dispersion matrix meaning in Chinese
方差矩阵
离差矩阵
Examples
- Linear regression model with elliptically symmetric errors and unknown dispersion matrix was discussed
摘要讨论了协方差阵未知的椭球等高线性模型中的稳健性问题。 - For a given matrix 0 , when the real dispersion matrix varying within certain range , the glse ( the equation is abbreviated ) is the minimum risk estimator under a large class of loss functions , which implies the glse is a robust estimator with respect to dispersion matrix and loss functions
证明当协方差阵在一定范围内变动时，广义最小二乘估计在一大类损失函数下都是风险最小的估计；广义最小二乘估计关于协方差阵和损失函数同时具有稳健性。