样本协方差

This thesis has mainly contributed two results in theory: one is that the covariance matrix is not positive definitive if the number of sampling is least than the number of variables, the other is that the covariance matrix of discrete sample is positive definitive if and only if the sum of every random column vector of data matrix is non I-linear combination.

本论文在理论上，主要得出两个新的结果：ⅰ抽样调查中，若样本的个数少于变量的个数则样本协方差矩阵恒为非正定；ⅱ离散型样本协方差矩阵正定的充要条件是样本资料阵的各随机列向量是非I-线性组合。

The paper studies the form of the result of SVM with covariance function as the kernel function under some conditions, and draws the conclusion that Kriging is equivalent to SVM under those conditions. Based on the conclusion, we put forward the idea of using the covariance function as a substitute for the RBF kernel function of SVM.

摘要研究了支持向量机(support vector machine，SVM)方法在一定假设条件下，核函数取为样本协方差函数时解的具体形式，得出了在该假设情况下SVM方法等价于克立格方法的结论，提出了用协方差函数作为SVM核函数的思想。

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。

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。

The proposed method first uses common subtractive clustering locating method to acquire video object position and moving object number of each frame. Then, the proposed algorithm uses fuzzy C-means clustering algorithm to further cluster the moving object foreground pixel samples. Finally, matrix analysis theory for calculating eigenvalues and eigenvectors of covariance matrix is applied to compute the object scale and orientation parameters.

该算法在减法聚类算法预定位目标位置及获得目标个数的基础上，进一步采用模糊C均值聚类对目标前景样本进行归类，最后通过对目标前景样本协方差矩阵特征值和特征向量的分析获得目标的尺度及方向参数，从而实现对视频运动目标的定位。

Based on the previous fault possibility distribution kept within the sample mean and covariance matrix with forgetting factors,a strategy for constructing the target output of the new training sample set was ...

该算法通过带有遗忘因子的样本均值和样本协方差矩阵保存样本所包含的故障可能性分布信息，并在此基础上产生新增样本的目标输出，用于训练FBF网络，以实现故障分类边界的在线跟踪。

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。

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 sample covariance between each independent variable and the OSL residuals is zero.

每个自变量和OLS协残差之间的样本协方差为零。

Estimation of parameters for general liner functional model with singular covariance. First, the Rao decomposition of the sample variance and the known singular measure error variance are presented and then the square measure error with singular variance and the standardized condition are got.

首先讨论了样本协方差与已知的奇异度量误差方差的Rao分解，给出了含有奇异方差广义逆的二次度量误差和模型的标准化条件，证明了二次度量误差与广义逆的选取无关。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。