分布的尾部 meaning in Chinese
tail of the distribution
Examples
- Because evt mainly studies extreme value and models the tail of distribution financial return , it can effectively forecasts and guards against the financial risk on the condition of lacking of sample data . more and more people recognize the great potentials of evt dealing with the risk of extreme event . especially evt can be used in application to value at risk due to modeling the tail of distribution
极值理论主要以极值为研究对象,它注重模拟收益分布的尾部,比较有效地解决了在缺少样本的客观条件下如何预测和防范金融风险的问题,因此,越来越多的人认识到极值理论在极端事件风险管理中的巨大潜力,特别指出的是极值理论是一种模拟收益分布尾部的理论,所以可以应用于风险价值的测量。 - In the term of extreme value theory , especially , extreme distribution - ii , the 4th chapter amends power law regulation , which makes up parametric estimating problem of extreme value method . as these results , a new method to estimate var , based on laplace & extreme value - ii distribution is put forward
论文第四章,通过研究极值ii型分布,从顺序统计量的角度出发,研究极值分布的尾部展开的一些性质,提出了一种估计极值分布参数的方法,完善了极值理论的参数估计问题,结合实际应用提出了laplace极值混合分布和一种估计var的新方法。