Literatura científica selecionada sobre o tema "Fonction de variance"
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Artigos de revistas sobre o assunto "Fonction de variance"
Masmoudi, Afif. "Structures asymptotiques d'une fonction variance". Comptes Rendus de l'Académie des Sciences - Series I - Mathematics 329, n.º 2 (julho de 1999): 177–82. http://dx.doi.org/10.1016/s0764-4442(99)80485-6.
Texto completo da fonteTirichine, Aissa, Abdelkader Allam e Habib Madani. "Biométrie des inflorescences de quatre cultivars oasiens du carthame en fonction de degrés de ramification de la plante". JOURNAL OF OASIS AGRICULTURE AND SUSTAINABLE DEVELOPMENT 6, n.º 01 (20 de fevereiro de 2024): 1–10. http://dx.doi.org/10.56027/joasd.012024.
Texto completo da fontePetey, Joël. "Les déterminants du risque d'insolvabilité dans l'industrie bancaire. Une approche en termes de frontière de production". Recherches économiques de Louvain 70, n.º 4 (2004): 401–24. http://dx.doi.org/10.1017/s0770451800006102.
Texto completo da fonteOuellette, Pierre, Jean-Guy Vienneau e Jacques Thibault. "Le loisir des aîné(e)s résidant en immeubles à logements multiples". Canadian Journal on Aging / La Revue canadienne du vieillissement 9, n.º 1 (1990): 45–55. http://dx.doi.org/10.1017/s0714980800016081.
Texto completo da fonteOnchere, Walter Omonywa, Patrick Guge Weke, Joseph Makoteku Ottieno e Carolyne Ogutu. "Compound Joint-life Annuity Frailty Modeling". Afrika Statistika 17, n.º 2 (1 de abril de 2022): 3199–216. http://dx.doi.org/10.16929/as/2022.3199.302.
Texto completo da fonteDorance, Olivia, Catherine Scavarda, Emmanuèle Ambert-Dahan, Stéphanie Borel, Olivier Sterkers e Isabelle Mosnier. "Facteurs prédictifs d’une lecture labiale fonctionnelle chez les adultes candidats à l’implantation cochléaire". Audiology Direct, n.º 4 (2020): 3. http://dx.doi.org/10.1051/audiodir/202004003.
Texto completo da fonteDuez, Bernard. "Variance et invariance des dispositions psychanalytiques intérieures en fonction des dispositifs individuels et groupaux et des mutations sociétales". Revue de psychothérapie psychanalytique de groupe 62, n.º 1 (2014): 83. http://dx.doi.org/10.3917/rppg.062.0083.
Texto completo da fonteDE ROCHAMBEAU, H. "Les bases de la génétique quantitative : Le progrès génétique et sa réalisation dans les expériences de sélection". INRAE Productions Animales 5, HS (2 de dezembro de 1992): 83–86. http://dx.doi.org/10.20870/productions-animales.1992.5.hs.4267.
Texto completo da fonteGarès, V., G. Chauvet e D. Hajage. "Estimateurs de la variance de la fonction dose-réponse d'un traitement estimée par pondération sur le score de propension généralisé". Revue d'Épidémiologie et de Santé Publique 70 (maio de 2022): S106—S107. http://dx.doi.org/10.1016/j.respe.2022.03.037.
Texto completo da fonteAbe, Yukitaka. "Sur les fonctions périodiques de plusieurs variables". Nagoya Mathematical Journal 122 (junho de 1991): 83–114. http://dx.doi.org/10.1017/s002776300000355x.
Texto completo da fonteTeses / dissertações sobre o assunto "Fonction de variance"
Mint, El Mouvid Mariem. "Sur l'estimateur linéaire local de la fonction de répartition conditionnelle". Montpellier 2, 2000. http://www.theses.fr/2000MON20162.
Texto completo da fonteKokonendji, Célestin Clotaire. "Familles exponentielles naturelles réelles de fonction variance en R Q/ par Célestin Clotaire Kokonendji". Toulouse 3, 1993. http://www.theses.fr/1993TOU30092.
Texto completo da fonteNisa, Khoirin. "On multivariate dispersion analysis". Thesis, Besançon, 2016. http://www.theses.fr/2016BESA2025.
