陈炎信(1999)研究以Danielsson and de Vries(1997)所提出的极端值模型(extreme value model)，针对台湾股票市场不同 产业别的股票投资组合做分析，实证结果发现不论是样本内或样本外的风险估 8 计，以样本期间之失败估计率...
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Weibull extreme value model Weibull极值模型
generalized extreme value model 一般化极值模型
heteroscedastic extreme value model 异方差极值模型
In this paper, the problem of Crossing Speedily the Changjiang River is analysed, and a type of functional extreme value model is built, then its analysis and elementary solution is illustrated.
对“抢渡长江”问题进行了分析，建立了一种函数极值的数学模型，分析了解题思路和初等求解方法。
To summarize the univariate extreme value distribution models and put forward a Combined distribution model, which is suitable for statistical analysis of storm surge in typhoon-effected area.
本文总结了海岸工程水文的一维统计分布模型，提出了适用于我国沿海风暴潮影响地区的增减水重现值计算模型——组合分布模型。
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.
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。
应用推荐