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- quantile autoregression 分位数自回归
- Variances Estimation of A Sequence Forecasted by An Autoregression Model. 自回归模型的预测方差估计。
- In allusion to the disadvantages of the methods we usually use, quantile regression is introduced and the goodness of fit is improved effectively. 针对当前常用混合成本分解方法的不足,本文引入百分位数回归方法,有效提高混合成本分解的拟合优度。
- The idea of seemingly unrelated autoregression model for time series was developed and applied to forecasts of Chinese inflation and foreign economy. 摘要对时间序列提出半相依自回归模型的概念,并将其应用于我国通货膨胀与对外经济的预测。
- This paper analyzes the relationship between the stock market return and the trade volume by using quantile regression. 本文用分量回归的方法来分析中国股市收益率和成交量关系。
- Based on quantile regression, this paper reexamines the spillover effect of FDI in China% industry sector. 摘要本文使用分位数回归法重新审视了外资对中国工业部门的技术溢出。
- So we introduced and used quantile regression method, which was robust in this situation. 同时,根据以往研究经验知道,模型可能存在内生性问题,因此,本文将所有模型在所有数据集上进行内生性检验,并且首先估计不存在内生性的模型。
- We employ quantile regression to capture the behavior at each quantile of conditional distribution. 以普通最小平方迴归的方式来估计中小企业市场占有率时,会忽略其条件分配的差异。
- These methods are linear prediction using autoregression,and nonlinear prediction using support vector regression. 这两种方法分别为线性的自回归预测以及非线性的支持向量机预测。
- In the process of data processing, we mostly use path analysis and quantile regression to test model. 在数据处理过程中,本文主要利用路径分析、分位数回归等统计方法对模型进行了实证检验。
- A smooth quantile estimator is proposed in this paper and the strong Bahadur representation of this estimator is obtained. 文中对分位函数给出了具有更广泛应用的光滑分位估计,证明了该光滑分位估计的逐点和一致的Bahadur强表示定理;
- Set up one time door limit prediction model of autoregression of array , study for nonlinearity of stock market this front field make new try a bit. 建立了一个时间序列的门限自回归的预测模型,为股票市场的非线性研究这一前沿领域作了一点新的尝试。
- Buchinsky, Moshe (1997), “Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research,” Yale University and NBER. 林文祥(2004)信用卡应收债权证券化---国内业务研究与探讨。私立辅仁大学金融研究所。
- We examine the relationship between the stock return and trading volume in the Shanghai and Shenzhen Stock market using quantile regression. 摘要 文章应用分位数回归考察我国沪深股市成交量和收益率之间的关系。
- Uses the quantile estimates calculated by the extended algorithm to compute intermediate quantile estimates by means of quadratic interpolation. 使用扩展算法进行分位数的估算,以二次插值法的均值计算中间分位数。
- Hydrologic forecast model with multidimensional and hybrid regression system is combined by regression and autoregression methods. 多维混合回归系统模型是将回归与自回归结合起来的综合模型。
- The prediction formula and its error estimation are also established.Its regression and time-varying autoregression model is presented. 在此基础上建立时变序列预测公式及误差估计公式,给出其回归与时变自回归模型。
- Because the house price mutually affects has the concept which the space dependence on one another, also is called "the spatial autoregression". 中文摘要一般在研究房屋价格的特徵价格模型中,通常不考虑空间因素在房屋价格的影响,即不受空间位置与方向影响;
- The results reveal that deviations from PPP is a nonlinear mean reversion, exponential smooth transition autoregression (ESTAR) model can describe this nonlinear nature. 结果表明偏离购买力平价呈非线性的均值回复 ;指数平滑转换自回归 (ESTAR)模型描述了这种非线性特性 .
- In this paper, we mainly discuss nonparametric and semiparametric functional coefficient quantile regressions, their estimation methods and applications. 在本文中,主要讨论了非参数和半参数变系数分位数回归模型的估计及其应用。