Texto completo da fonteThis thesis examines the multivariate dispersion of normal stable Tweedie (NST) models. Three generalize variance estimators of some NST models are discussed. Then within the framework of natural exponential family, two characterizations of normal Poisson model, which is a special case of NST models with discrete component, are shown : first by variance function and then by generalized variance function. The latter provides a solution to a particular Monge-Ampere equation problem. Finally, to illustrate the application of generalized variance of normal stable Tweedie models, examples from real data are provided
Kokonendji, Célestin. "Contributions théoriques et pratiques aux familles exponentielles". Habilitation à diriger des recherches, Université de Pau et des Pays de l'Adour, 2004. http://tel.archives-ouvertes.fr/tel-00007794.
Texto completo da fonteMoypemna, sembona Cyrille clovis. "Caractérisations des modèles multivariés de stables-Tweedie multiples". Thesis, Besançon, 2016. http://www.theses.fr/2016BESA2071/document.
Texto completo da fonteIn the framework of natural exponential families, this thesis proposes differents characterizations of multivariate multiple stables-Tweedie under "steepness" property. These models appeared in 2014 in the literature were first introduced and described in a restricted form of the normal stables-Tweedie models before extensions to multiple cases. They are composed by a fixed univariate stable-Tweedie variable having a positive domain, and the remaining random variables given the fixed one are reals independent stables-Tweedie variables, possibly different, with the same dispersion parameter equal to the fixed component. The corresponding normal stables-Tweedie models have a fixed univariate stable-Tweedie and all the others are reals Gaussian variables. Through special cases such that normal, Poisson, gamma, inverse Gaussian, multiple stables-Tweedie models are very common in applied probability and statistical studies. We first characterized the normal stable-Tweedie through their variances function or covariance matrices expressed in terms of their means vector. According to the power variance parameter values, the nature of polynomials associated with these models is deduced with the properties of the quasi orthogonal, Levy-Sheffer systems, and polynomial recurrence relations. Then, these results allowed us to characterize by function variance the largest class of multiple stables-Tweedie. Which led to a new classification, which makes more understandable the family. Finally, a extension characterization of normal stable-Tweedie by generalized variance function or determinant of variance function have been established via their infinite divisibility property and through the corresponding Monge-Ampere equations. Expressed as product of the components of the mean vector with multiple powers parameters reals, the characterization of all multivariate multiple stable- Tweedie models by generalized variance function remains an open problem
Cuenin, Johann. "Sur les modèles Tweedie multivariés". Thesis, Besançon, 2016. http://www.theses.fr/2016BESA2026/document.
Texto completo da fonteAfter a reminder of the natural exponential families framework and the univariate Tweedie distributions, we build two multivariate extension of the latter. A first construction, called Tweedie random vector, gives a multivariate Tweedie distribution parametrized by a mean vector and a dispersion matrix. We show that the correlations between the margins can be controlled and vary between -1 and 1. Some properties shared with the well-known Gaussian vector are given. By giving a matrix representation, we can simulate observations of Tweedie random vectors. The second construction establishes the multiple stable Tweedie models. They are vectors of which the first component is Tweedie and the others are independant Tweedie, given the first one, and with dispersion parameter given by an observation of the first component. We give the generalized variance and show that it is a product of powered component of the mean and give an efficient estimator of this parameter. Finally, we can show, with some restrictions, that the generalized variance is a tool which can be used for characterizing the natural exponential families generated by multiple stable Tweedie models
Ho, Xuan Hieu. "On multifractality, Schwarzian derivative and asymptotic variance of whole-plane SLE". Thesis, Orléans, 2016. http://www.theses.fr/2016ORLE2060/document.
Texto completo da fonteLet f an instance of the whole-plane $\SLE_\kappa$ conformal map from the unit disk D to the slit plane: We know that for certain values of κ, p the derivative moments $\mathbb{E}(\vert f'(z) \vert^p)$ can be written in a closed form, study that has updated a new phase of the integral means spectrum. The goal of this thesis is a study on generalized moments $\frac{\vert f'(z) \vert^p}{\vert f(z) \vert^q}$ : ΒββThis study permit confirm the rich algebraic structure of the whole-plane version of SLE. It will be showed that closed forms of the mixed moments E mixtes $\mathbb{E}\big(\frac{\vert f'(z) \vert^p}{\vert f(z) \vert^q}\big)$ can be obtained on a countable family of parabolas in the moment plane (p, q), by extending the so-called Beliaev–Smirnov equation to this case. We also introduce the generalized integral means spectrum, β(p, q; κ), corresponding to the singular behavior of the mixed moments. The average generalized spectrum of whole-plane SLE takes four possible forms, separated by five phase transition lines in $\R^2$. We also propose a similar approach for the Schwarzian derivative S(f)(z) of SLE maps. Computations on the Beliaev–Smirnov equation of a certain general form of moment lead to an explicit formula of $\mathbb{E}(S(f)(z))$ . We finally study the McMullen asymptotic variance and prove a relation between the infinitesimal growth of the integral mean spectrum and the asymptotic variance in an expectation sense for SLE₂
Daval, Florian. "Identités intégrales et estimations explicites associées pour les fonctions sommatoires liées à la fonction de Möbius et autres fonctions arithmétiques". Thesis, Lille 1, 2019. http://www.theses.fr/2019LIL1I059/document.
