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variance matrix中文是什么意思

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用"variance matrix"造句"variance matrix"怎么读"variance matrix" in a sentence

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  • 方差矩阵

例句与用法

  • Under a certain conditions on variance matrix invertibility , we show that the optimally weighted ls estimate outperforms the linear minimum variance estimate provided that they have the same priori information
    因此,我们讨论了在相同已知信息的情况下,即最优加权最小二乘估计也利用有关被估参数的先验信息时,二者的估计性能。
  • Two indexes was calculated to estimate the best bands union for color combination , one is optimum index factor ( oif , the sum of standard deviation divided by the sum of correlation coefficient . ) , the other is the determinant of the co - variance matrix . it can be seen from the result that for color combination the original optimal bands were tm 4 , 3 , 7 and tm 4 , 3 , 5 , the best mixed images were mnf1 , br and ndvi
    以协方差矩阵行列式值和最佳指数值(组合波段标准差之和除以相关系数之和)为评价标准,得出对于tm原始波段而言,最佳的彩色合成组合是tm4 、 3 、 7和tm4 、 3 、 5 ;综合几种变换图像的彩色合成的最佳组合是mnf1 、 br 、 ndvi 。
  • For a general linear model ( input matrix is deterministic ) , under a certain conditions on variance matrix invertibility , the two estimates can be identical provided that they have the same priori information on the parameter under estimation . even if the above information is unknown only for the optimally weighted ls estimate , the sufficient condition and necessary condition , under which the two estimates are identical , is derived . more significantly , we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information
    在一般线性模型(即输入矩阵为确定性)下,当两种估计都利用有关被估参数的先验信息时,二者在方差阵可逆的一定条件下可达到一致;当最优加权最小二乘估计不利用此先验信息时,存在二者一致的充分条件和必要条件,进而找到一种设计输入矩阵的方法,使得在先验信息缺乏的条件下,仍可利用最优加权最小二乘估计达到与线性最小方差估计一样优越的估计性能。
  • When the covariance matrix formed by securities yields is non - oppositive definite , we provide the model with transaction costs , which risk is variance matrix risk . when the covariance matrix formed by securities yields is not exist , the risk we use is absolute deviation risk and semi - absolute deviation , which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk
    在证券收益率协方差阵不一定存在时,给出了不同于以往以证券收益率间的方差或是半方差为风险度量指标而是以绝对离差为风险指标和以半绝对离差为风险指标的含有交易费用的证券组合投资模型。
  • Chapter 2 : using a so - called variance matrix , we studied the propagation and the focusing characteristics of the paraxial light beams . the quantities characterizing the gross features for a paraxial optical beam , such as the beam width , the divergence , the curvature radius of the wavefront , the complex beam parameter q . and the beam quality factor , are related by using variance matrix
    第二章:阐述了常数折射率介质中光束的传输和聚焦,建立了表征傍轴光束总的特征的量,如:束宽、衍射发散角、波前曲率半径、复光束参数q与变换矩阵的关系,得到了光束质量因子和变换矩阵行列式的定量关系。
  • Following , making development study from the three directions : the first one is how to reduce calculation when to use markowitz model . this text has improved the efficient frontier of markowitz model utilizing free risk assets , and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors , and so on . the second one is to add thinking factors about , such as transaction fee , fund limitation , lowest transaction unit ' s limitation , risk measures and exchange rate risk of international portfolio securities , so as to make markowitz model closer to our country ' s practice
    接着,分三今方向对markowitz模型进行了拓展研究:第一个方向是运用markowitz模型时如何减少计算量,本文利用无风险资产来改进markowitz模型的有效边界,利用单因子或多因子模型来减少收益率协方差的计算量等等;第二个方向是增加考虑因素,诸如交易费用、资金限制、最小交易单位限制,风险测度和国际组合证券的汇率风险,使markowitz模型更贴近我国的实际;第三个方向是对markowitz模型进行动态拓展研究,提出了将证券收益率看成是随机序列时的投资决策模型,深入研究了m ? v有效边界随资产品种数增加而发生的漂移,并用解析方法和几何图形描述了漂移的轨迹和方向。
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