From professional translators, enterprises, web pages and freely available translation repositories.
procédé et appareil pour identifier des quantiles relatifs dans les flux de données qui divergent d'un modèle
method and apparatus for finding biased quantiles related to data streams
une formulation pour estimer les quantiles élevé et faible, qui est basée uniquement sur trois contraintes, est donnée pour usage pratique.
a formulation to estimate high and low quantiles, based only on three constraints, is given for practical use.
courbe de lorenz: la courbe de lorenz met en rapport les quantiles de ménages et le pourcentage de consommation cumulée qu'ils représentent.
lorenz curve: the lorenz curve links the quartiles of households with the cumulative percentage of consumption which they represent.
plus important encore, il a été montré que la persistance augmente dramatiquement l'incertitude associée avec l'estimation des quantiles de crues.
more importantly, persistence is shown to dramatically increase the uncertainty associated with estimated flood quantiles.
« a note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics », oxford bulletin of economics and statistics, vol.
an application to mexico."
d'autres combinaisons de quantiles peuvent être mise en oeuvre selon l'invention, notamment les combinaisons de quantiles composées d'une somme de différences de quantiles.
other combinations of quantiles can be implemented according to the invention, notably the combination of quantiles composed of a sum of quantile differences.
panel 2 shows the frontier constructed from the quantiles of the data and the frontier resulting from var estimated with a normal distribution. panels 3 and 4 compare the frontiers for three models, var with normality, var with evt methods, and es with evt methods.
publications and research research working papers 2006 title risk-cost frontier and collateral valuation in securities settlement systems for extreme market events author alejandro garcía and ramazan gençay type working paper 2006-17 date of publication may 2006 language english abstract the authors examine how the use of extreme value theory yields collateral requirements that are robust to extreme fluctuations in the market price of the asset used as collateral.