Texto completo da fonteThis thesis develops both theoretical and numerical aspects of the explicit theory of prime numbers, mainly from the real analysis viewpoint. Its general framework was initiated by Michel Balazard who obtained integral identities relating the summatory function M of the Möbius coefficients with its logarithmic variant m. We present a systematic mechanism towards such identities, with an integrable function g on [0,1] as parameter. We focus particularly on polynomial g's (as they provide all identities previously published by Balazard), and aim at optimizing some sup norm for the use of the associated identities of integrals. We detail the strategy of numerical explorations, whose ultimate objective is the study of some constants tacitly defined byBalazard. Then we turn to obtaining exact values for sup{|m(x)-M(x)/x| (\log x)^j : x>T } for j=0,1,2 and some T's. Next, we obtain an effective lower bound of an average of |M|, related to a result of Pintz, but with a fundamentally distinct approach using almost no complex analysis. And we then give the analogous result for the summatory function of the Liouville coefficients. Also, we consider the best known non-effective estimates for M(x) and show how to transform them into estimates of xm(x) - M(x) of the same type. The techniques and obtained results dealing with m and M are partially extended to other arithmetical functions
Montagu, Thierry. "Transformées stabilisatrices de variance pour l'estimation de l'intensité du Shot Noise : application à l'estimation du flux neutronique". Electronic Thesis or Diss., Université Côte d'Azur, 2024. http://www.theses.fr/2024COAZ5015.
Texto completo da fonteThe Shot noise is a random process that can be used to accurately model the numberof occurrences of physical particles impinging their associated detectors ; this numberis referred to as the intensity of the process. When this number is small, it is possible to individualize the recorded events whose arrival times are modelled thanks to the Poisson process. In the opposite case, the events are no longer discernible (they ”pile up”), but Campbell's theorem - which establishes the cumulants of the Shot Noise - still allows to estimate the intensity of the process. The estimation of the two first cumulants is classically achevied with the empirical mean and the empirical variance. It is noted in this work, that the variances of theses two estimators and their corresponding estimators of the Shot Noise intensity are functions of their respective means. This property ofheter heteroscedasticity being observed both in theory and practice, an approach by variance stabilizing transforms is proposed using the "Delta method". These are calculated as well as their bias, and their corresponding inverse transforms. Their asymptotic properties are verified thanks to numerical simulations. In the applicative context of neutron flux measurements, which rely on the estimation of the first two cumulants of the Shot Noise and which also have the purpose of estimating the intensity of this random process,variance stabilizing transforms are specifically established as well as their biases and their inverse transforms. They are finally combined with an adaptive Kalman filter in order to denoise the neutron flux measurements. Numerical simulations are carried out to assessfiltering performances. Denoising of real signals is also performed
Maingot, Stéphane. "Multitype et applications holomorphes propres". Rouen, 1989. http://www.theses.fr/1989ROUES010.
Texto completo da fonteLivros sobre o assunto "Fonction de variance"
Fonctions d'une variable complexe. Paris: A. Colin, 1995.
Encontre o texto completo da fonteGonzález, Mario O. Classical complex analysis. New York: M. Dekker, 1992.
Encontre o texto completo da fonteWillem, Michel. Initiation aux fonctions d'une variable. Louvain-la-Neuve: CIACO, 1987.
Encontre o texto completo da fonteMascart, Henri. Fonctions d'une variable réelle: Exercices et corrigés. Paris: Presses universitaires de France, 1986.
Encontre o texto completo da fonteJames, Stewart. Analyse: Concepts et contextes : Fonctions d'une variable. Paris: De Boeck Université, 2001.
Encontre o texto completo da fonte1865-1963, Hadamard Jacques, ed. Introduction à la théorie des fonctions d'une variable. 2a ed. Paris: A. Hermann, 1991.
