峰度

标的资产具有超额峰度de二项式期权定价模型

Binomial Option Pricing in the Case of Excess Kurtosis of Asset Returns

本年通过引进两个统计学参数：偏度S和峰度K，提出了<1>实际谱是否可用Γ-谱近似的定量化验证方法；

Two statistical parameters , skewness and kurtosis are introduced to investigate particle distribution . A quantitative method is formulated to testify the fitting goodness to Γ - spectra .

一种基于峰度分析的UWBTOA估计门限选择法

Kurtosis-Based Threshold Selection for UWB TOA Estimation

一种基于归一化峰度的抗非高斯噪声语音VAD检测方法

A Normalized Kurtosis based Voice Activity Detection Method under non-Gaussian noise

运用仿真得到峰度系数和最佳门限之间的关系，并用TOA估计误差比较了几种不同的门限选择方法。

The performance of several different algorithms are compared in terms of TOA estimation error .

提出了一种基于峰度的快速ICA算法，此算法常用于盲信号分离和特征抽取。

We introduce a novel fast algorithm for Independent Component Analysis , which can be used for blind source separation and feature extraction .

指出Hermite变换法用随机过程的偏度系数和峰度系数可推导出符合度较好的PDF函数。

Here Hermite transformation method is used in calculation of the approximate power density function in accordance with random process 's skewness and kurtosis .

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。

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

并采用了X2拟合优度检验法和偏度、峰度检验法对它们进行了假设检验。

Furthermore the correctness of normal distribution has been proved by the hypothesis testing of X2 goodness of-fit testing and the skewness-kurtosis testing .

基于峰度的盲源分离开关算法无需假设源信号的概率密度函数，可直接对独立分量分析（ICA）中的激活函数进行自适应学习。

Switching algorithm of blind source separation based on kurtosis is used to adaptively learn activation function of the independent component analysis ( ICA ) without assuming the PDF of sources .

简要阐述了独立分量分析的基本原理，介绍了一种基于峰度的快速ICA算法，最后给出了一个应用该算法进行混合图形分离实例。

This paper introduces the principle of ICA and a kind of fast ICA algorithm based on kurtosis . An example of mixed images separation based on this algorithm is given at last .

利用蒙特卡洛方法对各管段流量和各节点压力进行随机抽样，并使用SPSS软件和偏度、峰度方法对其进行正态性检验。

After that , random sampling method of flow through pipes and pressure heads at nodes by Monte Carlo method is proposed , and to test the distribution of sample , SPSS software and skewness-kurtosis method are used .

本文的主要工作有：1.在DS-CDMA系统中提出了基于约束最小平均峰度（LeastmeanKurtosis：LMK）准则的盲多用户检测算法，分析了该算法的收敛特性。

The main researches include the following points : 1 . We have proposed the multi-user detection algorithm based on the rule of least mean kurtosis ( LMK ) for DS-CDMA system . Then , the convergence characteristic of this algorithm is studied analytically .

结果证明，峰度检测对单分量、多分量LFM信号都具有良好的检测能力，同时可以进行低噪比检测。

The results demonstrate that the kurtosis detection has good detection ability to both single component and multi-component LFM signal , and also can complete the detection under the circumstance of low signal-noise ratio .

但是，机体生理机能的真正执行者是蛋白质，有研究表明细胞内mRNA水平和蛋白质的表达峰度并不完全一致，因此从蛋白质水平对疾病进行研究显得特别重要。

However , the true physiological function of the body is the executor of protein , studies have shown that intracellular expression of mRNA and protein levels of kurtosis does not correspond exactly to the level of disease from the study of protein is of particular importance .

划分林层后，各层直径分布都遵从三参数的Weibull分布函数，C层同时遵从迈耶负指数分布函数，偏度和峰度系数均与林分直径成反比。

While the diameter distribution in each storey well followed the three-parameter Weibull distribution function , and the C storey also followed the negative index distribution function proposed by Meyer after the stories were divided , and both the skew and kurtosis coefficients were inversely proportioned to stand diameters .

不仅可以应用峰度检测、分数阶Fourier变换对LFM信号的重要特征参数进行估计，还可以将高阶循环累积量的优良性质应用到检测与识别领域。

In the future work , the kurtosis detection and fractional Fourier transform can be used to estimate important characteristic parameters of LFM signal , and some fine characteristics of high-order cyclic cumulant can also be used in the field of signal detection and identification .

因此峰度检测算法可用于低信噪比，多分量LFM信号的复杂情况下，并能有效地抑制各种高斯噪声，更有利于复杂信号的识别。

So the kurtosis detection algorithm can be used in complex circumstance of multi-LFM signal with low signal / noise rate . It can inhibit different kinds of Gaussian noise more effectively and be more suitable for the identification of complex signal .

基于峰度准则与判决引导的非线性盲解卷积

Nonlinear Blind Deconvolution Based on Kurtosis Criterion and Decision Directed Algorithm

目标探测精度正态分布偏峰度检验设计及应用

Skewness and Kurtosis Test of Normal Distribution for Target Detection Precision

考虑偏度风险和峰度风险的非线性期货套期保值模型

Nonlinear Futures Hedging Model Based on Skewness Risk and Kurtosis Risk

基于最大峰度准则和遗传算法的盲辨识与盲均衡

Blind identification and equalization based on maximum kurtosis criteria and genetic algorithm

偏度和峰度在粒子谱研究中的应用

The application of skewness and kurtosis to the studies on particle distribution

正态假设下峰度检验统计量的分布的拟合

Fit on Distributions of Kurtosis Statistics Under the Normality Tests

基于投影偏度和投影峰度的投影寻踪自助法的正态性检验

The testing for normality based on pp-skewness and pp-kurtosis with bootstrap method

基于峰度自然对数最大化的信号盲分拣算法和盲波束形成

A logarithm-kurtosis based complex algorithm for blind signal extraction and blind beamforming

峰度较大时，该相关系数比峰度较小时的相关系数大。

With bigger kurtosis , the related coefficient is larger .

根据各组合峰度及偏度系数讨论了这些性状基因相互作用的方式。

The gene interaction in these traits was discussed .

峰度系数值在冬季较大。

The kurtosis coefficients were bigger during winter .

基于最大峰度准则和判决引导的短波信道盲均衡算法

Blind equalization algorithm of short-wave channel based on kurtosis criterion and decision directed algorithm