Testing extreme value copulas to estimate the quantile

Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk estimation. To measure the risk we use a quantile. Our results have motivated by a bivariate sample of losses from a real database of auto insurance claims. Methods are implemented in R.

Anemia and chronic kidney disease are potential risk factors for mortality in stroke patients: a historic cohort study.

BACKGROUND: Chronic kidney disease (CKD) is associated to a higher stroke risk. Anemia is a common consequence of CKD, and is also a possible risk factor for cerebrovascular diseases. The purpose of this study was to examine if anemia and CKD are independent risk factors for mortality after stroke. METHODS: This historic cohort study was based on a stroke registry and included patients treated for a first clinical stroke in the stroke unit of one academic hospital over a three-year period. Mortality predictors comprised demographic characteristics, CKD, glomerular filtration rate (GFR), anemia and other stroke risk factors. GFR was estimated by means of the simplified Modification of Diet in Renal Disease formula. Renal function was assessed according to the Kidney Disease Outcomes Quality Initiative (K/DOQI)-CKD classification in five groups. A value of hemoglobin < 120 g/L in women and < 130 g/L in men on admission defined anemia. Kaplan-Meier survival curves and Cox models were used to describe and analyze one-year survival. RESULTS: Among 890 adult stroke patients, the mean (Standard Deviation) calculated GFR was 64.3 (17.8) ml/min/1.73 m2 and 17% had anemia. Eighty-two (10%) patients died during the first year after discharge. Among those, 50 (61%) had K/DOQI CKD stages 3 to 5 and 32 (39%) stages 1 or 2 (p < 0.001). Anemia was associated with an increased risk of death one year after discharge (p < 0.001). After adjustment for other factors, a higher hemoglobin level was independently associated with decreased mortality one year after discharge [hazard ratio (95% CI) 0.98 (0.97-1.00)]. CONCLUSIONS: Both CKD and anemia are frequent among stroke patients and are potential risk factors for decreased one-year survival. The inclusion of patients with a first-ever clinical stroke only and the determination of anemia based on one single measure, on admission, constitute limitations to the external validity. We should investigate if an early detection and management of both CKD and anemia could improve survival in stroke patients.

Developing psychosis and its risk States through the lens of schizotypy.

Starting from the early descriptions of Kraepelin and Bleuler, the construct of schizotypy was developed from observations of aberrations in nonpsychotic family members of schizophrenia patients. In contemporary diagnostic manuals, the positive symptoms of schizotypal personality disorder were included in the ultra high-risk (UHR) criteria 20 years ago, and nowadays are broadly employed in clinical early detection of psychosis. The schizotypy construct, now dissociated from strict familial risk, also informed research on the liability to develop any psychotic disorder, and in particular schizophrenia-spectrum disorders, even outside clinical settings. Against the historical background of schizotypy it is surprising that evidence from longitudinal studies linking schizotypy, UHR, and conversion to psychosis has only recently emerged; and it still remains unclear how schizotypy may be positioned in high-risk research. Following a comprehensive literature search, we review 18 prospective studies on 15 samples examining the evidence for a link between trait schizotypy and conversion to psychosis in 4 different types of samples: general population, clinical risk samples according to UHR and/or basic symptom criteria, genetic (familial) risk, and clinical samples at-risk for a nonpsychotic schizophrenia-spectrum diagnosis. These prospective studies underline the value of schizotypy in high-risk research, but also point to the lack of evidence needed to better define the position of the construct of schizotypy within a developmental psychopathology perspective of emerging psychosis and schizophrenia-spectrum disorders.

