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31.
32.
Kristiaan Kerstens Amine Mounir Ignace Van de Woestyne 《European Journal of Operational Research》2011
The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean–variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine mean–variance–skewness (MVS) optimal portfolios. Recently, the shortage function has been introduced as a measure of efficiency, allowing to characterize MVS optimal portfolios using non-parametric mathematical programming tools. While tracing the MV portfolio frontier has become trivial, the geometric representation of the MVS frontier is an open challenge. A hitherto unnoticed advantage of the shortage function is that it allows to geometrically represent the MVS portfolio frontier. The purpose of this contribution is to systematically develop geometric representations of the MVS portfolio frontier using the shortage function and related approaches. 相似文献
33.
本文在数量特征随机化回答技术中当变异系数、偏度系数、峰度系数已知时,对总体均值提出了一系列比类型估计量,并且在一定条件下,证明了这些估计量优于Gupta et al.提出的估计量。 相似文献
34.
Clber da Costa Figueiredo Mnica Carneiro Sandoval Heleno Bolfarine Claudia Regina O.P. Lima 《Journal of Chemometrics》2008,22(8):472-480
In this paper, we present a Bayesian approach for estimation in the skew‐normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
35.
在DentchevaRuszczynski(2006)模型的基础上,考虑偏度对构建投资组合的影响,建立了二阶随机占优约束下最大化组合收益率偏度的投资组合优化模型,并应用分段线性近似方法将模型转化为一个非线性混合整数规划问题.利用中国股票市场的历史数据对所建模型进行了实证分析,结果表明,所建新模型比均值-方差-偏度模型和市场指数具有更稳健的表现. 相似文献
36.
均值-方差投资组合模型作为现代投资组合理论的基础, 采用方差作为风险度量,但忽略了投资组合收益的非对称性. 而考虑收益非对称性的基于偏度的投资组合模型由于非凸和非二次性
使模型难以求解. 本文提出用上下半方差的比值近似刻画偏度, 建立了均值-方差-近似偏度(MVAS)模型,并利用该模型对中国证券市场主要股票指数进行实证分析. 实证分析结果表明, 在收益率非正态分布的市场中,考虑了收益率非对称性的投资组合模型较传统的MV和MAD模型具有更优的表现. 相似文献
37.
In several applications, the assumption of normality is often violated in data with some level of skewness, so skewness affects the mean’s estimation. The class of skew–normal distributions is considered, given their flexibility for modeling data with asymmetry parameter. In this paper, we considered two location parameter () estimation methods in the skew–normal setting, where the coefficient of variation and the skewness parameter are known. Specifically, the least square estimator (LSE) and the best unbiased estimator (BUE) for are considered. The properties for BUE (which dominates LSE) using classic theorems of information theory are explored, which provides a way to measure the uncertainty of location parameter estimations. Specifically, inequalities based on convexity property enable obtaining lower and upper bounds for differential entropy and Fisher information. Some simulations illustrate the behavior of differential entropy and Fisher information bounds. 相似文献
38.
基于偏度的多期组合投资调整模型 总被引:4,自引:0,他引:4
由于不同时期资产收益率以及投资者对风险和收益偏好的变化,加之资金等条件的限制,大多数组合投资问题具有明显的动态特征。本文把单期投资组合拓展到多期,引入偏度和风险度量工具VaR,并考虑交易费用的影响,建立了多期投资组合调整模型。最后,给出实证分析对模型进行分析研究,这对投资者的连续投资行为具有一定的指导作用。 相似文献
39.
高斯曲面拟合在对空红外点目标检测中的应用 总被引:1,自引:1,他引:0
针对天空背景红外点目标检测时云层边缘产生的虚警,根据点目标的高斯分布特性,提出采用高斯曲面拟合算法,首先利用传统目标检测算法检测得到目标和云层边缘,然后获取其高斯曲面拟合参数,最后计算偏态系数和峰度系数,根据偏态和峰度系数的差异,区别目标和云层。实验结果证明,该方法能有效地区别目标和云层边缘干扰,从而降低目标检测算法的虚警率。 相似文献
40.
Let M
n
= X
1 + ⋯ + X
n
be a sum of independent random variables such that X
k
⩽ 1,
and EX
k
2
= σ
k
2
for all k. Hoeffding [15, Theorem 3] proved that
with
. Bentkus [5] improved Hoeffding’s inequalities using binomial tails as upper bounds. Let
and
stand for the skewness and kurtosis of X
k
. In this paper we prove (improved) counterparts of the Hoeffding inequality replacing σ
2 by certain functions of γ
1, ..., γ
n
(respectively ϰ1, ..., ϰ1). Our bounds extend to a general setting where X
k
are martingale differences, and they can combine the knowledge of skewness and/or kurtosis and/or variances of X
k
. Up to factors bounded by e
2/2 the bounds are final. All our results are new since no inequalities incorporating skewness or kurtosis control are known
so far.
The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No T-15/07. 相似文献