covariance [kəu'vɛəriəns]

covariance的基本解释

n.

协方差, 共分散

与covariance相关的网络例句 [注：此内容来源于网络，仅供参考]

Five ways on comparing covariance matrix are applied to the Shanghai 50 Indexes Stock Exchange, which are sample covariance matrix, scalar matrix, two-parameter covariance matrix, single index matrix, constant correlation matrix. We adopt principal components method and Markowitz portfolio method to measure stock market risk using VaR, getting the effect of measuring market risk. The result shows that sample covariance matrix and two-parameter covariance matrix could measure market risk more effectively.

本文以上证50指数数据为样本，采用样本协方差矩阵、数量矩阵、两参数模型矩阵、单指数模型矩阵、常量相关矩阵作为与股票相关的协方差矩阵，结合投资策略选择的主成分方法和Markowitz最优投资组合方法，计算VaR以度量市场风险，并比较了五种协方差矩阵度量市场风险的效果，结果表明，在主成分方法中，样本协方差矩阵和两参数矩阵方法能有效的度量市场风险。

Studying the positive definitiveness of the covariance matrix from discrete data is important to design the sampling plan and provides the base for the data analysis.However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.

研究离散型样本协方差矩阵的正定性有助于判断是否可以降低样本的维数，有利于优化抽样个数，为抽样调查的优化设计方案提供一定的理论基础；为基于特征根的多元统计分析提供理论指导。

In order to reduce calculation error, the frequency distribution of average values is used to compute the mixed distribution's digital features of each component distribution, thereinto, the number of the component distribution is determined by AIC, choose the number that meets the minimum value of AIC as the component number of mixed distribution, and the other parameters are estimated by EM algorithm; Secondly, because each component distribution is corresponding to a kind of major gene genotype, according to the values of the average and variance of the each component distribution, we can use the limit error of the normal distribution to plot each individual into the correspondent component distribution, namely into correspondent major gene genotype. Then we regard each major gene genotype as a treatment level of one-way analysis of variances, and the one-way multivariate analysis of variance is carried out to calculate the covariance matrix of major gene effect, covariance matrix of polygene effect, covariance matrix of environment effect and so on; At last, combining the weights of the each component distribution of mixed distribution, we can calculate the variance of major gene effect, the variance of polygene effect, environmental variance and the genetic gain of the quantitative trait.

为减小计算误差，本研究采用均值的频数分布来计算各成分分布的数字特征，其中成分分布个数根据AIC准则，选择使AIC值达到最小的成分分布个数作为混合分布的成分分布数，分布中其它参数的确定利用EM算法来估计；其次，每个成分分布对应一种主基因基因型，根据各个成分分布的均值和方差，利用正态分布的极限误差将每个个体划分到相应的成分分布中，即相应的主基因基因型中，将每种主基因型作为单因素方差分析的一个处理水平，对其进行单因素的多元方差分析，分别计算主基因效应协方差阵、多基因效应协方差阵、环境协方差阵等参数；最后结合混合分布中各成分分布的权重即各主基因基因型的分离比例，计算主基因效应方差，多基因效应方差和环境方差，以及遗传力等参数，进而计算该数量性状的遗传进展。

与covariance相关的网络解释 [注：此内容来源于网络，仅供参考]

Covariance：协方差

(2) 二证券i和证券j =分别证券y和证 式中的方差(V面ance)的是标准差的平 方,即了;协方差(Covariance)表示证券收 益之间的相互关系. 常用统计上的相关系数 (户这一指标来说明,可用下式表示: 0ii二卿,covij=0ij. 润_ m月 相关系数的特点,

Covariance：共變異數

这里所说的数学推论是所谓共变异数(covariance)的统计法,也就是呈现两个变数(譬如两只股票的收益)彼此之间关系的变化. 共变异数经过相关系数(correlation coefficient)标准化之后,局限于+1和-1之间,以便研究人员解读.

Covariance：共变数

SEM分析的核心概念是变项的共变数(covariance). 共变数是描述统计中的一种离散量数,利用变异数的离均差和的数学原理,计算出两个连续变项配对分数(paired scores)的变异量,用以反应两个变项的共同变异或相互关联程度.

Covariance：方差

方差和标准差度量的是单个股票收益的变动性. 现在,我们希望度量一种股票的收益与另外一种股票收益的相互关系. 更准确地说,我们需要建立一种度量两个变量之间相互关系的统计指标,这就是协方差(Covariance)和相关系数(Correlation).

Multiple covariance：多元协方差

Multiple correlation ,复相关 | Multiple covariance,多元协方差 | Multiple linear regression,多元线性回归