The paper studied how to apply the theory of extreme value to the VAR method to rise the degree of estimating precise, and made empirical analysis.
论文研究了如何将极值理论与VAR计算方法相结合进行应用以提高计量精度，并对其作了实证分析。
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。
Based on ordered statistic and extreme value theory, we give the simplify calculating method for structure reliability.
利用有序统计理论和极值理论，给出了结构强度的可靠度简化计算方法。
Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
所以把极值理论应用于银行信用风险量化分析不失为一种比较理想的方法。
Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
所以把极值理论应用于银行信用风险量化分析不失为一种比较理想的方法。
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