| 1. | Missing value estimation for microarray expression data based on weighted regression
基因表达缺失值的加权回归估计算法 |
| 2. | Thirdly , a learning method based on locally weighted regression is proposed to forecast the motion of the ball , especially after the ball bump into wall
( 3 )提出一种基于局部加权回归预测球运动轨迹的学习方法,尤其是球与边界碰撞后的运动轨迹。 |
| 3. | Results show that the proposed weighted regression calibration method is the most efficient and that the standard errors estimated using a bootstrap procedure are satisfactory
对于参数估计量的标准差，我们则是利用拔靴法来估计，其结果的表现也与模拟的标准差很接近。 |
| 4. | Results show that the proposed weighted regression calibration method is the most efficient and that the standard errors estimated using a bootstrap procedure are satisfactory
对于参数估计量的标准差，我们则是利用拔靴法来估计，其结果的表现也与仿真的标准差很接近。 |
| 5. | Firstly , it introduces the gradient boosting theory and the no weight regression algorithm based on this theory , then it presents the experimental results of a practical problem
首先对以损失函数梯度下降为原理的样本无权值算法进行了阐述，并给出了一个实际问题的仿真结果。 |
| 6. | The regression coefficients in mixed geographically weighted regression model characterize by that portion of its regression coefficients are unknown constants while other regression coefficients are unknown functions of geographical locations
摘要混合地理加权回归模型系数特征是部分回归系数为未知常数，而其它回归系数为地理位置的未知函数。 |
| 7. | Abstract : for the linear weighted regression model , influence measure of covariance matr ix perturbation and estimate efficiency of regression parameter have been analyz ed on the basis of the regression diagnosis , and the lower bounds of the two eff iciencies have been given
文摘:针对线性加权回归模型，从统计诊断的角度分析了协方差阵扰动的影响度量和回归系数的估计效率，并给出了2种效率的下界 |
| 8. | So we consider five financial indexes includes stock b / p , e / p , current stock size , current stock stru and financial levge by the international tradition , then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b . in the third chapter , the article fut forward a risk factor model , estimates yield sequences of every risk factor by weight regression , and then estimates each risk factor coefficient of different stock by time sequence regression , at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
结合国际惯例，文章考虑了股票的净值市价比( b p ) ，市盈率倒数( e p ) ，流通规模( size ) ，流通比例( stru )和财务杠杆( levge )等五个财务指标，应用描述性统计检验和横截面统计检验等多种方法，结果表明，除系数以外，净值市价比( b p )和流通规模( size )对证券收益率部有重要的影响。在论文的第三章，提出了一个基于多因素的风险因子模型，并用加权回归和时间序列回归等方法估计出了不同证券的各风险因子系数(类似于单指数模型中的系数) ，据此，即可衡量出一个包括n只股票的组合的风险_ p ~ 2和收益率r _ p 。 |
