On weighted total least absolute deviations approach 關于加權全最小一乘的探討
Absolute deviation integral 絕對偏差積分
Mean absolute deviation 平均絕對離差
Dispersal degree test and cross sectional absolute deviation test are two kinds of methods to test herding behavior on the financial market 摘要分散度檢驗法和橫截面收益絕對差檢驗法是檢驗證券市場中羊群行為的兩種方法。
This paper brings forward a quick algorithm theory of least absolute deviation estimator ( lad ) in order to solve the difficult problem of the calculation of lad 本文針對最小一乘估計計算困難的問題,提出了最小一乘估計的快速算法理論。
Least squares regression is vulnerable to singular point ; least absolute deviations can overcome this shortcoming but difficult in calculation 摘要采用最小二乘法進行回歸分析,容易受到奇異點的影響;最小一乘法雖能很好地克服這一缺陷,但又存在計算困難。
This article applies the across - sectional absolute deviation of return ( csad ) , proves that there exists herding behavior on chinese stock market 采用橫截面收益的絕對差( csad )的方法,對我國股票市場是否存在“羊群行為”進行了實證研究,得到我國的股票市場中確實存在著羊群行為。
The press come from shares holder is one cause too . this paper then make an empirical research on herd behavior in stock markets with measuring cross - sectional absolute deviation , csad 該方法的原假設是基金獨立決策,在一段時間間隔內,買入某只股票的基金數量的概率分布為二項分布。
In statistics, the absolute deviation of an element of a data set is the absolute difference between that element and a given point. Typically the point from which the deviation is measured is a measure of central tendency, most often the median or sometimes the mean of the data set.