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.
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.
极值理论在许多领域有着广泛的应用，主要有两类常用的模型：BMM模型和GPD模型。
Extreme Value Theory has a wide range of applications in many fields. There are mainly two types of commonly used model: BMM model and GPD model.
应用推荐