sample covariance

sample covariance的基本解释

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样本协方差

与sample 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。

For the case where the sample covariance matrix is unknown or the sample support is not sufficient to form the sample covariance matrix, we carry out the spatially smoothed CSA-MSWF to quickly find the signal subspace and the noise subspace.

如果阵列协方差矩阵是未知的，我们采用空间平滑的CSA-MSWF快速计算信号子空间和噪声子空间的基矢量。

与sample covariance相关的网络解释 [注：此内容来源于网络，仅供参考]

sample covariance：样本协方差

"sample change compaction ","选样变更紧致法" | "sample covariance ","样本协方差" | "sample function ","样本函数"

sample covariance：样本协变异数

样本相关系数 sample correlation coefficient | 样本协变异数 sample covariance | 样本十分位数 sample deciles

sample covariance：样本均方差

样版 proof plane | 样本均方差 sample covariance | 样本离差 sample dispersion

sample covariance：樣本共變異

Sample correlation coefficient 樣本相關係數 | Sample covariance 樣本共變異 | Sample kurtosis 樣本峰態

sample covariance matrix：样本协方差矩阵

此矩阵包含了样本外显变项间的相互关系,称为样本协方差矩阵(sample covariance matrix),简写S. 为揭示外显变项相互关系所隐含潜伏因子(latent factors)之特性及关系,研究者建立模式界定潜伏因子与外显变项之关系,称为测量模式(measurement model).