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kurtosis

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kurtosis是什么意思
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词汇分类:FRM一级必备词汇,CFA一级必备词汇,金融专业高频词汇,CFA二级必备词汇,CFA & Comprisal VOJ
词义:

n.

峰度,峰态,峭度;

英英释义

Kurtosis

In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning curved, arching) is any measure of the "peakedness"of the probability distribution of a real-valued random variable.Dodge, Y.

以上来源于:Wikipedia

用法:

双语例句

用作名词(n.)

When we measure the kurtosis of a distribution, we are measuring its peakedness.
度量一条频率分布曲线的尖削度就是度量其顶部的峰态。

As to skewness, it is not as important as kurtosis in affecting subadditivity.
模拟结果显示,只有在非常高的峰态下风险值是违反次加性,而目前常见的财务资料的分配并不具有如此高的峰态。

权威例句

On the meaning and use of kurtosis.

SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES

Positive definiteness of diffusion kurtosis imaging

The spectral kurtosis: a useful tool for characterising non-stationary signals

Measures of multivariate skewness and kurtosis with applications

Testing structural equation models: The effect of kurtosis

The spectral kurtosis: application to the vibratory surveillance and diagnostics of rotating machines

MRI quantification of non-Gaussian water diffusion by kurtosis analysis

Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

Diffusional kurtosis imaging: the quantification of non-gaussian water diffusion by means of magnetic resonance imaging.
造句:

1. This paper puts forward an algorithm based on joint maximization of kurtosis and autocorrelation, and applies it to the separation of fetal electrocardiogram.

本文提出了一种基于峭度和自相关函数联合最大化的算法,并将此算法应用于胎儿心电的分离研究。

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2. Then peak index, kurtosis index, impulsion index and tolerance index of the vibration signal are calculated. These parameters represent the characteristic of failures.

随后计算出代表故障特征的振动信号的峰值指标、峭度指标、脉冲指标和裕度指标等参数。

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3. Based on maximum kurtosis criteria, a new blind identification and equalization algorithm is designed for linear system.

根据最大峰度准则设计了一种针对线性系统的盲辨识与盲均衡算法。

www.dictall.com

4. Kurtosis is a classical measure of non-Gaussianity of random variable.

峭度是随机变量非高斯性的一个经典度量。

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5. Based on the characteristic of WM signals, a step by step classification method using high order cumulants and kurtosis of power spectrum as features is proposed.

根据小波调制信号的特点,以信号高阶累积量与功率谱峰度为特征参数,采用分步识别的方法对小波调制信号进行了识别。

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6. A portfolio selection model with transaction costs under the constraint of higher moments such as skewness and kurtosis was discussed.

讨论了有交易费用的、包括偏度和峰度在内的高阶矩约束的多目标最优投资组合选择模型。

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7. Kurtosis means the acute degree of the top when compared the frequency distribution curve with the normal distribution.

相比与正态分布的频率分布曲线的峰度是指顶部的尖锐度。

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8. Considering the nonlinear and redundant characteristic of the data in real industry process, a nonlinear independent component analysis based on kurtosis is presented.

针对实际工业过程数据中的非线性和冗余度问题,提出了一种基于峰度的非线性独立元分析方法。

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9. A new blind beamforming algorithm for non-Gaussian signals with arbitrary kurtosis is presented in this paper.

该文提出了一种新的适用于任意峰度非高斯信号的多目标盲波束形成算法。

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10. It is known that usually the degree of sharpness (or flatness) of beam intensity distribution is described by the kurtosis parameter (K parameter).

光束光强分布的陡峭度或平整度通常可用陡峭度参数(K参数)来描述。

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11. Based on the signal kurtosis, a blind signal extraction algorithm was proposed in over-determined mixtures.

基于信号峭度理论,提出一种超定条件下的盲信号提取算法。

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12. Then it comparatively analyzes some basic statistic of CCFI and BDI, which include mean, standard deviation, skewness, kurtosis, autocorrelation, and so on.

第二章对CCFI和BDI及CCFI分航线指数之间平均收益率、标准差、偏度、峰度、序列相关性等基本统计量进行了比较分析。

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13. This paper proposes a new algorithm of video watermarking based on kurtosis and DCT.

