查询词典 sample covariance

In this thesis,using the Bernstein polynomial approximation,Stieltjes transform method and the central limit theorem of martingale,under suitable moment conditions,we prove the CLT of LSS G_n with a generalized regular class C4 of the kernel functions for large dimensional sample covariance matrices.

在适当的矩条件下，当核函数f属于C4时，我们证明了大维随机协方差矩阵的线性谱统计量的中心极限定理。

Finally, the difference of the positive definite conditions for discrete and continuous sample covariance matrix is discussed.

并通过比较两者的正定性条件，总结出离散型与连续型样本协方差矩阵的不同之处。

In a special case of 2 dimensional variables, the probability of the positive definitiveness of the discrete sample covariance matrix is given in term of sample size and variable dimension. Based on the results, the optimal sample size is provided in this thesis.

推出了离散型样本协方差矩阵正定的充要条件，得到了求离散型样本协方差矩阵正定概率的模型，建立了特殊情况下的抽样优化模型。

Nevertheless, in many practical applications such as in low sample support or when the signal statistics are rapidly time-varying, we may not have enough sample to form the sample covariance matrix.

然而，常规的子空间估计方法由于涉及到阵列协方差矩阵的估计及其特征值分解，从而需要较高的计算复杂度。

For these important and practical problems,sample covariance matrix is an important statistic because many important statistics are functionals of it.When we make statistical inferences,such as estimations and/or hypothesis tests,the sample covariance matrices must be investigated.

以上诸多方面在做估计和假设检验过程中，无不用到大维随机矩阵的处理，尤其是大维样本协方差矩阵的相关性质，因为多元分析中许多重要的统计量都可以表示成样本协方差矩阵的函数。

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。

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。

The slope estimate is the sample covariance between x and y divided by the sample variance of x.

斜率估计量等于样本中x和 y 的协方差除以x的方差。若x和 y 正相关则斜率为正，反之为负。

Also, a traditional test method is proposed by the Bartletts decomposition of sample covariance matrices and the sample mean vectors.

另外本文还利用样本协方差矩阵的Bartlett分解和样本均值，给出了检验共同均值的一种传统方法，这种检验犯第一类错误的概率比标称的检验水平略低。

Owing to the possible measurement error of variance and covariance for Markowitz's M-V model, in the present study, it employs two static models and two dynamic models, which are the sample covariance model, implicit factor mode!, implicit factor GARCH model and full-factor multivariate GARCH model.

基於Markowitz(1952)提出的M-V投资组合模型可能造成变异数及共变异数衡量的偏误，因此，本文以样本共变异数模型、内含因素模型等两我种静态模型，并参酌Alexander and Leigh(1997)的内含因子GARCH模型与Vrontos et al。

And Pharaoh spoke to Joseph, saying, Your father and your brothers have come to you.

47：5 法老对约瑟说，你父亲和你弟兄们到你这里来了。

Additionally, the approximate flattening of surface strip using lines linking midpoints on perpendicular lines between geodesic curves and the unconditional extreme value method are discussed.

提出了用测地线方程、曲面上两点间短程线来计算膜结构曲面测地线的方法，同时，采用测地线间垂线的中点连线和用无约束极值法进行空间条状曲面近似展开的分析。