Image guided critical screw placement precision in the cervical spine : important or incidental? : results of a series of 91 consecutive cases using OVEM

Study design: A retrospective study of image guided cervical implant placement precision. Objective: To describe a simple and precise classification of cervical critical screw placement. Summary of Background Data: "Critical" screw placement is defined as implant insertion into a bone corridor which is surrounded circumferentially by neurovascular structures. While the use of image guidance has improved accuracy, there is currently no classification which provides sufficient precision to assess the navigation success of critical cervical screw placement. Methods: Based on postoperative clinical evaluation and CT imaging, the orthogonal view evaluation method (OVEM) is used to classify screw accuracy into grade I (no cortical breach), grade la (screw thread cortical breach), grade II (internal diameter cortical breach) and grade III (major cortical breach causing neural or vascular injury). Grades II and III are considered to be navigation failures, after accounting for bone corridor / screw mismatch (minimal diameter of targeted bone corridor being smaller than an outer screw diameter). Results: A total of 276 screws from 91 patients were classified into grade I (64.9%), grade la (18.1%), and grade II (17.0%). No grade III screw was observed. The overall rate of navigation failure was 13%. Multiple logistic regression indicated that navigational failure was significantly associated with the level of instrumentation and the navigation system used. Navigational failure was rare (1.6%) when the margin around the screw in the bone corridor was larger than 1.5 mm. Conclusions: OVEM evaluation appears to be a useful tool to assess the precision of critical screw placement in the cervical spine. The OVEM validity and reliability need to be addressed. Further correlation with clinical outcomes will be addressed in future studies.

Fifth series of historical documents : [All relating to the War of 1812].

Published under the auspices of "The Literary and Historical Society of Quebec".

Why are we still at war? : or, The American question considered ; in a series of essays rejected by the journalists as unpopular ; recommended to a candid perusal /

In the Pamphleteer, vol. 4, p. 551-576. London, 1814.

Why are we still at war? : or, The American question considered ; in a series of essays rejected by the journalists as unpopular ; recommended to a candid perusal

In the Pamphleteer, vol. 4, p. 551-576. London, 1814

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886)

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886) Vol.2

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Niagara River and Falls from Lake Erie to Lake Ontario : a series of one hundred and fifty-three original etchings (1886) Vol. 3

A portfolio of 50 folio and 103 vignette etchings, printed on fine china paper, which has been pressed into a sturdy hand-made paper. The plates were printed by J.H. Daniels of Boston in black, brown, sepia or blue ink. All prints are dated, numbered, and signed or initialed in the plate by Sangster, and the folio prints have pencil signatures. Vol. 1. Vignettes (nos. 1-53) -- vol. 2. Vignettes (nos. 54-103) -- vol. 3. Plates (vol. 1 and 2, nos. 1-50).

Analysis of multiple change-points in normally distributed series.

Tesis (Maestría en Ciencias con Orientación en Matemáticas) UANL, 2013.

Lecciones de cosas en series graduadas, con nociones de objetos comunes

UANL

Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.