Tachycardia is a strong predictor of cardiovascular events in the value trial

Objective: Tachycardia is associated with hypertension and is a predictor of cardiovascular events. The predictive effect of tachycardia might reflect its connection with hypertension. In this analysis of 15,245 VALUE study patients we explore whether tachycardia predicts cardiovascular endpoints in high risk hypertension and whether the in-trial blood pressure lowering modified the tachycardia - related risk. Methods: Heart rate from ECG readings at baseline and annually throughout the trial. Results: In the Cox Regression analysis the primary endpoint hazard ratio for a 10 beats per minute increment of baseline heart rate was 1.16 (1.12-1.2) p < 0.0001, 1.17 (1.13-1.22) p < 0.0001 and 1.22 (1.18-1.27) p < 0.0001 unadjusted, adjusted for baseline blood pressure and for blood pressure plus risk factors, respectively. Primary endpoints strikingly increased in the highest quintile of baseline heart rate (=/>79 beats). Primary endpoints in the highest heart rate quintile were 30 % higher in first, 55 % in second, 55 % in third, 52 % in fourth and 46 % in the fifth year of the study. The in-trial heart rate was also a potent predictor. The primary endpoint hazard ratios of highest heart rate quintile versus pooled lower 4 quintiles was (1.34-1.66) p < 0.0001 unadjusted, 1.52 (1.36-1.69) p <0.0001 adjusted for baseline blood pressure and risk factors and 1.52 (1.36-1.69) p < 0.0001 further adjusted for in trial pressure. The increase of primary events in the upper quintile of in-trial heart rate was 68% in the group with good and 63% in the group with inadequate blood pressure control (both p < 0.0001 by log rank test). Conclusions: 1./ Tachycardia is a short term marker and a long term predictor of adverse event in high risk hypertension. 2./ Tachycardia contributes to the residual cardiovascular risk regardless of the degree of BP control. We hypothesize heart rate lowering with appropriate drugs may further decrease the cardiovascular risk in patients with high risk hypertension and tachycardia.

L'evolució del risc del preu de l'IBEX 35 i de l'or de 24 quirats durant el període 2008-2012

En aquest treball es porta a terme l’anàlisi del comportament i l’anàlisi del risc del preu de l’índex borsari IBEX-35 i de la matèria primera Or de 24 quirats, durant el període comprès entre els anys 2008-2012. Concretament s’analitza com han evolucionat determinades mesures del risc, com la Volatilitat, el VaR i el CVaR, en IBEX-35 i en l’Or de 24 quirats. La finalitat d’aquests càlculs, és aconseguir evidencies del diferent comportament del preu de l’IBEX-35 i de l’Or de 24 quirats entre els anys 2008 i 2012, i poder tenir arguments a favor de la idea de que l’Or és un valor refugi, sobretot en temps de crisi.

Cell-mediated immunity to predict cytomegalovirus disease in high-risk solid organ transplant recipients.

Late-onset cytomegalovirus (CMV) disease commonly occurs after discontinuation of antiviral prophylaxis. We determined the utility of testing CD8+ T-cell response against CMV as a predictor of late-onset CMV disease after a standard course of antiviral prophylaxis. Transplant patients at high-risk for CMV disease were enrolled. CD8+ T-cell-mediated immunity (CMI) was tested using the QuantiFERON-CMV assay at baseline, 1, 2 and 3 months posttransplant by measurement of interferon-gamma response to whole blood stimulation with a 21-peptide pool. The primary outcome was the ability of CMI testing to predict CMV disease in the first 6 months posttransplant. There were 108 evaluable patients (D+/R+ n = 39; D-/R+ n = 34; D+/R- n = 35) of whom 18 (16.7%) developed symptomatic CMV disease. At the end of prophylaxis, CMI was detectable in 38/108 (35.2%) patients (cutoff 0.1 IU/mL interferon-gamma). CMV disease occurred in 2/38 (5.3%) patients with a detectable interferon-gamma response versus 16/70 (22.9%) patients with a negative response; p = 0.038. In the subgroup of D+/R- patients, CMV disease occurred in 1/10 (10.0%) patients with a detectable interferon-gamma response (cutoff 0.1 IU/mL) versus 10/25 (40.0%) patients with a negative CMI, p = 0.12. Monitoring of CMI may be useful for predicting late-onset CMV disease.

p53 Mutation in histologically normal mucosa of the aero-digestive tract is not a marker of increased risk for second primary carcinoma in head and neck cancer patients.

