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方差比检验

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To compare the image quality of the three sequences in two groups by One-Way ANOVA and T Test. The qualitative assessment standards include clarity, artifacts, signal uniformity, the conspicuity of enhanced vein and the observable grade of intrahepatic venous branchs. The quantitative assessment standards include SNR and CNR of intrahepatic portal vein and hepatic veins. Furthermore, the anatomy and variations of the intrahepatic portal vein and hepatic veins are statistical analysed.

通过方差分析和T检验分别对A、B组三个序列的图像质量进行比较,评定标准包括清晰度、伪影、信号均匀性、静脉强化程度及肝内静脉分支显示级数等定性指标和肝内门静脉、肝静脉的SNR(Signal-Noise Ratio,信噪比)及CNR(Contrast-Noise Ratio,对比度噪声比)等定量指标。

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。

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。

With the methods of unit root and variance ratio ,the closing prices of nature rubber futures contract No.

以上海期货交易所天然橡胶7月合约的每日收盘价为研究对象,采用的方法是单位根检验和方差比检验相结合,通过检验期货价格序列是否服从随机步游过程,来判断市场是否具有弱式有效性。

Then, separately through the variance ratio method and the cointegeration approach, tests the efficiency and the unbiasbility of price discovery function, thereby identifies the realization degree of China's grain futures market price discovery function.

然后,分别用方差比检验法和协整关系检验法实证检验了我国粮食期货市场价格发现功能的有效性和无偏性,从而检验我国粮食期货市场价格发现功能的实现程度。

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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。

Closes the eye, the deep breathing, all no longer are the dreams as if......

关闭眼睛,深呼吸,一切不再是梦想,犹如。。。。。。