| 1. | Frontier portfolio and no - arbitrage analysis with singular covariance matrix 奇异协方差阵下前沿组合及无套利分析 |
| 2. | Inference for von mises mixture in mean direction and concentration parameters 相应的协方差阵及有关参数的一致最小风险无偏 |
| 3. | A recursive algorithm of error covariance matrix of moving horizon estimation 滚动时域估计中先验估计误差协方差阵的递归算法 |
| 4. | 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。 |
| 5. | 2 . smi algorithm is analyzed and researched when being applied in array signal processing 2 .对采样协方差阵求逆( smi )算法进行了分析和研究,并将算法应用到圆阵的信号处理中。 |
| 6. | When the observation noise is temporal correlation , kalman filter will not be able to achieve optimization , and its covariance matrix will be wrong 在观测噪声不满足时间不相关的假设情况下,卡尔曼滤波将达不到最优滤波效果,并且其误差协方差阵也是错误的。 |
| 7. | In guide horizontal breakthrough errors of underground engineering , the breakthrough point should be treated as two different points " in the accuracy analysis and the breakthrough error is found from the relative error ellipses calculated for it " 摘要针对地下工程水平方向的贯通误差问题,在精度分析中将贯通点看作两个不同的点,得到其方差协方差阵。 |
| 8. | When the covariance matrix formed by securities yields is positive definite , we provide the model with transaction costs , the risk is b index risk , researching the model under short sale and no short sale separately 在证券收益率之间的协方差阵为正定矩阵时,给出了以值风险为风险指标的含有交易费的证券组合投资模型,并分别在允许卖空和不允许卖空两种情形下进行了讨论。 |
| 9. | By the definition of incremental error quaternion in the propagation equation of the full rank covariance matrix is derived , consequently the singularity of the covariance matrix caused by the constraint on the quaternion normalization is maintained 并且通过定义增量误差四元数,推导出满秩空间中误差协方差阵的传播方程,解决了由于四元数正交约束所造成的协方差阵奇异性问题。 |
| 10. | 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 |