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多元向量值区域和加权风险值
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作者 王巧玲 《数学杂志》 2022年第4期330-344,共15页
针对投资组合,为了能更好的刻画投资者的偏好和降低对异常值的敏感度,在已有的多元向量值风险值和条件尾部期望的基础上,本文引入多元向量值区域和加权风险值,并研究了他们的性质,在不同的Coupla函数下,分别得到了多元向量值区域和加权... 针对投资组合,为了能更好的刻画投资者的偏好和降低对异常值的敏感度,在已有的多元向量值风险值和条件尾部期望的基础上,本文引入多元向量值区域和加权风险值,并研究了他们的性质,在不同的Coupla函数下,分别得到了多元向量值区域和加权风险值的具体表达式,最后本文提供了相关的数值计算例子.本文所引入的向量值区域和加权风险值风险度量,拓广了文献中一些已有的结果. 展开更多
关键词 加权风险 区域风险 多元向量值 Coupla
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微分中值定理的证明及推广 被引量:1
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作者 鲁凤菊 《洛阳师范学院学报》 2001年第2期14-16,共3页
本文给出了证明微分中值定理时构造辅助函数的两种方法以及微分中值定理在一元函数、多元向量值函数及抽象函数方面的推广 .
关键词 本文给出了证明微分中定理时构造辅助函数的两种方法以及微分中定理在一元函数、多元向量值函数及抽象函数方面的推广.
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Characterizations of Orthogonal Vector-valued Multivariate Wavelet Packets
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作者 HUA De-lin FENG Jin-shun 《Chinese Quarterly Journal of Mathematics》 CSCD 北大核心 2008年第4期606-614,共9页
In this paper, the notion of orthogonal vector-valued wavelet packets of space L2 (R^s, C^n) is introduced. A procedure for constructing the orthogonal vector-valued wavelet packets is presented. Their properties ar... In this paper, the notion of orthogonal vector-valued wavelet packets of space L2 (R^s, C^n) is introduced. A procedure for constructing the orthogonal vector-valued wavelet packets is presented. Their properties are characterized by virtue of time-frequency analysis method, matrix theory and finite group theory, and three orthogonality formulas are obtained. Finally, new orthonormal bases of space L2(R^s,C^n) are extracted from these wavelet packets. 展开更多
关键词 ORTHOGONALITY refinement equation vector-valued multiresolution analysis vector-valued scaling function vector-valued wavelet packets
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Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
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作者 YUAN Min WAN ChongLi WEI LaiSheng 《Science China Mathematics》 SCIE CSCD 2016年第6期1175-1186,共12页
In this paper, the Bayes estimator and the parametric empirical Bayes estimator(PEBE) of mean vector in multivariate normal distribution are obtained. The superiority of the PEBE over the minimum variance unbiased est... In this paper, the Bayes estimator and the parametric empirical Bayes estimator(PEBE) of mean vector in multivariate normal distribution are obtained. The superiority of the PEBE over the minimum variance unbiased estimator(MVUE) and a revised James-Stein estimators(RJSE) are investigated respectively under mean square error(MSE) criterion. Extensive simulations are conducted to show that performance of the PEBE is optimal among these three estimators under the MSE criterion. 展开更多
关键词 multivariate normal distribution mean vector MVUE PEBE RJSE mean square error
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