Head and neck cancer patients are at high risk for developing second primary tumors. This is known as field cancerization of the aero-digestive tract. In a previous study, we showed that patients with multiple primary tumors were more likely to have p53 mutations in histologically normal mucosae than patients presenting with an isolated tumor. Based on this observation, we postulated that p53 mutations in normal tissue samples of patients bearing a single primary tumor could have a clinical value as a biomarker for the risk of developing second primary tumors. Thirty-five patients presenting with a single primary tumor were followed-up for a median of 51 months (range 1 month to 10.9 years) after biopsies of histologically normal squamous cell mucosa had been analyzed for p53 mutations with a yeast functional assay at the time of the primary tumor. During this follow-up, recurrences and non-sterilization of the primary tumor, occurrence of lymph node metastases, and of second primary tumors were evaluated. Sixteen (45.7%) patients were found to have p53 mutations in their normal squamous cell mucosa, and 19 (54.3%) patients showed no mutation. No relationship was found between p53 mutations and the occurrence of evaluated events during follow-up. Notably, the rate of second primary tumors was not associated with p53 mutations in the normal squamous mucosa. The correlation between p53 mutations in histologically normal mucosae and the incidence of second primary tumors is generally low. The benefit of analyzing p53 mutations in samples of normal squamous cell mucosa in every patient with a primary tumor of the head and neck is doubtful.

Troponin-based risk stratification of patients with acute nonmassive pulmonary embolism: systematic review and metaanalysis.

BACKGROUND: Controversy exists regarding the usefulness of troponin testing for the risk stratification of patients with acute pulmonary embolism (PE). We conducted an updated systematic review and a metaanalysis of troponin-based risk stratification of normotensive patients with acute symptomatic PE. The sources of our data were publications listed in Medline and Embase from 1980 through April 2008 and a review of cited references in those publications. METHODS: We included all studies that estimated the relation between troponin levels and the incidence of all-cause mortality in normotensive patients with acute symptomatic PE. Two reviewers independently abstracted data and assessed study quality. From the literature search, 596 publications were screened. Nine studies that consisted of 1,366 normotensive patients with acute symptomatic PE were deemed eligible. Pooled results showed that elevated troponin levels were associated with a 4.26-fold increased odds of overall mortality (95% CI, 2.13 to 8.50; heterogeneity chi(2) = 12.64; degrees of freedom = 8; p = 0.125). Summary receiver operating characteristic curve analysis showed a relationship between the sensitivity and specificity of troponin levels to predict overall mortality (Spearman rank correlation coefficient = 0.68; p = 0.046). Pooled likelihood ratios (LRs) were not extreme (negative LR, 0.59 [95% CI, 0.39 to 0.88]; positive LR, 2.26 [95% CI, 1.66 to 3.07]). The Begg rank correlation method did not detect evidence of publication bias. CONCLUSIONS: The results of this metaanalysis indicate that elevated troponin levels do not adequately discern normotensive patients with acute symptomatic PE who are at high risk for death from those who are at low risk for death.

Clinical follow-up of women infected with human papillomavirus-16, either alone or with other human papillomavirus types : identification of different risk groups

