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quantile n.【統計學】分位數。

quantitate

One is the evt - based var model ( including gev model and gpd model ) , the other is the quantile regression var model . secondly , i evaluate predictive performance of a selection of var models for chinese stock market data . these var models include riskmetrics method , historical simulation , monte carlo method , and the three recent models based on quantile regression and extreme value theory 本文首先重點探討了極值分布var模型(包括廣義極值分布和廣義帕雷托分布兩個模型)和分位數回歸var模型;然后在此基礎上將六個var模型(包括上述三種模型、歷史模擬法、 riskmetrics方法以及蒙特卡洛法)實證應用于估計上證指數、上證180 、深證成指、深證綜指95 var和99 var ;同時采用區間預測法、損失函數法和符號檢驗法對這些var模型進行了選擇評估。

We discussed four common outlier tests in pls regression , included partial f test , residual plot and normal quantile plot , latent variables plot ( tit plot ) , contribution plot of variables to latent variables . among these techniques , the first and second are used frequently in ordinal multiple multivariable regression 實例一的資料來自于衛生管理研究,主要用于偏最小二乘回歸與一般最小二乘回歸之間的優劣比較,以及偏最小二乘回歸離群點檢測方法的實際運用。

In this paper , two questions on exetreme value theory are investigated as follows : i . the asymptotic properties of the large quantile and endpoint of a distribution : let { xi } be an i . i . d random sequence with common distribution f ( x ) which is unknown . denote mn ( k ) as the k - th maxima of x1 … xn 本文對極值理論的兩個問題進行了探討:一、大分位數與尾端點的漸近性質設{ x _ i }是來自未知分布f ( x )的i . i . d的隨機序列。

( 3 ) usevpq . dll : common statistical distribution library provides methods of getting the expectation , variance ^ probability and quantile of 10 kind of statistical distribution Dll :常用數理統計分布的工具庫提供了計算十種常用統計分布的期望、方差、函數值、分位點的方法。

This study employs quantile regression to capture what behavior exactly at each quantile of conditional house price distribution and to test the asymmetric effects of brokerage services 以分量?歸估計后發現,仲介服務系數在各價格分量呈現很大的差異且顯著。

Must be the same on the test system as in production in order to make sure you collect the same number of frequent and quantile values on test system as in production 必須與生產系統中的相同,以便確保在測試系統上收集與生產中相同數目的頻值數目和分位數值。

In allusion to the disadvantages of the methods we usually use , quantile regression is introduced and the goodness of fit is improved effectively 針對當前常用混合成本分解方法的不足,本文引入百分位數回歸方法,有效提高混合成本分解的擬合優度。

Value at risk is a tool which be widely used in application to financial risk management and regarded as extreme quantile method 風險價值( var )是金融風險管理中應用最廣泛的一種工具,其測量方法可以看作是一種極端分位數的方法。

Quantile regression of scale effect between input intensity of firm ' s innovation employee and size of firm ' s employee 企業創新人力投入強度規模效應的分位點回歸研究

Law of the iterated logarithm of quantile density estimator for left truncated and right censored data 左截斷右刪失數據下分位密度估計的重對數律