查询词典 sample covariance

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。

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。

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。

Firstly,the sampling design has great impact on the accuracy of remote sensing classification.There exists great randomicity on the result of points and cluster sample verification on the different Sampling design.On the same sampling design,the stability of point sample verification is higher than that of Cluster sample verification.Secondly,the average accuracy of different sampling designs of multi-point and multi-cluster sample verification can reflect the accuracy characteristic.During the course of point sample verification,stratified sampling's error is lower than others'.During the course of cluster sample verification,systematic sampling and stratified sampling's accuracy are prior to simple random sampling's.

研究结果表明：（1）抽样方式对遥感分类精度评价结果的影响是客观存在的，不同抽样方式下的点样本和群样本检验结果都存在一定的随机性，但同一种抽样方式下，点样本检验精度评估结果的波动幅度小于群样本检验，稳定性比群样本检验要好；（2）不同抽样方式下的多次点样本和群样本检验的平均精度检验结果基本上都能够反映分类图像的精度特征，其中，点样本检验中，分层随机抽样点样本检验效果较好；群样本检验中，系统抽样群样本检验和分层随机抽样群样本检验的效果优于简单随机抽样群样本检验。

Alloy of polyethylene of element of the methodological freeboard that make, titanium and sample of alloy of cobaltic chromic molybdenum, FITC of classics of cuticular grape coccus labels, the cuticular grape coccus that after sample of artificial and articulatory material is disinfected, vaccinal FITC labels, sample surface cent is slick surface and rough surface, every groups each 6 sample, brood the 24 orifice plate that contain bacterium and sample below 37 ℃ after Yo 30min, with fluorescent microscope observation, sample uses observation of scanning report lens.

方法制作超高分子聚乙烯、钛合金和钴铬钼合金试样，表皮葡萄球菌经FITC标记，人工关节材料试样消毒后接种FITC标记的表皮葡萄球菌，试样表面分为光滑表面和粗糙表面，每组各6个试样，将含有细菌和试样的24孔板在37℃下孵育30min后，用荧光显微镜观察，试样用扫描电镜观察。

The production moved off-Broadway to New York City, where she won the Joseph E. Calloway award for her performance, and was profiled in American Theater Magazine as one of ten young theater artists to watch.

生产提出过百老汇的新的纽约市，在那里她赢得了约瑟夫calloway奖，她的表现，并于异型在美国的战区杂志之一， 10战区的青年艺术家观赏。

It's a risk tradeoff, and I believe that adding test support code usually wins.

这是一个风险的权衡，我相信添加测试代码通常会占上风。