Multivariate risk analysis is concerned with extreme observations. If the underlying distribution has a unimodal density then both the decay rate of the tails and the asymptotic shape of the level sets of the density are of importance for the dependence structure of extreme observations. For heavy-tailed densities, the sample clouds converge in distribution to a Poisson point process with a hom...

We propose a new and flexible non-parametric framework for estimating the jump tails of Itô semimartingale processes. The approach is based on a relatively simple-to-implement set of estimating equations associated with the compensator for the jump measure, or its “intensity”, that only utilizes the weak assumption of regular variation in the jump tails, along with in-fill asymptotic arguments ...

The mechanism by which the ligand occupancy state of the T cell receptor complex is converted into intracellular signaling information has been a controversial topic. Although the majority of structural studies argue against a conformational change, recent studies support the possibility for such a change within the CD3 components of the TCR complex. In this commentary, the evidence for TCR con...