One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.
应用极值理论，通过极值指数估计量，提出了一种可行的对异方差的检验方法。
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。
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。
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