Literatura académica sobre el tema "Qh 244"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Índice
Consulte las listas temáticas de artículos, libros, tesis, actas de conferencias y otras fuentes académicas sobre el tema "Qh 244".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Artículos de revistas sobre el tema "Qh 244"
Hirota-Mamoto, Rie, Ryoko Nagai, Shinjiro Tachibana, Masaaki Yasuda, Akio Tani, Kazuhide Kimbara y Fusako Kawai. "Cloning and expression of the gene for periplasmic poly(vinyl alcohol) dehydrogenase from Sphingomonas sp. strain 113P3, a novel-type quinohaemoprotein alcohol dehydrogenase". Microbiology 152, n.º 7 (1 de julio de 2006): 1941–49. http://dx.doi.org/10.1099/mic.0.28848-0.
Texto completoGawlik, Anna, George Lee, Michael D. Feldman, Guangjing Zhu, Robert W. Veltri y Anant Madabhushi. "Computer extracted nuclear features from tumor and benign regions of Feulgen and H&E images to help predict recurrence in prostate cancer patients following radical prostatectomy." Journal of Clinical Oncology 35, n.º 15_suppl (20 de mayo de 2017): e16556-e16556. http://dx.doi.org/10.1200/jco.2017.35.15_suppl.e16556.
Texto completoRöhr, Susanne, Alexander Pabst, Steffi G. Riedel-Heller, Frank Jessen, Yuda Turana, Yvonne S. Handajani, Carol Brayne et al. "Estimating prevalence of subjective cognitive decline in and across international cohort studies of aging: a COSMIC study". Alzheimer's Research & Therapy 12, n.º 1 (diciembre de 2020). http://dx.doi.org/10.1186/s13195-020-00734-y.
Texto completoHien, Nguyen Dinh. "KẾT QUẢ KHẢO SÁT BƯỚC ĐẦU VỀ TÌNH HÌNH VIẾT SAI, VIẾT NHẦM CHỮ HÁN CỦA SINH VIÊN VIỆT NAM". VNU Journal of Foreign Studies 33, n.º 1 (24 de enero de 2017). http://dx.doi.org/10.25073/2525-2445/vnufs.4124.
Texto completoAad, G., B. Abbott, K. Abeling, N. J. Abicht, S. H. Abidi, A. Aboulhorma, H. Abramowicz et al. "Search for flavour-changing neutral tqH interactions with H → γγ in pp collisions at $$ \sqrt{s} $$ = 13 TeV using the ATLAS detector". Journal of High Energy Physics 2023, n.º 12 (28 de diciembre de 2023). http://dx.doi.org/10.1007/jhep12(2023)195.
Texto completoYe, Shenglan, Yang Zhang y Xiaoxiao Shu. "Effects of microbial-phytoremediation on plant diversity and soil physico-chemical properties in northern shaanxi coal mining area, china". Bangladesh Journal of Botany, 31 de agosto de 2023, 495–502. http://dx.doi.org/10.3329/bjb.v52i2.68290.
Texto completoYe, Shenglan, Yang Zhang y Xiaoxiao Shu. "Effects of microbial-phytoremediation on plant diversity and soil physico-chemical properties in northern shaanxi coal mining area, china". Bangladesh Journal of Botany, 31 de agosto de 2023, 495–502. http://dx.doi.org/10.3329/bjb.v52i20.68290.
Texto completoAgyemang, Victor Ofori. "Geophysical investigation of groundwater potential and aquifer protective capability in selected communities within Cape Coast municipality, Ghana". Applied Water Science 12, n.º 2 (28 de enero de 2022). http://dx.doi.org/10.1007/s13201-021-01558-3.
Texto completoTesis sobre el tema "Qh 244"
Rusch, Thomas, Patrick Mair y Reinhold Hatzinger. "Psychometrics With R: A Review Of CRAN Packages For Item Response Theory". WU Vienna University of Economics and Business, 2013. http://epub.wu.ac.at/4010/1/resrepIRThandbook.pdf.
Texto completoSeries: Discussion Paper Series / Center for Empirical Research Methods
Zeileis, Achim y Christian Kleiber. "Approximate replication of high-breakdown robust regression techniques". Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2008. http://epub.wu.ac.at/422/1/document.pdf.
