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Order-statistics-based inferences for censored lifetime data and financial risk analysisSheng, Zhuo January 2013 (has links)
This thesis focuses on applying order-statistics-based inferences on lifetime analysis and financial risk measurement. The first problem is raised from fitting the Weibull distribution to progressively censored and accelerated life-test data. A new orderstatistics- based inference is proposed for both parameter and con dence interval estimation. The second problem can be summarised as adopting the inference used in the first problem for fitting the generalised Pareto distribution, especially when sample size is small. With some modifications, the proposed inference is compared with classical methods and several relatively new methods emerged from recent literature. The third problem studies a distribution free approach for forecasting financial volatility, which is essentially the standard deviation of financial returns. Classical models of this approach use the interval between two symmetric extreme quantiles of the return distribution as a proxy of volatility. Two new models are proposed, which use intervals of expected shortfalls and expectiles, instead of interval of quantiles. Different models are compared with empirical stock indices data. Finally, attentions are drawn towards the heteroskedasticity quantile regression. The proposed joint modelling approach, which makes use of the parametric link between the quantile regression and the asymmetric Laplace distribution, can provide estimations of the regression quantile and of the log linear heteroskedastic scale simultaneously. Furthermore, the use of the expectation of the check function as a measure of quantile deviation is discussed.
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Influence de la conception d'un outil de fraisage dédié à la microlubrification (MQL) sur l'interaction outil-matière-lubrifiant : études expérimentales et numériques / The effects of the design of a milling tool dedicated to minimum quantity lubrication (MQL) on the tool material lubricant interaction : experimental and numerical studiesWerda Ben Slima, Sana 08 December 2016 (has links)
Dans l’industrie, les fabricants tendent à limiter la lubrification conventionnelle lors de l’usinage et s’orientent de plus en plus vers la microlubrification (MQL : Minimum Quantity Lubrication) pour des raisons économiques, écologiques et pour respecter la santé des opérateurs. Une très faible quantité de lubrifiant de faible pression nécessite une conception optimale des canaux internes de l’outil afin de limiter les pertes de charges et avoir les avantages de la microlubrification. Premièrement, une revue bibliographique introduit l’étude en présentant les avantages qu’induit le passage à la microlubrification. Par la suite, quelques conceptions d’outils avec une lubrification interne qui vise la face de coupe ou la face de dépouille de la plaquette sont passées en revue. / In machining industry, manufacturers tend to limit conventional lubrication and are moving increasingly towards Minimum Quantity Lubrication (MQL) for economic and ecological reasons, and with a view to safeguarding operator health and safety. A very small amount of lubricant at low pressure requires optimized design of the tools internal channels in order to minimize pressure drops and gain benefit from MQL. First, a literature review introduces the study by presenting the benefits induced by switching to MQL. Thereafter, some tool designs with internal lubrication for rake face or flank face lubrication are presented.
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Electrohydrodynamic Microfabricated Ionic Wind Pumps for Electronics Cooling ApplicationsOngkodjojo Ong, Andojo 08 March 2013 (has links)
No description available.
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