The results are synthesized in the form of a decision tree: Given the values of some readily computable characteristics of the Archimedean generator, the upper and lower tails(More)
A meta-analysis including 32 randomised controlled trials on the effects of inspiratory muscle training (IMT) in chronic obstructive pulmonary disease (COPD) patients was performed. Overall and subgroup analyses with respect to training modality (strength or endurance training, added to general exercise training) and patient characteristics were performed.(More)
BACKGROUND Video game seizures have been reported in photosensitive and non-photosensitive patients with epilepsy. The game Super Mario World, has led to many cases of first seizures. We examined whether this game was indeed more provocative than other programs and whether playing the game added to this effect. METHODS We prospectively investigated 352(More)
PURPOSE To describe the correlation between visual field loss and the duration, dosage, and total amount of vigabatrin (VGB) medication in a group of patients with epilepsy. Co-medication of antiepileptic drugs (AEDs) and compliance were also studied. METHODS Ninety-two patients (53 male and 39 female) taking VGB medication in the past or the present,(More)
Consider a random sample from a bivariate distribution function F in the max-domain of attraction of an extreme-value distribution function G. This G is characterized by two extreme-value indices and a spectral measure, the latter determining the tail dependence structure of F. A major issue in multivariate extreme-value theory is the estimation of the(More)
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the collective risk model, where the total claim size in a portfolio is the sum of a random number of claims. If the tail of(More)