本文借助于平稳时间序列的极值分布理论,对南京地区异常低温事件频次和强度建立统计模型。
The statistical model of frequency and intensity of anomalous microtherm events in Nanjing is established by means of the extreme value distribution theory of stationary time series.
遗憾的是,具有不同厚尾的股票组合的多元极值分布理论,到目前为止仍然是有待解决的问题。
It's regretted that the multi-extremum theory of portfolio selection with different fat tails is still a problem that needs to be resolved.
在提出极值分布区间估计理论和方法的基础上,讨论了地震预报中的区间估计问题。
The problem of interval estimation of earthquake prediction is discussed, based on the theory and method of interval estimation of extremum distribution.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
第二步是利用极值理论模型拟合信用损失的尾部分布。
The second step is by using EVT to fit the tail of credit loss distribution.
而应用极值理论计算风险时注重对分布尾部的近似表达,并不是对整个分布进行建模,能更有效地捕捉可能导致金融机构重大损失的尾部风险。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
而应用极值理论计算风险时注重对分布尾部的近似表达,并不是对整个分布进行建模,能更有效地捕捉可能导致金融机构重大损失的尾部风险。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
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