这一性质比最小方差性更为直观。
The property was more object than minimum variance property.
非常量误差方差或异方差性。
扰动项具有异方差性的模型称为异方差模型。
The model which has such kind of property is referred to as heteroscedastic regression model.
如果这个假定不成立，我们说模型存在异方差性。
If the assumption fails, we say the model exhibits heteroskedasticity.
分析结果显示：我国股市日收益率具有明显的异方差性、波动性、聚集性、持续性和杠杆效应。
The results showed that the daily yield of China' s stock market had obvious heteroscedasticity, volatility, aggregation, sustainability and leverage effect.
实证结果表明：我国股价波动具有尖峰厚尾特征、异方差性特征和波动的持续性和非对称特征；
My results show that there are significantly volatility, excess kurtosis and heteroskedasticity, persistence and asymmetric effect in Chinese Stock Market.
针对市场风险与流动性风险的时变性、异方差性和尾部特点，利用GARCH -EVT方法进行建模。
Considering the time variation, heteroscedasticity and tail characters of market risk and liquidity risk, GARCHEVTmethod is used for the modeling of these properties.
根据前人的研究成果，文章提出非定式权函数理论，并以非定式权函数对不同异方差性的分组数据开展研究。
According to previous research results, the article proposed a set of variable-weighting function theory, and researched on different heteroscedasticity of group data by variable-weighting function.
通过ARCHLM检验认为BD I对数序列存在高阶ARCH效应，并用GARCH（1，1）模型消除残差序列的条件异方差性。
High-level ARCH effect is certification in the BDI logarithm process by ARCH LM test, GARCH(1,1)model is used to eliminate the conditional heteroscedasticity.
本文对残差具有异方差性的传递函数模型提出了一种新的模型——条件异方差传递函数模型，并对建立此类模型的条件和拟合及预测效果进行了研究。
In this paper, a new model-transmissibility function model with conditional heteroscedasticity is proposed, and its conditions as well as the fitting and forecasting effect have been studied.
很明显，随着项目参数估计中方差的增加，成功完成项目的可能性就减少。
Clearly, as the variance in the estimates of project parameters increases, the likelihood of completing the project successfully decreases.
图3：方差区间内完成任务的可能性。
Figure 3: Likelihood of completing a task within the variance interval.
RealOptions方法对待估计中的方差类似于Black - Schole方程中的变动性。
Real Options methods treat the variance in the estimates similarly to volatility in the Black-Scholes equations.
采用代数综合法求得机构输出总位移的均值和方差，建立了机构运动功能可靠性的分析模型。
The algebra synthesis method is used to obtain the expectation and variance of the assemble responses. The reliability model of mechanism motion function can be built.
在纵向数据分析中，模型方差的齐性是一个基本假定。
In longitudinal data analysis, homogeneity of variance is a basic assumption.
本文提出了一种利用相邻QRS波的相关性进行最小均方差预测的心电图压缩算法。
A novel electrocardiogram compression algorithm based on minimum root-mean-square error prediction utilizing the correlation of adjacent QRS wave is proposed.
值得注意的是，产量性状的加性方差有降低的趋势，遗传基础可能变窄。
Special attention should be given to the decrease of the additive variance of yield trait, and this will most possibly make genetic background narrow.
研究两次重复试验三因子全效应随机模型误差方差的齐性检验问题，推导了检验统计量和检验规则的具体表达式。
According to the homogeneity test for error variance on total-effect random model with three factors in double repeated experiment, the specific formulae of test statistics and test rule are deduced.
对组件软件可靠性进行优化工作时，不仅需要最大化其可靠性估计值，同时还要最小化可靠性估计方差以及测试代价。
Optimizing the software components reliability, not only need to maximize the reliability of the estimates, but also need to minimize reliability estimation variance and testing costs.
进而得出每种假设角色的平均值，方差及标准差验证该假设角色的存在性、出现频率的稳定性以及对各个片断的影响程度。
Furthermore, the average, variance and standard deviation are processed to testify the existence, occurrence stability and influence of each hypothetical role.
文中着重分析了在函数模型正确的前提下，采用不正确的随机模型对方差一致性检验统计量的影响，并给出了具体的影响公式。
Supposed the functional model is correct, the influence on the statistic of test for uniform variance with incorrect stochastic model is analyzed in detail and its formula is derived.
在期权定价的蒙特卡罗模拟中，重要性抽样是一种有效的方差减小技术。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
该等价协方差矩阵和等价权矩阵不仅保持了原有协方差矩阵和权矩阵的对称性，而且保持了原有协方差矩阵的相关性不变。
It is shown that the new equivalent covariance matrix and weight matrix keep not only the symmetry but also the relevance of the original covariance matrix.
本文的结果也显示了协方差改进方法的有效性。
The results obtained in this paper show also the power of the covariance adjusted approach.
另外该系统实现了仿真试验数据关系图形的绘制及仿真试验数据的方差分析和因素显著性检验等功能。
In addition, the system can draw the relevance picture of experiment data, and make variance analysis and verification of notability of these data.
最后，我们还研究了一般生长曲线模型在不同可预测变量下的简单投影预测关于协方差阵的稳健性。
Finally, robustness of the simple projection predictor in the general growth curve model with different linear predictable variable on the covariance matrix are investigated.
方差-协方差分量估计公式等价性的进一步证明。
Further Broof on the Equivalence of the Formulas of Variance-covariance Component Estimation.
这两种滤波算法均保持了线性方差最小意义下的最优性。
It is optimal still in the sense of linear minimum-variance.
这两种滤波算法均保持了线性方差最小意义下的最优性。
It is optimal still in the sense of linear minimum-variance.
应用推荐