Rapport de synthèse Objectifs : Évaluer l'impact clinique de femmes infectées par de multiples papillomavirus human (HPV) à haut risque dont le HPV 16 en comparaison de l'évolution de femmes infectées par du HPV 16 seul. Méthode : 169 femmes ont été classifiées en trois groupes, dépendant de leur profile HPV: HPV-16 seul, HPV-16 et un HPV de type bas risque, HPV-16 et un autre HPV à haut risque. Le HPV-DNA des frottis cervicaux a été analysé par polymerase chain reaction (PCR) et reverse line blot hybridization (RLBH). Toutes les femmes ont été suivies à la consultation de colposcopie pour une durée de 24 mois ou plus. La prise en charge s'est faite selon les recommandations de Bethesda. Résultats : Les femmes infectées par du HPV 16 et un autre HPV à haut risque n'ont présenté aucun changement voire une progression de leur dysplasie en comparaison des femmes des autres groupes (RR: 1.39; 95%CI: 1.07 à 1.82; p value: 0.02 à 6 mois; RR: 2.10; 95%CI: 1.46 à 3.02; p value: <0.001 à 12 mois; RR: 1.82; 95%CI: 1.21 à 2.72; p value: 0.004 à 24 mois). Conclusions : Les femmes présentant une co-infection par du HPV 16 ainsi qu'un autre HPV de haut risque voient leur risque d'évolution défavorable augmenter.

Predictive accuracy of original and recalibrated Framingham risk score in the Swiss population.

OBJECTIVE: To compare the predictive accuracy of the original and recalibrated Framingham risk function on current morbidity from coronary heart disease (CHD) and mortality data from the Swiss population. METHODS: Data from the CoLaus study, a cross-sectional, population-based study conducted between 2003 and 2006 on 5,773 participants aged 35-74 without CHD were used to recalibrate the Framingham risk function. The predicted number of events from each risk function were compared with those issued from local MONICA incidence rates and official mortality data from Switzerland. RESULTS: With the original risk function, 57.3%, 21.2%, 16.4% and 5.1% of men and 94.9%, 3.8%, 1.2% and 0.1% of women were at very low (<6%), low (6-10%), intermediate (10-20%) and high (>20%) risk, respectively. With the recalibrated risk function, the corresponding values were 84.7%, 10.3%, 4.3% and 0.6% in men and 99.5%, 0.4%, 0.0% and 0.1% in women, respectively. The number of CHD events over 10 years predicted by the original Framingham risk function was 2-3 fold higher than predicted by mortality+case fatality or by MONICA incidence rates (men: 191 vs. 92 and 51 events, respectively). The recalibrated risk function provided more reasonable estimates, albeit slightly overestimated (92 events, 5-95th percentile: 26-223 events); sensitivity analyses showed that the magnitude of the overestimation was between 0.4 and 2.2 in men, and 0.7 and 3.3 in women. CONCLUSION: The recalibrated Framingham risk function provides a reasonable alternative to assess CHD risk in men, but not in women.

Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman

We experimentally question the assertion of Prospect Theory that people display risk attraction in choices involving high-probability losses. Indeed, our experimental participants tend to avoid fair risks for large (up to ? 90), high-probability (80%) losses. Our research hinges on a novel experimental method designed to alleviate the house-money bias that pervades experiments with real (not hypothetical) loses.Our results vindicate Daniel Bernoulli?s view that risk aversion is the dominant attitude,But, contrary to the Bernoulli-inspired canonical expected utility theory, we do find frequent risk attraction for small amounts of money at stake.In any event, we attempt neither to test expected utility versus nonexpected utility theories, nor to contribute to the important literature that estimates value and weighting functions. The question that we ask is more basic, namely: do people display risk aversion when facing large losses, or large gains? And, at the risk of oversimplifying, our answer is yes.

Predictive Value of Readiness, Importance, and Confidence in Ability to Change Drinking and Smoking

