An article in the July 2016 issue, "Bruton's tyrosine kinase inhibitors in chronic lymphocytic leukemia and lymphoma" by Gaurav Varma, MSPH, Tyler P. Johnson, MD, and Ranjana H. Advani, MD, described ONO/GS-4059 as a "reversible" inhibitor of BTK when it is in fact an "irreversible" inhibitor. We have made the correction to pages 546 and 552 of the online version at www.hematologyandoncology.ne...

natal bed rest may actually have a deleterious effect upon fetal growth and well-being and that until this basic problem is settled it is not possible to say whether the better results obtained by Dr. Varma and Professor Curzen in their decompressed patients are more likely to have been effected by the dcompression itself or by the lesser amount of enforced bed rest to which they were subjected...

In this paper, our proposal is to combine univariate ARMA models to produce a variant of the VARMA model that is much more easily implementable and does not involve certain complications. The original model is reduced to a series of univariate problems and a copula – like term (a mixture-of-normals densities) is introduced to handle dependence. Since the univariate problems are easy to handle b...

The monorchiid trematode Huridostomum formionis Mamaev, 1970 originally described from the black pomfret, Apolectus niger, from the Gulf of Tonkin by Mamaev (1970) is redescribed based on material collected from the same host from the Visakhapatnam coast, Bay of Bengal. The redescription provides additional information on the arrangement of the enlarged spines on the anterodorsal region of the ...

A matrix is called a multiple resultant matrix associated to two matrix polynomials when it becomes singular if and only if the two matrix polynomials have at least one common eigenvalue. In this paper a new multiple resultant matrix is introduced. It concerns the Fisher information matrix (FIM) of a stationary vector autoregressive and moving average time series process (VARMA). The two matrix...

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...