variance matrix 中文意思是什麼
variance matrix
解釋
方差矩陣-
And then, some common methods of gdm, such as the ahp method, the weighted geometric mean method ( wgmm ), the borda - kendall method, the minimum variance ( mv ) method, the clustering analytic method, the cook - seiford distance measure, cb measure, the maximum and the minimum expected values, the concordance and discordance indices, etc., are used to discuss some consensus problems of gdm, including the consistency of the complex judgment matrix in ahp, the consensus methods of the aggregation of individual preferences ; the aggregation of analytic hierarchy process methods based on similarities in decision makers " preferences, a consensus measure on multiple criteria group decision making
接著本文採用了群體決策中常用的一些方法（如： ahp法，加權幾何平均法， borda - kendall方法，最小方差法，聚類分析法， cook - seiford距離測度法， c _ b測度法，最大最小期望值法，一致性非一致性指標法等）對群體決策中的幾個一致性問題進行了研究，這些問題包括： ahp中復合判斷矩陣的一致性，個體偏好序集結的一致化方法，基於決策者偏好相似性的層次分析模型的集結中的一致性問題和多準則群體決策的一致性測度。 -
In light of market risk, there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement, such as variance, duration, 3 - coefficient, 5 - coefficient and value at risk. and in light of credit risk, there are accounting - based ratio measurement method and volatility - based measurement method, as well as the related concepts, such as credit rating, z - score, transition matrix, expected default frequency
其中，針對市場風險度量的方法包括靈敏度測量風險方法和波動性測量風險方法，與之相關的風險度量概念有方差、持續期、系數、類系數和在險價值；針對信用風險度量的方法包括基於財務比率的風險測量方法和基於波動性的風險測量方法，與之相關的風險度量概念有信用評級、 z分數、轉換矩陣、違約頻率。 -
All these estimates are feasible unbiased estimates. we use the quotient of the determinant of the variance - covariance matrix of the feasible unbiased estimates, that is, a kind of relative efficency to compare these esti - mates. the results have instructive significance for practice
我們應用這些估計的協方差陣的行列式之商，即一種相對效率比較了這些估計的優劣，所得結果對實際應用具有一定指導意義。 -
Two indexes was calculated to estimate the best bands union for color combination, one is optimum index factor ( oif, the sum of standard deviation divided by the sum of correlation coefficient. ), the other is the determinant of the co - variance matrix. it can be seen from the result that for color combination the original optimal bands were tm 4, 3, 7 and tm 4, 3, 5, the best mixed images were mnf1, br and ndvi
以協方差矩陣行列式值和最佳指數值（組合波段標準差之和除以相關系數之和）為評價標準，得出對于tm原始波段而言，最佳的彩色合成組合是tm4 、 3 、 7和tm4 、 3 、 5 ；綜合幾種變換圖像的彩色合成的最佳組合是mnf1 、 br 、 ndvi 。 -
Under a certain conditions on variance matrix invertibility, we show that the optimally weighted ls estimate outperforms the linear minimum variance estimate provided that they have the same priori information
因此，我們討論了在相同已知信息的情況下，即最優加權最小二乘估計也利用有關被估參數的先驗信息時，二者的估計性能。 -
For a general linear model ( input matrix is deterministic ), under a certain conditions on variance matrix invertibility, the two estimates can be identical provided that they have the same priori information on the parameter under estimation. even if the above information is unknown only for the optimally weighted ls estimate, the sufficient condition and necessary condition, under which the two estimates are identical, is derived. more significantly, we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information
在一般線性模型（即輸入矩陣為確定性）下，當兩種估計都利用有關被估參數的先驗信息時，二者在方差陣可逆的一定條件下可達到一致；當最優加權最小二乘估計不利用此先驗信息時，存在二者一致的充分條件和必要條件，進而找到一種設計輸入矩陣的方法，使得在先驗信息缺乏的條件下，仍可利用最優加權最小二乘估計達到與線性最小方差估計一樣優越的估計性能。 -
Discusses the characteristic values on individual stock risk with the standard deviation, variance ( 2 ), standard deviation coefficient ( cv ) and coefficient measurement, construct the individual on stock ' s statistics index system on investment risk. 2. discuss the characteristic of standard deviation, variance, variance - covariance matrix to measure the investment risk of stock portfolio
第二章「證券投資風險的度量」分為三個小節： 1 、討論單個證券風險用標準差（ ） 、方差（ ~ 2 ） 、變差系數（ cv ）以及系數度量，構造了單個證券的投資風險統計指標體系； 2 、討論了用標準差和方差、方差?協方差矩陣、方差?協方差矩陣的特徵值來度量組合證券的投資風險； 3 、計算了衡量證券組合系統性風險的系數值，並分析了系數的含義和預測能力的可靠性。 -
Following, making development study from the three directions : the first one is how to reduce calculation when to use markowitz model. this text has improved the efficient frontier of markowitz model utilizing free risk assets, and reduced calculation about revenue rates " co - variance matrix utilizing single or multiple factors, and so on. the second one is to add thinking factors about, such as transaction fee, fund limitation, lowest transaction unit ' s limitation, risk measures and exchange rate risk of international portfolio securities, so as to make markowitz model closer to our country ' s practice
