The paper briefly introduced the theoretical foundation of MSP method, which include Principle Component Analysis (PCA), Principle Component Regression (PCR), and Partial Least Squares (PLS).

介绍了多变量统计投影方法的主要理论基础，包括：主元分析(PCA)、主元回归(PCR)、偏最小二乘(PLS)。

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And then this thesis summarized the parameter estimation methods of the quantile regression models including Bayesian analysis, and introduced the calculation and evaluation methods of VaR in detail.

然后总结了分位回归模型的参数估计方法和贝叶斯理论分析，并详细归纳了风险价值的计算方法、评价方法。

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