extreme value index 中文意思是什麼
extreme value index
解釋
極值指數-
The pickands estimator of the negative extreme - value index
負極值指標的pickands估計 -
Asymptotic distribution ; consistency ; extreme - value index
漸近分佈相合性極值指數 -
It is proposed that a new estimator of the extreme - value index when it is negative that is similar in form to the pickands estimator. its consistency and asymptotic distribution is established
提出一類極值指數為負時的相似於pickand s型的新的極值指數估計量，並建立它的相合性及漸近分佈。 -
The asymptotic normality of the extreme - value index of extended moment estimator
極值指數之推廣矩估計量的漸近正態性 -
Some properties of the generalized pareto distribution are discussed. then gp model is used to analyze the returns to shanghai stock index, shenzhen stock index and the stock prices of two specific companies. a quantitative indicator of extreme changes in stock index and stock price is mentioned. the estimation of value - at - risk is also discussed
討論了gp分佈模型的某些性質，利用此模型對上證指數深證指數和2家公司股票價格的收益率進行分析，給出股票指數和價格極值波動程度的量化指標和風險值var的估計值。 。 -
So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method
本文系統地闡述了極值理論和極值分佈特徵，以上證指數為例，將極值理論應用於風險價值的計算，並將應用結果與傳統var方法計算的結果進行了比較分析，最後得出結論：傳統的var計算模型是靜態的模型，應用極值理論計算var的模型是動態的、相對保守的模型；與歷史模擬法相比較，極值理論具有超越樣本的預測能力。 -
In the end of this chapter, we study the wiener index for the ( m, n ) - graph. this may help for the study of the following problem : which graphs have the wiener index equal to the natural numbers besides 2 and 5, or the extreme value problem of the wiener index
本章最後給出了（ m ， n ） -圖類的wiener數，這有助於探討下述問題：以任何2 、 5之外的自然數為其wiener數的圖類四北工業大學碩士學位論文的研究，以及wiener數的極值問題的研究。
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