Encontre o texto completo da fonte1942-, Gruman Lawrence, ed. Entire functions of several complex variables. Berlin: Springer-Verlag, 1986.
Encontre o texto completo da fonteHolomorphic functions and integral representations in several complex variables. New York: Springer-Verlag, 1986.
Encontre o texto completo da fonte1893-, Julia Gaston, ed. Leçons sur les fonctions monogènes uniformes d'une variable complexe. Paris: Gauthier-Villars, 1991.
Encontre o texto completo da fonteChabat, B. Introduction a l"analyse complexe. Vol. 1, Fonctions d"une variable. Moscou: Mir, 1990.
Encontre o texto completo da fonteCapítulos de livros sobre o assunto "Fonction de variance"
Letac, Gérard. "Le problem de la classification des familles exponentielles naturelles de ℝd ayant une fonction variance quadratique". In Lecture Notes in Mathematics, 192–216. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/bfb0087855.
Texto completo da fonteColliot-Thélène, Jean-Louis, e Philippe Gille. "Remarques Sur L’Approximation Faible Sur Un Corps De Fonctions D’Une Variable". In Progress in Mathematics, 121–34. Boston, MA: Birkhäuser Boston, 2004. http://dx.doi.org/10.1007/978-0-8176-8170-8_7.
Texto completo da fonteSturm, MM C., e J. Liouville. "Extrait D’un Mémoire sur le développement des fonctions en séries dont les différents termes sont assujettis à satisfaire à une méme équation différentielle linéaire, contenant un paramètre variable". In Collected Works of Charles François Sturm, 584–87. Basel: Birkhäuser Basel, 2009. http://dx.doi.org/10.1007/978-3-7643-7990-2_35.
Texto completo da fonteOlilo, Marie Angèle. "Création verbale en nouchi : un lexique atypique et contradictionnairique". In Les parlers urbains africains au prisme du plurilinguisme : description sociolinguistique, 183–99. Observatoire européen du plurilinguisme, 2020. http://dx.doi.org/10.3917/oep.kosso.2020.01.0183.
Texto completo da fonte"1 FONCTIONS D’UNE VARIABLE". In Mathématiques et statistique pour les sciences de la nature, 3–48. EDP Sciences, 2020. http://dx.doi.org/10.1051/978-2-7598-0898-4-003.
Texto completo da fonte"1 FONCTIONS D’UNE VARIABLE". In Mathématiques et statistique pour les sciences de la nature, 3–48. EDP Sciences, 2020. http://dx.doi.org/10.1051/978-2-7598-0898-4.c003.
Texto completo da fonte"A Fonctions d’une variable complexe". In Physique et outils mathématiques, 301–4. EDP Sciences, 2020. http://dx.doi.org/10.1051/978-2-7598-0323-1-009.
Texto completo da fonte"A Fonctions d’une variable complexe". In Physique et outils mathématiques, 301–4. EDP Sciences, 2020. http://dx.doi.org/10.1051/978-2-7598-0323-1.c009.
Texto completo da fonteMATSUDA, Yusuke, Hermanus NAWALY e Kohei YONEDA. "Anhydrase carbonique". In Planète bleue, photosynthèse rouge et verte, 169–97. ISTE Group, 2023. http://dx.doi.org/10.51926/iste.9082.ch6.
Texto completo da fonte"CHAPITRE 2 FONCTIONS D'UNE VARIABLE ALÉATOIRE". In Analyse statistique de données expérimentales, 51–74. EDP Sciences, 2002. http://dx.doi.org/10.1051/978-2-7598-0113-8.c004.
Texto completo da fonteTrabalhos de conferências sobre o assunto "Fonction de variance"
Ranson, D. "La liaison variable dans un corpus du français méridional : Limportance relative de la fonction grammaticale". In Congrès Mondial de Linguistique Française 2008. Les Ulis, France: EDP Sciences, 2008. http://dx.doi.org/10.1051/cmlf08279.
Texto completo da fonteLefort, Claire, Mathieu Chalvidal, Alexis Parenté, Véronique BLANQUET, Henri Massias, Laetitia MAGNOL e Emilie Chouzenoux. "Imagerie 3D par microscopie multiphotonique appliquée aux sciences du vivant : la chaine instrumentale et computationnelle FAMOUS". In Les journées de l'interdisciplinarité 2022. Limoges: Université de Limoges, 2022. http://dx.doi.org/10.25965/lji.221.
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