dispersion variance 中文意思是什麼
dispersion variance
解釋
離散方差- dispersion : n 1 分散，散開；散布，傳播；離散。2 【物理學】彌散，色散；【化學】分散作用；被分散物；分散相，分...
- variance : n. 1. 變化，變動，變更；變度，變量；【統計】（平）方（偏）差。2. （意見等的）相異；不和，沖突，爭論。3. 【法律】訴狀和供詞的不符。
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Then discusses its properties, such as biased property, relative efficiency of generalized variance and superiority comparisons between generalized ridge estimation and generalized least squares estimation. shows iterative algorithm based on the mean dispersion error
該估計雖然具有偏崎，但其估計精度具有良好的性質，如：有偏性、方差一致最優性、相對于廣義最小二乘估計的廣義方差效率、 mde ? ?有效性等。 -
We analyse the dispersion of stock returns and have the tests of serial correlation. the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns. first, the distribution of open - to - open returns has greater variance than that of close - to - close returns. second. the serial correlation pattern is quite different in the two return series. the open - to - open returns have negative autocorrelation coefficient, but the close - to - close returns is positive. further, employing an arma ( 1, 1 ) model we find that in the opening. returns exhibit higher residual noise and stronger dependence on past returns, reflecting stronger deviations from the random - walk form of the market efficiency hypothesis
主要表現為：一，開盤收益序列比收盤收益序列具有更大的方差。二，兩種收益序列的序列相關形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現開盤收益序列比收盤收益序列具有更大的殘差，更依賴于過去的收益序列，也更偏離於市場有效的隨機遊走形式的假設。 -
Firstly, we estimate the variance and the mean of each cell with maximum likelihood ; secondly, we identify the important dispersion effects based on least squares analysis of the logarithm of within - replication variance ; last, we identify the important location effects based on weighted least squares analysis of the mean of each cell. a simulation study also demonstrates its superiority over some existing methods. an experiment for the robust design of thermostat is used to illustrate the method
本文對帶有右截尾數據的有重復因子試驗，提出了另一種分析位置效應和散度效應的方法：首先，在每一個試驗點，對重復試驗觀察值用極大似然法估計出均值和方差；其次，用每個試驗點方差估計值的對數作為響應變量與各因子建立回歸模型，鑒別出顯著的散度效應；之後，採用加權最小二乘法鑒別出比較顯著的位置效應。
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