广义极值分布,Generalized Extreme Value Distribution
1)Generalized Extreme Value Distribution广义极值分布
1.This paper selects futures contracts of copper in SHFE, hard wheat in ZCE and soybean in DCE as samples and, by means of principle of maximum entropy, generalized extreme value distribution(GEV) and K-S goodness-of-fit test, makes an empirical study on the characteristics of statistic distribution of time interval between extreme volatilities of return rate series of commodity futures in China.本文基于极值理论,以沪铜、大连大豆和郑州硬麦期货为研究对象,应用最大信息熵原理、广义极值分布和K-S拟合检验,实证分析了我国商品期货收益率极端波动的时间间隔的统计分布特征。
英文短句/例句
1.The Computation of VaR Based on the Normal Inverse Gamma Distribution and General Extreme Value Distribution;基于正则逆Gamma分布和广义极值分布的VaR计算
2.Estimation and Research of Extreme Value Index of the General Extreme Value Distribution in the Stock Market;股票市场中的广义极值分布的极值指数的估计和研究
3.Generalized Pareto distributions for extreme daily return are modeled by using extreme value theory and methods.利用极值理论和方法,建立了极端日收益率数据的广义Pareto分布模型。
4.A Model of Conditional VaR of High Frequency Extreme Value Based on Generalized Extreme Value Distribution;基于广大极值分布的高频极值条件VaR模型
5.Fitting Generalized Pareto Distribution to Extreme Daily Return in Financial Market;金融市场极端日收益数据的广义Pareto分布拟合
6.The pine-tree has a very wide distribution.松树的分布区域极广。
7.limiting distribution of ratio estimate比率估计值的极限分布
8.Extreme Precipitation Experimentation over Eastern China Based on Generalized Pareto Distribution利用广义帕雷托分布拟合中国东部日极端降水的试验
9.generalized bivariate exponential distribution广义双变量指数分布
10.generalized rational distributed lag function广义有理分布滞后函数
11.The Generalized Differential Theorems of Mean and Their Applications in Getting Limits;广义微分中值定理及其在求未定式极限中的应用
12.On the Extremal Problems for the General Randi(?) Index;广义Randi（?）指标极值图问题的研究
13.Parallel Computing the Matrice Generalized Eigenvalue under Distributed Memory Environments;分布式存储环境下矩阵广义特征值问题的并行计算
14.An Extension of the First Mean Value Theorems for Generalized Riemann Integration;积分中值定理在广义Riemann积分中的推广
15.The GDP Model and A Study of Stock Price Returns Using Extremal Measure;GDP分布模型与股票收益率的极值分析
16.Abstract: A mathematical model of fluid flow in low permeability gas reservoirs is developed, with gas slippage effect taken into consideration.文摘:低渗透气田在我国分布极广，开发此类气田具有重要的现实意义。
17.Multivariate Compound Extreme Value Distribution Theory and Its Engineering Applications;多维复合极值分布理论及其工程应用
18.The Extreme Value Distribution for Levy Process of Classical Risk Model;古典风险模型中列维过程的极值分布
相关短句/例句
general extreme distribution广义极值分布
3)General Extreme Value distribution广义极值分布
1.The Computation of VaR Based on the Normal Inverse Gamma Distribution and General Extreme Value Distribution;基于正则逆Gamma分布和广义极值分布的VaR计算
4)generalized distribution广义分布
5)Generalized minimum广义极小值
6)extreme distribution极值分布
1.The regression analysis methods for interval censored data fromextreme distribution,Weibull distribution and normal distribution are discussed in detail.详细讨论了工程中常见的极值分布、Weibull分布和正态分布的等尺度和非等尺度(或异方差)线性回归分析。
2.The simulated results of threeextreme distributions(Gumbel,Frechet and reverse Weibull distributions) and Generalized Parato Distribution are contrasted and analysed.并通过3种极值分布函数(极值I型Gumbel、极值II型Frechet、极值III型reverseW eibull分布)及广义Parato分布(GPD)拟合结果的对比分析,得到短期风速资料下重庆年最大风速的极值渐进分布用极值III型(reverse W eibull)分布拟合较好,它给出了最佳的极值风速估计值。
3.The regression analysis methods for incomplete data fromextreme distribution,Weibull distribution and normal distribution are discussed in detail.文中详细讨论了工程中常见的极值分布、Weibull分布和正态分布的等尺度和非等尺度(或异方差)线性回归分析。
延伸阅读
Weierstrass条件(对变分极值的)Weierstrass条件(对变分极值的)eierstrass conditions (for a variational extremun与 ，(，)一丁:(:，、(:)，、(。))过:，，‘! L:R xR”xR”~R，在极值曲线x;、(t)上达到一个强局部极小值，其必要条件是不等式 、(r，x。(r)，又。(r)，亡))o对所有的t，t。蕊t毛t、和所有的省任C”都满足，其中‘·是Weierstrass澎函数(Weierstrass吕J一几mC-tion).这条件可借助于函数 n(t，x，p，u)=(p，u)一L(t，x，u)来表示(见n0HTp“「“H最大值原理(Pont月闷gm~-mum pnnciple)).Weierstrass条件(在极值曲线x。(t)上六)0)等价于函数n(r，x.，(t)，尸。(r)，u)当“=交.，(r)在u上达到极大值，其中夕。(t)=L、(t，x。，(t)，又。(t)).这样，Weierstrass必要条件是floH-Tp。朋最大值原理的特殊情形.Weierstrass充分条件(Weierstrasss川币eientcon-山tion):为了泛函 叭 ，(，)一丁:(:，、(。)，*(。))、。，r‘- L:R xR”xR”一，R在向量函数x.，(t)上达到一个强局部极小值，其充分条件是在曲线x。(t)的一个邻域G中存在一个向量值场斜率函数U(t，x)(测地斜率)(见H皿祀rt不变积分(Hilbert invariant integral))，使得 交。(t)=U(t，x。(t))和产(t，x，U(t，x)，七))0对所有(t，x)〔G和任何向量亡6R”成立.【补注]对在极值曲线的隅角的必要条件，亦见Wei-erstrass一Erd”.un隅角条件(W匕ierstrass一Erdrnanncomer conditions).weierstrass条件(对变分极值的)[Weierstrass cOI公i-tions(for a varia垃翻目翻drelll.ll:Be滋eP山TPaccayc-月OBH，，KcTpeMyMa」经典变分法中对强极值的必要和(部分地)充分条件(见变分学(variational cakulus)).由K .We卜erstrass于1879年提出.节几ierstrass必要条件(Weierstrass neeessary con-dition):为使泛函
