English translation for "variance-covariance matrix"
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- 变量-协变量矩阵
方差-协方差矩阵
Related Translations:
- Example Sentences:
| 1. | 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 我们应用这些估计的协方差阵的行列式之商,即一种相对效率比较了这些估计的优劣,所得结果对实际应用具有一定指导意义。 | | 2. | 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数据模型是一类具有重要应用的线性统计模型,它在经济、金融、生物、医学等领域都有广泛的应用。近二十余年来,关于这种模型的统计推断吸引了很多统计学家。本文首先概述了这一领域参数估计方面的最新发展,然后集中讨论了既含有个体效应,又有时间效应的panel数据模型的参数估计。 | | 3. | 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“证券投资风险的度量”分为三个小节: 1 、讨论单个证券风险用标准差( ) 、方差( ~ 2 ) 、变差系数( cv )以及系数度量,构造了单个证券的投资风险统计指标体系; 2 、讨论了用标准差和方差、方差?协方差矩阵、方差?协方差矩阵的特征值来度量组合证券的投资风险; 3 、计算了衡量证券组合系统性风险的系数值,并分析了系数的含义和预测能力的可靠性。 |
- Similar Words:
- "variance within the classes" English translation, "variance work in process" English translation, "variance work-in-process" English translation, "variance yields" English translation, "variance ―covarlance matrix" English translation, "variance-covariance propagation law" English translation, "variance-covariancematrix" English translation, "variance-covariancepropagationlaw" English translation, "variance-length curve" English translation, "variance-mean ratio" English translation
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