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协方差

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Finally,the validity of the proposed model is verified by the covariance method.

采用谱估计中的协方差法进行模型校验,经验证表明提出的方法是行之有效的。

To some extent,expectations and covariance s can.

均值和协方差一定程度上可以描述这些随机变量的概率分布特性。

For statistical analysis,we used the Student's t -test, 2, and covariance analysis.

我们应用了 Student's t 检验、 2以及协方差分析进行了统计学分析。

It's appropriate to use Covariance Structure Model in the sociological research.

笔者认为对社会问题的量化研究采用协方差结构模型比较适宜。

Therefore,linear Gauss filtering is applied to algorithm of multisensor management based on covariance control.

为此,将线性高斯滤波理论应用于基于协方差控制的多传感器管理算法。

A system model reduction method based on regional pole and covariance equivalent is proposed.

文中提出了一种基于极点分布和输出协方差匹配的随机系统模型降阶方法。

It is almost certain that genetic influences will be found, as will genetic covariance between entrepreneurship and other psychological traits.

几乎可以肯定的是,遗传的影响可以通过研究创业行为和其他心理特征的遗传协方差得以证明。

In the calculation of futures costandard matrix, we use the MVGARCH model to reflect the cash's influence on the futures and the nonlinear changing of futures and cashes, thus the accuracy of hedge ratio would be inhanced, and we provide a new thought to solve the cross hedging ratio.

通过多元GARCH模型在计算期货合约的协方差矩阵的同时考虑了现货对期货的影响,反映了期货与现货收益率的非线性变化,提高了套期保值比率计算的精度,提供了交叉套期保值比率确定的合理思路。

In the calculation of futures costandard matrix, we use the MVGARCH model to reflect the cashs influence on the futures and the nonlinear changing of futures and cashes, thus the accuracy of hedge ratio would be inhanced, and we provide a new thought to solve the cross hedging ratio.

通过多元GARCH模型在计算期货合约的协方差矩阵的同时考虑了现货对期货的影响,反映了期货与现货收益率的非线性变化,提高了套期保值比率计算的精度,提供了交叉套期保值比率确定的合理思路。

Secondly, by the P-L estimation of survivor function, this paper proposed the regression models of polynomial cumulative hazard function distribution models, respectively in the case of complete date and random right censoring date; meanwhile generalized least squares estimations of unknown parameters were proposed respectively using two steps algorithm and principal component analysis algorithm.

与已有的关于多项式危险函数模型的研究成果相比,首先本文在统计模型的构造上充分考虑了累积危险函数乘积限估计量的非独立性,给出了协方差矩阵的估计;其次在模型检验方面,本文利用非参数回归分析方法,充分利用了数据本身的信息,减少了对回归关系假定的主观因素,因而分析结果更为可靠。

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