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Arterial embolism caused by a peripherally inserted central catheter in a very premature infant:A case report and literature review 被引量:3
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作者 Yi-Fei Huang Yan-Ling Hu +4 位作者 Xing-Li Wan Hong Cheng yao-hua wu Xiao-Yan Yang Jing Shi 《World Journal of Clinical Cases》 SCIE 2020年第18期4259-4265,共7页
BACKGROUND Extremely premature infants have poor vascular conditions.Operators often choose deep veins such as the femoral vein and axillary vein to peripherally insert central catheters,and these vessels are often ac... BACKGROUND Extremely premature infants have poor vascular conditions.Operators often choose deep veins such as the femoral vein and axillary vein to peripherally insert central catheters,and these vessels are often accompanied by arteries;thus,it is easy to mistakenly enter the artery.CASE SUMMARY The case of an extremely premature infant(born at gestational age 28+3)in whom the left upper extremity artery was accidentally entered during peripheral puncture of the central venous catheter is reported.On the 19th day of hospitalization,the index finger,middle finger and ring finger of the left hand were rosy,the left radial artery and brachial artery pulse were palpable,the recovery was 95%,and the improvement was obvious.At discharge 42 d after admission,there was no abnormality in fingertip activity during the follow-up period.CONCLUSION Arterial embolization in preterm infants requires an individualized treatment strategy combined with local anticoagulation and 2%nitroglycerin ointment for local tissue damage caused by arterial embolism in the upper limb.Continuous visualization of disease changes using image visualization increases the likelihood of a good outcome. 展开更多
关键词 Arterial thrombosis ANTICOAGULATION NITROGLYCERIN Peripherally inserted central catheters Case report
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Change-point estimation for censored regression model 被引量:9
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作者 Zhan-feng WANG yao-hua wu Lin-cheng ZHAO 《Science China Mathematics》 SCIE 2007年第1期63-72,共10页
In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly... In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained. 展开更多
关键词 censored regression least ABSOLUTE deviance (LAD) CHANGE-POINT STRONG CONSISTENCE CONVERGENCE rate.
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Clinical phenotypes of patients with obstructive sleep apnea-hypopnea syndrome: a cluster analysis 被引量:2
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作者 Zheng Zhu Kai-Da Guo +1 位作者 yao-hua wu Rui Chen 《Chinese Medical Journal》 SCIE CAS CSCD 2021年第18期2240-2242,共3页
To the Editor:Obstructive sleep apnea-hypopnea syndrome(OSAHS)is a common sleep-disordered breathing disease with a range of harmful sequelae.As a syndrome related to multiple systems,[1]the clinical presentation of O... To the Editor:Obstructive sleep apnea-hypopnea syndrome(OSAHS)is a common sleep-disordered breathing disease with a range of harmful sequelae.As a syndrome related to multiple systems,[1]the clinical presentation of OSAHS is characterized by a large heterogeneity.At the World Sleep 2019 conference,a series of cluster analyses on the Icelandic sleep apnea cohort[2]were introduced in detail.However,data from China are missing due to less relevant studies.Furthermore,although the relationship between OSAHS and cognitive impairment was confirmed in the 1980s,all variables assessing cognitive function have not yet been explored. 展开更多
关键词 SLEEP APNEA CLUSTER
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Composite Quantile Regression Estimation for Left Censored Response Longitudinal Data 被引量:1
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作者 Li-qun XIAO Zhan-feng WANG yao-hua wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第4期730-741,共12页
For left censored response longitudinal data, we propose a composite quantile regression estimator(CQR) of regression parameter. Statistical properties such as consistency and asymptotic normality of CQR are studied... For left censored response longitudinal data, we propose a composite quantile regression estimator(CQR) of regression parameter. Statistical properties such as consistency and asymptotic normality of CQR are studied under relaxable assumptions of correlation structure of error terms. The performance of CQR is investigated via simulation studies and a real dataset analysis. 展开更多
关键词 longitudinal data left censored quantile regression randomly weighting
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Nonlinear Least Squares Estimation of Log-ACD Models 被引量:1
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作者 Zhao CHEN Wei LIU +2 位作者 Christina Dan WANG wu-qing wu yao-hua wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2018年第3期516-533,共18页
