在线性情形,它与最小方差参数自适应控制律一致。
In the linear case, it is the same as the minimum variance parameter adaptive control.
本文主要研究了纵向数据模型的均值参数和方差参数的统计诊断问题。
In this paper, we consider the diagnostics for the mean and covariance parameters in longitudinal data model.
因为这时模型协方差阵结构仍含有方差参数,因此我们的目标是寻求可行估计。
The variance-covariance matrix still include parameter of variance in this condition, so our purpose is to look for feasible estimations.
But, on the other hand, you don't want high variance because that's risk; so, both of those matter.
但另一方面,你不想要高水平的方差,因为它代表风险;,因此这两个参数都很重要。
The more x moves, the bigger the variance is.
参数的变动越多,方差就越大
The way you would go about it, if you're a portfolio manager, is you have to come up with estimates of the inputs to these formulas-- that means the expected returns, the standard deviations, and the covariances.
你所要做的,如果你是一个资产经理,你要做的事情就是,对公式里面的一些参数进行估计-,那些参数包括预期收益,标准差,和协方差。
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