查询词典 quantile

Using panel data of listed companies, this paper analyzes it with a quantile regression approach, then draws a conclusion: the share structure and the capability of emerging interior resources effect the capital structure changeably with the different quantiles respectively. That is, for those conditions with low asset-liability ratio, the sign is positive, on the contrary, the sign is negative.

为此本文尝试着将分位数回归理论引入到回归模型中，通过对我国上市公司的相关数据进行分位数回归分析后发现，不同资产负债率水平下，企业股权结构、企业产生内部资源的能力对资本结构的影响效果不同：低负债率水平下，两者均与债务水平正相关；而高负债率水平下，又均与债务水平负相关。

As a result, quantile regression method is better than other methods in both measuring systematic risk and nonsystematic risk.

在度量非系统性风险方面，主要应用于度量市场风险，并与利用GARCH模型度量VaR的方法和历史模拟方法进行比较，通过后验测试，结果表明，分位数回归在模拟VaR序列方面更为准确些；而在系统性风险度量方面，无论是根据平均绝对离差指标还是方差指标来看，结果发现利用分位数回归计算的系数要优于普通最小二乘估计和M估计。

Quantile estimation using the extended P^2 algorithm for weighted and unweighted samples.

分位数预估对加权和非加权样本使用了扩展的 P^2 算法。

Based on the micro data in the Northeast urban labor market in China, the paper regresses the wage equations of male and female at different quantiles and decompose the gender wage gap which come from quantile regression.

文章依据东北城市劳动力市场的微观数据，分别对男性和女性工资方程进行分位数回归，并对分位数回归结果进行性别工资差异分解。

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series.

参数Copula函数的证明是指定位数自回归模型的非线性时间序列吸引力的设备。

In this paper,on a basis of an exponential regression model for log-spacings we propose an extreme quantile estimator of heavy-tailed distribution and attain an estimation of value-at-risk.

本文中，我们基于指数回归模型构造了厚尾分布的极值分位数估计，从而得到了VaR的估计公式。

Consistency and asymptotic normality of the proposed quantile estimators are established under mild conditions, allowing for global misspecification of parametric copulas and marginals, and without assuming any mixing rate condition.

一致性和建议的分位数估计的渐近正态性温和的条件下成立，让全球误设的参数Copula函数和边缘人，没有担任任何混合率的条件。

Consistency andasymptotic normality of the proposed quantile estimators are establishedunder mild conditions, allowing for global misspecification of parametriccopulas and marginals, and without assuming any mixing rate condition.

一致性和建议的分位数估计的渐近正态性温和的条件下成立，让全球误设的参数Copula函数和边缘人，没有担任任何混合率的条件。

According to the clear water experiment, aeration performance of the new equipment is good with high total oxygen transfer coefficient and oxygen utilization ratio.

曝气设备的动力效率在叶轮转速为120rpm～150rpm时取得最大值，此时氧利用率和充氧能力也具有较高值。

The environmental stability of that world - including its crushing pressures and icy darkness - means that some of its most famous inhabitants have survived for eons as evolutionary throwbacks, their bodies undergoing little change.

稳定的海底环境─包括能把人压扁的压力和冰冷的黑暗─意谓海底某些最知名的栖居生物已以演化返祖的样态活了万世，形体几无变化。