positive definite covariance matrix 中文意思是什麼
positive definite covariance matrix
解釋
正定協方差矩陣- positive : adj 1 確實的，明確的；確定的；無條件的 （opp qualified implied inferential）; 絕對的，無疑問的，...
- definite : adj. 1. 明確的；確定的。2. 一定的。3. 【植物；植物學】（雄蕊等）有一定數目的。n. -ness
- covariance : n. 【統計學】協方差，協變性；共離散。
- matrix : n （pl matrices 或matrixes）1 【解剖學】子宮；母體；發源地，策源地，搖籃；【生物學】襯質細胞；間...
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For the given sample points, and matrix formed by covariance function with sample points as parameters, when the number of sample points approaches infinite, it is proven that this matrix spectrum will approach the spectral approach theorem for positive - definite kernel of integral equation
對給定的樣本點，由樣本點為變量的協方差函數構成的矩陣，當樣本點個數趨于無窮大時，證明此矩陣譜逼近於積分方程正定核的譜逼近定理。 -
When the covariance matrix formed by securities yields is positive definite, we provide the model with transaction costs, the risk is b index risk, researching the model under short sale and no short sale separately
在證券收益率之間的協方差陣為正定矩陣時，給出了以值風險為風險指標的含有交易費的證券組合投資模型，並分別在允許賣空和不允許賣空兩種情形下進行了討論。 -
An advantage of this method is that it can be applied when the covariance matrix of the invested projects is positive semi - definite
該方法的優點在於能夠處理各投資項目之間的協方差矩陣為半正定的情形。
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