提出一种基于峰度的视频水印新算法。

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14. This result supports the authors viewpoint about kurtosis statistical meanings:kurtosis is a kind of measure of population datas degree of outlier.

该结论支持了作者关于峰度统计意义的观点:峰度是衡量总体数据离群度的特征量。

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15. The correlation between the skewness and the kurtosis of the sea surface elevation is also discussed.

文中还讨论了波面偏度和峰度的相关关系。

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16. The term -3 is added in order to ensure that the normal distribution has zero kurtosis.

其中的-3是为了确保正态分布的峰度为零。

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17. First, we introduce systematic skewness and systematic kurtosis into traditional CAPM, making it to be an even generalized model containing higher-moment.

在传统的CAPM模型中引入系统偏度、系统峰度等高阶矩,发展和推广CAPM模型,使之成为一个包含有较高阶矩的更一般化的模型。

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18. A code-constrained Constant Modulus Algorithm(CMA) initialized by delay-hypothesized matched filter based on minimum kurtosis criterion is proposed in this paper.

提出一种基于最小峭度准则初始化的码约束盲恒模算法。

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19. The position of knee point of Phase-frequency characteristic mean value curve is invariant, but the kurtosis of the curve near the knee point decreases.

刚度与质量参数随机时相频特性均值曲线的拐点位置不变,只是拐点附近曲线陡峭度减小。

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20. Based on Kurtosis Maximization Algorithm (KMA), a new cost function is defined by introducing the cross-correlation of two signals.

该方法在最大峰度算法(KMA)的基础上,引入信号的互相关约束定义了一种新的代价函数。

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21. I also discuss the potential effect of time-varying skewness and kurtosis on the performance of the model.

我也探讨了随时间变化的偏态系数与峰态系数对此模型表现之潜在的影响。

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22. When the failure of bearing emerges, an interesting phenomenon is discovered that the failure kurtosis occurs in the spectrum.

当轴承出现故障时,可以发现信号频谱会产生故障峰群这一现象。

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23. When the failure of bearing emerges, an interesting phenomenon is discovered that the failure kurtosis occurs in the spectrum.

当轴承出现故障时,可以发现信号频谱会产生故障峰群这一现象。

dict.cnki.net

24. kurtosis of frequency curve

频率曲线的峰度

-- 来源 -- 英汉 - 翻译参考[网络]

25. measure of kurtosis

峰度测度

-- 来源 -- 英汉 - 翻译参考[网络]

26. normal kurtosis

正规峰态

-- 来源 -- 英汉 - 翻译参考[网络]

27. population kurtosis

总体峭度

-- 来源 -- 英汉 - 翻译参考[网络]

28. When we measure the kurtosis of a distribution, we are measuring its peakedness.

度量一条频率分布曲线的尖削度就是度量其顶部的峰态。

-- 来源 -- 英汉 - 辞典例句

29. kurtosis coefficient

峰态系数

-- 来源 -- 英汉 - 翻译参考[网络]

30. We evaluate the statistical visibility of information hiding algorithms based on the coefficient of kurtosis, differential entropy, goodness of fit test and Kullback entropy.

重点研究了含密序列统计可见性的定量评估,提出了基于峰度系数和微分墒的偏态评估、基于拟和优度检验的统计可见性评估和基于鉴别信息的统计可见性评估。

-- 来源 -- 网友提供

31. Because empirical distributions of rates of return on risky securities have characters of skewness and excess kurtosis, this article puts forward studying portfolio selection model conditional on non-normal stable distributions.

摘要针对风险证券收益率的经验分布所具有的偏态和过度峰态等非正态分布特征,提出在非正态稳定分布条件下研究投资组合模型。

-- 来源 -- 网友提供

32. Returns the kurtosis of a data set. See Help for the equation used

返回一组数据的峰值。有关方程请参见“帮助”

-- 来源 -- 网友提供

33. Through returning examination of three different distributions(Normal,Student-t,GED),we can see GED distrition can delineate excess kurtosis and fat tail better,and then it can predict the value-at-risk of stock markets of Shanghai more accurately.

通过对三种不同分布(N orm al,Student-t,GED)进行返回检验,可看出GED分布能更好地刻画上证指数的尖峰厚尾特征,从而也能更准确地预测沪市的风险值.

-- 来源 -- 网友提供

kurtosis

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