This paper studies a nonlinear least squares estimation method for the logarithmic autoregressive conditional duration(Log-ACD) model. We establish the strong consistency and asymptotic normality for our estimator u... This paper studies a nonlinear least squares estimation method for the logarithmic autoregressive conditional duration(Log-ACD) model. We establish the strong consistency and asymptotic normality for our estimator under weak moment conditions suitable for applications involving heavy-tailed distributions. We also discuss inference for the Log-ACD model and Log-ACD models with exogenous variables. Our results can be easily translated to study Log-GARCH models. Both simulation study and real data analysis are conducted to show the usefulness of our results. 展开更多
关键词 Log-ACD model nonlinear least squares estimation Log-GARCH model heavy-tail
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Distribution Approximation of Shrinkage Estimate in Censored Regression Model via Randomly Weighting Method
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作者 Xian-hui LIU Zhan-feng WANG yao-hua wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2019年第2期421-434,共14页
Censored regression("Tobit") model is a special case of limited dependent variable regression model, and plays an important role in econometrics. Based on this model, all kinds of methods for variable or gro... Censored regression("Tobit") model is a special case of limited dependent variable regression model, and plays an important role in econometrics. Based on this model, all kinds of methods for variable or group variable selection have been developed and the corresponding shrinkage parameter estimates are widely studied. However, asymptotic distributions of the shrinkage estimates involve unknown nuisance parameters,such as density function of error term. To avoid estimating nuisance parameters, this paper presents a randomly weighting method to approximate to the asymptotic distribution of the shrinkage estimate. A computation procedure of random approximation is provided and asymptotic properties of the randomly weighting estimates are also obtained. The proposed methods are evaluated with extensively numerical studies and a women labor supply example. 展开更多
关键词 Censored regression model VARIABLE SELECTION ASYMPTOTIC properties randomly weighting
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Approximation to the Distribution of the Least Squares Estimators in Two Dimensional Cosine Models by Randomly Weighted Bootstrap
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作者 Yuan-yuan ZHAO Rui-xing MING yao-hua wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2013年第4期765-776,共12页
Recently, Kundu and Gupta (Metrika, 48:83 C 97, 1998) established the asymptotic normality of the least squares estimators in the two dimensional cosine model. In this paper, we give the approximation to the genera... Recently, Kundu and Gupta (Metrika, 48:83 C 97, 1998) established the asymptotic normality of the least squares estimators in the two dimensional cosine model. In this paper, we give the approximation to the general least squares estimators by using random weights which is called the Bayesian bootstrap or the random weighting method by Rubin (Annals of Statistics, 9:130 C 134, 1981) and Zheng (Acta Math. Appl. Sinica (in Chinese), 10(2): 247 C 253, 1987). A simulation study shows that this approximation works very well. 展开更多
关键词 two dimensional model least squares estimator Bayesian bootstrap random weighting method
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Analysis of φ-divergence for Loglinear Models with Constraints under Product-multinomial Sampling
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作者 Ying-hua JIN yao-hua wu 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2013年第1期93-104,共12页
The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum C-divergence estimator (RMDE) which is a generalization of the ... The loglinear model under product-multinomial sampling with constraints is considered. The asymptotic expansion and normality of the restricted minimum C-divergence estimator (RMDE) which is a generalization of the maximum likelihood estimator is presented. Then various statistics based on C-divergence and RMCDE are used to test various hypothesis test problems under the model considered. These statistics contain the classical loglikelihood ratio test statistics and Pearson chi-squared test statistics. Ia the last section, a simulation study is implemented. 展开更多
关键词 loglinear model product-multinomial sampling Restricted minimum C-divergence estimator(RMDE) C-divergence test statistics
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