接著，分三今方向對markowitz模型進行了拓展研究：第一個方向是運用markowitz模型時如何減少計算量，本文利用無風險資產來改進markowitz模型的有效邊界，利用單因子或多因子模型來減少收益率協方差的計算量等等；第二個方向是增加考慮因素，諸如交易費用、資金限制、最小交易單位限制，風險測度和國際組合證券的匯率風險，使markowitz模型更貼近我國的實際；第三個方向是對markowitz模型進行動態拓展研究，提出了將證券收益率看成是隨機序列時的投資決策模型，深入研究了m ? v有效邊界隨資產品種數增加而發生的漂移，並用解析方法和幾何圖形描述了漂移的軌跡和方向。 -
When the covariance matrix formed by securities yields is non - oppositive definite, we provide the model with transaction costs, which risk is variance matrix risk. when the covariance matrix formed by securities yields is not exist, the risk we use is absolute deviation risk and semi - absolute deviation, which is differ with traditional risk such as variance matrix risk or semi - variance matrix risk
在證券收益率協方差陣不一定存在時，給出了不同於以往以證券收益率間的方差或是半方差為風險度量指標而是以絕對離差為風險指標和以半絕對離差為風險指標的含有交易費用的證券組合投資模型。 -
The essential idea was that an incomplete data set including missing values was partitioned into several fuzzy clusters by using local principle component with least variance, and through solving the general inverse matrix of the data to obtain the principle components of each sub - clusters, the missing values in clusters could be estimated based on local principal components utilizing a simple linear model
其基本思想是，先利用具有最小方差的局部主成分，把包含有遺漏值的不完備數據集劃分成多個模糊聚類，然後通過求解廣義逆矩陣來獲得各個子聚類的主成分，最終在局部主成分的基礎上通過簡單的線性方程模型去佑計聚類中的遺漏值。 -
Chapter 2 : using a so - called variance matrix, we studied the propagation and the focusing characteristics of the paraxial light beams. the quantities characterizing the gross features for a paraxial optical beam, such as the beam width, the divergence, the curvature radius of the wavefront, the complex beam parameter q. and the beam quality factor, are related by using variance matrix
第二章：闡述了常數折射率介質中光束的傳輸和聚焦，建立了表徵傍軸光束總的特徵的量，如：束寬、衍射發散角、波前曲率半徑、復光束參數q與變換矩陣的關系，得到了光束質量因子和變換矩陣行列式的定量關系。 -
Study work mainly is : part one, look back and look ahead the financial development history and present situation that derives market and the futuristic tendency, summarize domestic and international theory and method about venture capital investment, discuss establishment and develop the financial necessariness and important meaning of our country that derives market ; part two, establishthe relation between investment risk and the radom expectation effectiveness of investor ? verage stochastic dominance of asset profit ; part three, covari - ance matrix in mean - variance model is analysed with sensitivity analysis and fuzzy analysis ; part four, have looked back the concept of option, the price relation of option and black - scholes option price formula, have put forward option price formula of the discounted value of option present value ; part five, have looked back the financial concept and its classfication that financial derivatives risk, have summarized financial risk management theory, measured and assessed methods of financial derivatives risk
主要研究工作為：第一章，回顧和展望金融衍生市場的發展歷史、現狀和未來，綜述國內外關于風險投資的理論與方法，論述建立和發展我國金融衍生市場的必要性及重要意義；第二章，建立投資者的隨機期望效用與投資風險之間的關系? ?平均隨機占優；第三章，均值方差模型協方差矩陣的靈敏度分析與模糊分析；第四章，回顧了期權的概念、期權的價格關系和black - scholes期權定價公式，提出了歐式看漲期權價格的折現值所滿足的微分方程；第五章，回顧了金融衍生品風險的概念及其分類，總結了金融衍生品的風險管理理論和金融衍生品風險計量和評估方法。 -
According to the feature of the human vision, we present the hiding methods based on image variance, image flatness measurement and fuzzy classification, respectively. and the techniques based on relationship between pixels, difference matrix and cryptography are also given. two hiding methods, backup hiding and camouflage hiding, are proposed too
在空間域內，利用人的視覺特性，本文提出了基於圖象方差、圖象平坦測度和基於模糊分類的隱藏演算法，同時提出了基於關系、基於差值矩陣和基於密碼演算法的隱藏方法，並提出了備份隱藏和偽裝隱藏兩種隱藏方案。 -
An adaptive kalman filter combining variance component estimation with covariance matrix estimation based on moving window
基於移動開窗法協方差估計和方差分量估計的自適應濾波 -
Panel data model is an important linear model in economics, finance, biology, medicines and other fields. in recent twenty years, statistical in - ferrence about this model attracts many statisticians. in this paper, we first generalize the latest development of parameter estimation in this field, then focus on parameter estimation in the panel model with individual effect and time effect. many articles researched the parameter estimation of the regression coefficents in the case that both individual effect and time effect are random, but in some conditions, it is more reasonable if we suppose either of them is fixed. this paper is based on this hypothesis to research the estimations of the coefficents. the variance - covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations
Panel數據模型是一類具有重要應用的線性統計模型，它在經濟、金融、生物、醫學等領域都有廣泛的應用。近二十余年來，關于這種模型的統計推斷吸引了很多統計學家。本文首先概述了這一領域參數估計方面的最新發展，然後集中討論了既含有個體效應，又有時間效應的panel數據模型的參數估計。 -
Solution method of matrix units of genetic variance and covariance in estimating cows ' genetic value
協方差的最優二次型無偏估計
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