查询词典 variance ratio test

Among 6 methods used to measure the pattern, the application of variance/mean ratio together with the x^2 test for goodness-of-fit to negative binomial distribution were deemed the best as their ecological meaning is explicit.

在判定物种分布格局的5种方法中，以方差／均值比率和负二项分布的检验联合运用效果较好，不仅生态学意义明显，而且结果具有严格的统计学意义。

In the last part, simultaneously analyzed three types of weak-form market efficiency tests-auto regression, run tests and variance ratio test for various data frequencies, perform the tests on both the Shanghai and Shenzhen markets for a period of more than six years.

第三章中，本文运用自回归、游程检验和方差比检验三种模型分别对我国上海股票市场和深圳股票市场的弱式有效性进行分析。

This essay introduced the method and the empirical results of run test, Dickey-Fuller test and variance ratio test on the efficient market hypothesis. Furthermore, reviewed the volatility test method and empirical result on the EMH which relative to the tests based on stock market return.

摘 要：介绍了市场有效性假定的游程检验，DF检验以及方差比检验的方法和相关实证研究的结果，与以上基于股票市场收益的市场有效性检验相对应，对市场有效性假定的波动性检验方法以及实证结果进行了述评。

The efficiency problem on the electricity futures market is systematically investigated from the three aspects, i.e., the market efficiency, the price discovery function and the hedge function by means of the. cointergration technique, the variance ratio and the Granger causality test methods, etc.

从电力期货市场的有效性、价格发现功能效率和套期保值功能效率三个方面，借助协整技术、方差比检验、Granger因果检验等，系统地研究了电力期货市场的效率问题。

Based on Wilcoxon rank sum test, variance ratio test and Fama-MacBeth regression method, this study finds that Chinese listed companies tend to issue new equity after information disclosure. The two regular corporate financial reports around its issuing announcement are all informative, but the one before the issuing announcement does not transfer better information to the market.

基于Wilcoxon秩和检验、方差比检验以及Fama-MacBeth回归方法的实证结果表明：我国上市公司倾向于在信息披露之后公告新股发行；我国上市公司发行公告前后两个定期报告皆具有信息含量，但发行公告之前的定期报告没有向市场传递更好的信息。

We can found that China stock market is not completely weak effective by auto-correlation test, runs test, unit root test and variance ratio test. The TT-kyle model is derived from kyle model by adding weak effectiveness and irrational factor. This chapter describes impact of weak effectiveness and irrational factor on the trading volume and price. The fifth part analyses the relationship between the transaction duration and insider trading.

第四部分研究了市场有效性与内幕交易的关系，运用自相关性检验、游程检验、单位根检验、方差比检验等方法对我国证券市场的弱有效性进行验证，得出我国证券市场不完全弱有效的结论，在Kyle模型中加入弱有效性和非理性因素，提出了TT-kyle模型，分析弱有效性和非理性因素对内幕交易者的交易量和价格的影响，并提出了提高我国证券市场效率的相关对策建议。

Using augmented Dickey-Fuller test, the result shows that BDI logarithm series is nonstationary but the first difference is stationary, i. e. it is integrated of order one. High-level ARCH effect was certification in the BDI logarithm series by ARCH LM test, and GARCH (1, 1) model was used to eliminate the conditional heteroscedasticity. Through variance ratio test, the result shows, that the random walk hypothesis of BDI logarithm series can be rejected and international dry bulk shipping market is inefficient.

运用ADF检验方法对BDI的对数序列进行平稳性和单整检验，结果证明BDI对数序列是一个非平稳过程，经一阶差分后是平稳过程，即BDI对数序列是一阶单整过程；通过ARCH LM检验认为BDI对数序列存在高阶ARCH效应，并用GARCH(1，1)模型消除了残差序列的条件异方差性；通过方差比检验法对国际干散货航运市场的收益率序列进行了检验，结果显示BDI的对数序列的随机游走假设被拒绝，国际干散货航运市场不是一个有效的市场。

Intra-/inter-specific spatial pattern: Four distribution measurements (variance/mean ratio, chi-square test, Clark-Evans index and Haberman residual analysis) were used.

分布格局分析采用四种方法：方差均值比、x〓检验、Clark-Evans指数和Haberman剩余分析，前2种属样方法，后2种属无样地法。

The test result shows that we got the optimum emulsified diesel oil of definite mixing ratio by variance analysis of power smoke and consume oil.

以发动机功率、耗油率和烟度的综合评价值为指标进行方差分析，优选最佳的乳化油配比方案。

At first, setting up the arith relation between the signal input and the signal output of the generalized multi-carrier system of the Discrete Fourier Test spread-spectrum; then setting equilibria parameters of the frequency field equilibria subcarrier of the generalized multi-carrier system of the DFT spread-spectrum according to channel frequency response, channel noise variance and equilibria method; then calculating average power of useful signal, interferential average power between signals as well as noise variance of the generalized multi-carrier system receiving terminal of the DFT spread-spectrum according to the arith relation as well as the frequency field equilibria parameter, and recomputing available signal information noise ratio, so as to calculate the available signal information noise ratio of the generalized multi-carrier transmission system accurately, the method for estimating the available signal information noise ratio can be used for link self-adapting transmission solution of the generalized multi-carrier system based on Discrete Fourier Test spread-spectrum and radio material management.

一种DFT扩频的广义多载波系统的SINR估计方法，其通过首先建立所述离散傅立叶变换扩频的广义多载波传输系统的信号输入输出之间的数学关系，然后根据信道频率响应、信道噪声方差和均衡方法，设定所述DFT扩频的广义多载波传输系统的频域均衡子载波的均衡系数，再根据所述数学关系及所述频域均衡系数分别计算所述DFT扩频的广义多载波传输系统接收端有用信号的平均功率、信号间干扰的平均功率以及噪声方差，再计算有效信干噪比，如此以实现对广义多载波传输系统的有效信干噪比的准确计算，该有效信干噪比估计方法可用于基于离散傅立叶变换扩频的广义多载波传输系统的链路自适应传输方案和无线资源管理方面。

With Death guitarist Schuldiner adopting vocal duties, the band made a major impact on the scene.

随着死亡的吉他手Schuldiner接受主唱的职务，乐队在现实中树立了重要的影响。

But he could still end up breakfasting on Swiss-government issue muesli because all six are accused of nicking around 45 million pounds they should have paid to FIFA.

不过他最后仍有可能沦为瑞士政府&议事餐桌&上的一道早餐，因为这所有六个人都被指控把本应支付给国际足联的大约4500万英镑骗了个精光。