Texto completoSeries: Research Report Series / Department of Statistics and Mathematics
Zeileis, Achim, Ajay Shah y Ila Patnaik. "Exchange Rate Regime Analysis Using Structural Change Methods". Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2007. http://epub.wu.ac.at/386/1/document.pdf.
Texto completoSeries: Research Report Series / Department of Statistics and Mathematics
Zeileis, Achim, Christian Kleiber y Simon Jackman. "Regression Models for Count Data in R". Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2007. http://epub.wu.ac.at/1168/1/document.pdf.
Texto completoSeries: Research Report Series / Department of Statistics and Mathematics
Yang, Congcong, Alfred Taudes y Guozhi Dong. "Efficiency Analysis of European Freight Villages-Three Peers for Benchmarking". Department für Informationsverarbeitung und Prozessmanagement, WU Vienna University of Economics and Business, 2015. http://epub.wu.ac.at/4517/1/Efficiency_analysis_of_European_FVs%2Dthree_peers_for_benchmarking.pdf.
Texto completoSeries: Working Papers on Information Systems, Information Business and Operations
Yildirim, Evrim. "Development Of In Vitro Micropropagation Techniques For Saffron (crocus Sativus L.)". Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608730/index.pdf.
Texto completoBenko, Michal. "Functional data analysis with applications in finance". Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2007. http://dx.doi.org/10.18452/15585.
Texto completoIn many different fields of applied statistics an object of interest is depending on some continuous parameter. Typical examples in finance are implied volatility functions, yield curves or risk-neutral densities. Due to the different market conventions and further technical reasons, these objects are observable only on a discrete grid, e.g. for a grid of strikes and maturities for which the trade has been settled at a given time-point. By collecting these functions for several time points (e.g. days) or for different underlyings, a bunch (sample) of functions is obtained - a functional data set. The first topic considered in this thesis concerns the strategies of recovering the functional objects (e.g. implied volatilities function) from the observed data based on the nonparametric smoothing methods. Besides the standard smoothing methods, a procedure based on a combination of nonparametric smoothing and the no-arbitrage-theory results is proposed for implied volatility smoothing. The second part of the thesis is devoted to the functional data analysis (FDA) and its connection to the problems present in the empirical analysis of the financial markets. The theoretical part of the thesis focuses on the functional principal components analysis -- functional counterpart of the well known multivariate dimension-reduction-technique. A comprehensive overview of the existing methods is given, an estimation method based on the dual problem as well as the two-sample inference based on the functional principal component analysis are discussed. The FDA techniques are applied to the analysis of the implied volatility and yield curve dynamics. In addition, the implementation of the FDA techniques together with a FDA library for the statistical environment XploRe are presented.
Maier, Marco J. "DirichletReg: Dirichlet Regression for Compositional Data in R". WU Vienna University of Economics and Business, 2014. http://epub.wu.ac.at/4077/1/Report125.pdf.
Texto completoSeries: Research Report Series / Department of Statistics and Mathematics
Chao, Shih-Kang. "Quantile regression in risk calibration". Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17223.
Texto completoQuantile regression studies the conditional quantile function QY|X(τ) on X at level τ which satisfies FY |X QY |X (τ ) = τ , where FY |X is the conditional CDF of Y given X, ∀τ ∈ (0,1). Quantile regression allows for a closer inspection of the conditional distribution beyond the conditional moments. This technique is par- ticularly useful in, for example, the Value-at-Risk (VaR) which the Basel accords (2011) require all banks to report, or the ”quantile treatment effect” and ”condi- tional stochastic dominance (CSD)” which are economic concepts in measuring the effectiveness of a government policy or a medical treatment. Given its value of applicability, to develop the technique of quantile regression is, however, more challenging than mean regression. It is necessary to be adept with general regression problems and M-estimators; additionally one needs to deal with non-smooth loss functions. In this dissertation, chapter 2 is devoted to empirical risk management during financial crises using quantile regression. Chapter 3 and 4 address the issue of high-dimensionality and the nonparametric technique of quantile regression.
Burda, Maike M. "Testing for causality with Wald tests under nonregular conditions". Doctoral thesis, [S.l.] : [s.n.], 2001. http://deposit.ddb.de/cgi-bin/dokserv?idn=968852432.
Texto completoLibros sobre el tema "Qh 244"
Constructing Grounded Theory. SAGE Publications, Limited, 2024.
Buscar texto completo