extreme value theory

基本解释

• 极值理论

英汉例句

双语例句

• The proposed model can be derived from the statistical theory of extreme-value, and has a similar asymptotic property to the deterministic Gompertz curve.
  该模型来源于极值统计理论，并具有类似于确定性龚帕兹曲线函数的渐近性特性。
• Based on the study of extreme-value-theory by forefathers, we will discuss how to use extreme-value-theory to estimate financial risk precisely faced by Chinese stock market.
  本文主要通过在前人对极值理论研究的基础上，探讨怎样用极值理论来更加精确的估计中国股市所面临的金融风险。
• It mainly on the basis of their predecessor's Research of the extreme value theory, it discussed how to use extreme value theory to estimate value-at-risk (VaR) of China's stock market more precise.
  本文在极值理论研究的基础上，探讨怎样用改进的历史模拟法来更加精确的估计中国股市所面临的金融风险。

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词组短语

短语

• HKKP -based Extreme Value Theory 基于估计的极值理论

• extreme value theory更多词组

专业释义

经济学

• 极值理论

  This paper, based on the Extreme Value Theory (EVT), studies the way to measure and manage banks' operational risk.
  文章在操作风险管理日益重要的背景下,基于极值理论进行了操作风险度量和管理研究。

• 极值方法

  Since financial sequence usually does not suit normal distribution assumption, it does not workable to adopt traditional measurement methods. This paper uses extreme value theory to improve the original model and enhance its e preciseness of estimation.
  由于金融序列往往不符合正态分布假设,使用传统衡量方法本身将失去意义,本文使用了极值方法来改良原有模型,提高了估计的精确度。

  农业科学

• 极值理论

  This article provides a statistical analysis for estimationg the tail risk through extreme value theory (EVT) and makes premium rates depending on mean excess loss function and EVT,and parametric method is the way we model the precipitation distribution.
  本文利用参数方法估计降水的分布,运用极值理论分析吉林地区的降水尾部分布特征,用平均超额损失方程厘定降水巨灾盈亏平衡点纯费率。