...隐性担保;多元极值分布 [gap=16192]Keywords: Systemic CCA, Implicit Guarantee, Multivariate Extreme Value Distribution ...
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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.
传统的多元回归分析只适用于正态分布和完全数据的情况,而本文则将其推广到威布尔分布、极值分布和截尾数据的情况。
The present method extends the traditional multiple regression analysis that is only suitable to normal distribution and complete data to Weibull distribution, extreme distribution and censored data.
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