查询词典 covariance functional

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。

Ects, the covariance matrix of observation vector has special structure,and using the linear transformation for original model by idempotent matricesin the spectral decomposition of the covariance matrix, the problem of estima-tion of the covariance matrix becomes simultaneous estimation of all the distincteigenvalues of it.

在带有随机回归系数的一般线性模型中，首次提出了随机回归系数和参数的Minimax估计问题，分别在齐次线性估计类和一切估计类中研究了一个线性估计的Minimax性。

Moreover in carrier phase difference localization application, this paper introduces the basic principles of both the integer least square method and the LAMBDA method for resolving the integer ambiguity solution. Through a short baseline example and compared with the unlimited least square method, the results show that, LAMBDA method considers the ambiguity's integer characteristic and also decorrelates ambiguity's covariance, so it meliorates the covariance field of ambiguity, avoid the covariance's discontinuity.

另外在载波相位差分定位的应用中则详细讨论研究了整周模糊度解算中的基于整数最小二乘法及其降相关平差方法解算原理，通过一个短基线的实例计算分析其定位效果表明：较于未加限制的最小二乘搜索算法，LAMBDA方法能使相应的定位精度明显提高，具有较高的应用价值。

The past works on coupling eddy covariance technique and remote sensing technology are summarized. The following three aspects were focused:①Cross validation on the carbon flux estimation between eddy covariance and remote sensing technology;②Eddy covariance provides ground parameters for remote sensing inversion;③Remote sensing based eddy footprint analysis.

总结过去耦合涡度协方差技术与遥感技术的工作，主要在以下3个层面展开：①涡度协方差技术与遥感技术对碳通量估算的相互验证；②涡度协方差技术为遥感反演提供地面参数；③遥感观测解译辅助分析通量贡献区。

We established abstract functional spaces, proved that the plastic deformation power rate functional is strict convex and the friction power rate functional and the tensional stress power rate functional are convex. So, strict convexity of the total power rate functional 〓 can be obtained. Further, By nonlinear analysis theory, we proved the existence and uniqueness of minimal point of functional 〓.

本文首先建立了抽象的泛函空间，证明了塑性变形功率泛函是严格凸泛函，摩擦功率泛函和外力功率泛函是凸泛函，从而得到总能耗率泛函的严格凸性，进一步地，利用非线性分析的理论，得到总能耗率泛函有唯一的极小值点。

Content : The definition and classification of functional food;The development and management of functional food;The functional compositions of food eg., polysaccharose、functional sweetner、functional lipid、free radical scavenger、probiosis、conditional essential amino acid、active peptide and protein etc.;The evaluation of functional food.

课程内容：功能食品的定义和分类；功能食品的发展和管理状况；食品的功效成分如：多糖、功能性甜味剂、功能性油脂、自由基清除剂、益生菌、条件性必需氨基酸、活性肽和蛋白质等；功能食品的功效评价。

Four new relative efficiencies of the best linear unbiased estimator to the covariance improvement estimator for the unknown parameter vector are given, and three new relative efficiencies of the least square estimator to the covariance improvement estimator for the unknow parameter vector are given.

本文考虑相依模型，对其未知参数向量给出了其最佳线性无偏估计相对于协方差改进估计的四种相对效率，同时，还给出了最小二乘估计相对于协方差改进估计的三种相对效率，在不同条件下，分别给出了相对效率的上界与下界。

The situation after the first M step is shown in plot, in which the mean of the blue Gaussian has moved to the mean of the data set, weighted by the probabilities of each data point belonging to the blue cluster, in other words it has moved to the centre of mass of the blue ink. Similarly, the covariance of the blue Gaussian is set equal to the covariance of the blue ink.

图显示了初始的 E 步骤，用红色表示用红色 component 产生的后验概率，蓝色也是同样的情况，还有一些不太确定的点是用紫色显示的，在图中蓝色的高斯的均值已经移到了蓝色数据集的中心上，类似的，蓝色高斯的协方差设为蓝色点的协方差。

Just so you know where we're going...

只要让你知道我们的目标。。。

One of his friends acted as the gobetween in his business.

在这件事中，他的一个朋友充当了中间人。