方差协方差矩阵

方差协方差矩阵

翻译

Variance covariance matrix

以上为机器翻译结果，快速获取精准的人工翻译结果，建议选择有道人工翻译

网络释义

1
variance covariance matrix
... 方差孝敬 variance contribution 方差协方差矩阵 variance covariance matrix 体系方差 systematic variance ...

短语

1
方差-协方差矩阵
variance-covariance matrix

双语例句

1
采用EWMA模型预测动态变化的方差-协方差矩阵，从实证的角度得到更精准的动态迁移相关系数矩阵。
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
2
然而，目前国内外有关协方差矩阵正定性的研究结果并不多，并且大多是集中在连续型样本协方差矩阵方面。
However, there have been few outcomes about the positive definitiveness of covariance matrix, most of which have been restricted to the Covariance-matrix of continuous sample.
3
给出了由子矩阵组成的分块矩阵时，随机变量二次型的方差、协方差的计算公式。
The formulas to calculate the variance of a quadratic form with the matrix composed of submatrices are given in this paper.

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