The authors introduce extreme value distribution and describe the high price and low price by it.
将极端值分布函数用于股票最高价与最低价的描述。
The statistical model of frequency and intensity of anomalous microtherm events in Nanjing is established by means of the extreme value distribution theory of stationary time series.
本文借助于平稳时间序列的极值分布理论,对南京地区异常低温事件频次和强度建立统计模型。
Based on wind tunnel investigation of Yulin airport terminal old buildings, the mean wind loading, the dynamic wind loading and extreme value distribution of the large arc roof are studied.
根据榆林机场航站楼风洞试验结果,详细分析了大跨弧形屋面及弧形挑篷上的平均风荷载、脉动风荷载及其极值分布,研究了平均风荷载、脉动风荷载的分布特性。
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。
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
This paper focused on study of the wave parameters in Fuqing Bay, and made special calculation for the extreme value of wave distribution.
本课题对福清湾的海浪要素进行了较系统的研究,并在几个方面对海浪的极值估计问题进行了专门探讨。
In addition, the extreme maximum value distribution is in good consists with the general physical understanding of the structural behaviour of welded joint.
而且,极大值分布与该焊接头的疲劳物理行为有良好的一致性。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
而应用极值理论计算风险时注重对分布尾部的近似表达,并不是对整个分布进行建模,能更有效地捕捉可能导致金融机构重大损失的尾部风险。
Extreme value theory models the tail of the return distribution rather than the whole distribution. It can capture the tail risk which often causes large losses in financial institutions.
而应用极值理论计算风险时注重对分布尾部的近似表达,并不是对整个分布进行建模,能更有效地捕捉可能导致金融机构重大损失的尾部风险。
应用推荐