Background: Visual analog scales (VAS) are used to assess readiness to changeconstructs, which are often considered critical for change.Objective: We studied whether 3 constructs -readiness to change, importance of changing and confidence inability to change- predict risk status 6 months later in 20 year-old men with either orboth of two behaviors: risky drinking and smoking. Methods: 577 participants in abrief intervention randomized trial were assessed at baseline and 6 months later onalcohol and tobacco consumption and with three 1-10 VAS (readiness, importance,confidence) for each behavior. For each behavior, we used one regression model foreach constructs. Models controlled for receipt of a brief intervention and used thelowest level (1-4) in each construct as the reference group (vs medium (5-7) and high(8-10) levels).Results: Among the 475 risky drinkers, mean (SD) readiness, importance and confidence to change drinking were 4.0 (3.1), 2.8 (2.2) and 7.2 (3.0).Readiness was not associated with being alcohol-risk free 6 months later (OR 1.3[0.7; 2.2] and 1.4 [0.8; 2.6] for medium and high readiness). High importance andhigh confidence were associated with being risk free (OR 0.9 [0.5; 1.8] and 2.9 [1.2;7.5] for medium and high importance; 2.1 [1.0;4.8] and 2.8 [1.5;5.6] for medium andhigh confidence). Among the 320 smokers, mean readiness, importance andconfidence to change smoking were 4.6 (2.6), 5.3 (2.6) and 5.9 (2.6). Neitherreadiness nor importance were associated with being smoking free (OR 2.1 [0.9; 4.7]and 2.1 [0.8; 5.8] for medium and high readiness; 1.4 [0.6; 3.4] and 2.1 [0.8; 5.4] formedium and high importance). High confidence was associated with being smokingfree (OR 2.2 [0.8;6.6] and 3.4 [1.2;9.8] for medium and high confidence).Conclusions: For drinking and smoking, high confidence in ability to change wasassociated -with similar magnitude- with a favorable outcome. This points to thevalue of confidence as an important predictor of successful change.

Reduction in the use of diagnostic tests in infants with risk factors for early-onset neonatal sepsis does not delay antibiotic treatment.

Despite a low positive predictive value, diagnostic tests such as complete blood count (CBC) and C-reactive protein (CRP) are commonly used to evaluate whether infants with risk factors for early-onset neonatal sepsis (EOS) should be treated with antibiotics. We investigated the impact of implementing a protocol aiming at reducing the number of diagnostic tests in infants with risk factors for EOS in order to compare the diagnostic performance of repeated clinical examination with CBC and CRP measurement. The primary outcome was the time between birth and the first dose of antibiotics in infants treated for suspected EOS. Among the 11,503 infants born at ≥35 weeks during the study period, 222 were treated with antibiotics for suspected EOS. The proportion of infants receiving antibiotics for suspected EOS was 2.1% and 1.7% before and after the change of protocol (p = 0.09). Reduction of diagnostic tests was associated with earlier antibiotic treatment in infants treated for suspected EOS (hazard ratio 1.58; 95% confidence interval [CI] 1.20-2.07; p <0.001), and in infants with neonatal infection (hazard ratio 2.20; 95% CI 1.19-4.06; p = 0.01). There was no difference in the duration of hospital stay nor in the proportion of infants requiring respiratory or cardiovascular support before and after the change of protocol. Reduction of diagnostic tests such as CBC and CRP does not delay initiation of antibiotic treatment in infants with suspected EOS. The importance of clinical examination in infants with risk factors for EOS should be emphasised.

Residual venous obstruction, alone and in combination with D-dimer, as a risk factor for recurrence after anticoagulation withdrawal following a first idiopathic deep vein thrombosis in the prolong study.

OBJECTIVE: This study aims to assess the predictive value of residual venous obstruction (RVO) for recurrent venous thrombo-embolism (VTE) in a study using D-dimer to predict outcome. DESIGN: This is a multicentre randomised open-label study. METHODS: Patients with a first episode of idiopathic VTE were enrolled on the day of anticoagulation discontinuation when RVO was determined by compression ultrasonography in those with proximal deep vein thrombosis (DVT) of the lower limbs. D-dimer was measured after 1 month. Patients with normal D-dimer did not resume anticoagulation while patients with abnormal D-dimer were randomised to resume anticoagulation or not. The primary outcome measure was recurrent VTE over an 18-month follow-up. RESULTS: A total of 490 DVT patients were analysed (after excluding 19 for different reasons and 118 for isolated pulmonary embolism (PE)). Recurrent DVT occurred in 19% (19/99) of patients with abnormal D-dimer who did not resume anticoagulation and 10% (31/310) in subjects with normal D-dimer (adjusted hazard ratio: 2.1; p = 0.02). Recurrences were similar in subjects either with (11%, 17/151) or without RVO (13%, 32/246). Recurrent DVT rates were also similar for normal D-dimer, with or without RVO, and for abnormal D-dimer, with or without RVO. CONCLUSIONS: Elevated D-dimer at 1 month after anticoagulation withdrawal is a risk factor for recurrence, while RVO at the time of anticoagulation withdrawal is not.

Alcohol drinking and cardiovascular risk in a population with high mean alcohol consumption

Résumé : Description : Ce travail de thèse évalue l'impact de la consommation importante d'alcool sur les facteurs de risque cardiovasculaire et l'estimation du risque cardiovasculaire à 10 ans (risque de développer une maladie coronarienne}, dans une population avec une consommation moyenne élevée d'alcool. La consommation modérée d'alcool a été liée à un risque plus faible de développer une maladie coronarienne. Cependant, les données concernant la consommation importante d'alcool et le risque de développer une maladie coronarienne sont conflictuelles. Il y a également peu d'études dans lesquelles les consommations importantes d'alcool ont pu être évaluées en raison du petit nombre de sujets présentant une telle consommation. Résultats: Nous avons utilisé les données de l'étude CoLaus, une étude populationnelle qui inclut des adultes, âgés de 35 à 75 ans, de la ville de Lausanne. Nous avons inclus 5'769 participants, sans maladie cardiovasculaire, pour lesquels la consommation d'alcool d'une semaine a été catégorisée en 0, 1 à 6, 7 à 13, 14 à 20, 21 à 27, 28 à 34 et >=35 verres/semaine et en non-consommateur (0 verre/semaine), consommateur modéré (1 à 13 verres/semaine), important (14 à 34 verres/semaine) et très important (>= 35). La tension artérielle et les lipides ont été mesurés et le risque de développer une maladie coronarienne à 10 ans a été calculé en utilisant le score de Framingham. 73% des participants consommaient de l'alcool; 16% étaient des consommateurs importants et 2% des consommateurs très importants. L'analyse rnultivariée a montré une augmentation du cholestérol HDL avec la consommation d'alcool (de 1.570.01 [moyenne +- erreur standard] chez les non consommateurs à 1.880.03 mmol/L chez les consommateurs très importants), des triglycérides (1.17+-1.01 à 1.32+-1.05 mmol/L) et des valeurs de tension artérielle systolique (127.4+-0.4 à 132.2+-.4 mm Hg) et diastolique (78.7+-0.3 à 81.7+-0.9 mm Hg, toutes les valeurs de p pour trend<0.001). Quant au risque de développer une maladie coronarienne à 10 ans, il a augmenté de 4.31%+-0.10 à 4.90%+-0.37 (p=0.03) avec la consommation d'alcool, en décrivant une courbe en J. En examinant le type de consommation, on a vu que la consommation de vin a plus d'effet sur l'augmentation des valeurs de cholestérol HDL, alors que la consommation de bière ou de spiritueux a plus d'effet sur l'augmentation des valeurs de triglycérides. Conclusions et perspectives: Nos résultats montrent qu'en ce qui concerne l'estimation du risque cardiovasculaire à 10 ans, l'effet protecteur de la consommation d'alcool disparaît pour des consommations très importantes, car l'effet bénéfique des valeurs augmentées de cholestérol HDL est contrecarré par l'augmentation des valeurs de tension artérielle. Quant aux différents types d'alcool, d'autres études sont nécessaires pour mieux évaluer leur effet spécifique sur les facteurs de risque cardiovasculaire.