查询词典 extreme value

This value is prescribed only vaguely by many authors with no reference to any significance level. This paper will give out an asymptotic critical value in a fixed significance level and an asymptotic p-value for testing by means of extreme value theory in order to detect outliers in AR model.

本文运用极值理论给出诊断AR模型异常点选取临界值的分布近似方法，这种方法选取的临界值可保证控制在一定的显著性水平下，而且还可以计算出检验的渐近p值，比一般仿真选取的临界值更科学合理。

This paper considers existence of extreme solutions to first-order differential equations with a parameter by the method of lower and upper solutions with monotone iterations,and monotonic sequence is uniformly converged to the extreme value solution of nonlinear equation after being constructed.

文章利用上下解方法和单调迭代技术讨论了含有一个参数的微分问题极值解的存在性，通过构造单调序列使这个单调序列一致收敛于非线性方程的极值解。

The extreme value theory is introduced in measuring the liquidity risk, and the Type I extreme value distribution is found fit for predicting the probability of the amount of accrued payables to redeem open-end funds via analyzing the actual data.

在基金中对众多可能引起流动性风险的因素运用主成分分析，通过综合指标对基金资产的流动性进行分级，得出综合指标的分布函数，从而可以得出不同级别的流动性风险发生的概率。

Highly efficient and stable method of parameter estimation is built. The fitting degree of extensive extreme value distribution and the extremeⅠ,Ⅱ,Ⅲtype distribution was compared, among which the optimal distribution type are researched.

针对极大似然法参数估计的失效问题，将逐步迭代法推广应用于广义极值分布，建立了参数估计的高效稳定算法，并比较广义极值分布与极值Ⅰ、Ⅱ、Ⅲ型分布的拟合度，研究平均风速的最优分布类型。

In traditional measurement model, remuneration distribution that has thick tail phenomenon cannot effective to appear, because of it based on normal distribution supposition, then developing the extreme value theory which is non-regular distribution. Although, extreme value theory has an advantage can get risk degree in moment, but it cannot fully explain long term influence.

在传统的计量模型上，对於报酬具有后尾的现象无法有效的显现，因其建构基础皆架构在常态分配假设之下；而后发展出非固定分配假说的极值理论；虽然极值理论有非特定分配的优点，可以捕捉到瞬间的风险状况，但对长期的影响依然无法获得充分的诠释。

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 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。

In this article, we discuss the problem of extreme value for Brownian motion with nonlinear drift and study the distribution of the maximum value and minimum value and the first passage time.

本文研究了从x出发的非线性漂移布朗运动的极大值、极小值和首达时问题。

This paper introduce Lagrange multiplier method and its expandings first, and show the necessary condition of Multivariate function's extreme value, and use it to solve the Multivariate function's extreme value problem.

本文首先介绍了拉格朗日乘数法及其拓展，给出了多元函数条件极值的必要条件，并利用它求解了多元函数的条件极值问题。

This article deals with problems of extreme value of tribasic and dual functions in the cases of infinite stationary point ,offers a determined approach to extreme value,and,with it,gives a proof of several inequalities.

讨论了多元函数在有无穷多个驻点的情况下的极值问题，给出了极值的判定方法，并用来证明一些不等式。

Meanwhile,extreme value theory and infinite series are used to get the extreme value.

主机与辅机的速度和单位时间的耗油量均相同且为常数，油

Chrysanthemum of 10 thousand birthday is lax to edaphic requirement, with the arenaceous qualitative loam with fecund, good drainage had better.

万寿菊对土壤要求不严，以肥沃。排水良好的砂质壤土为好。

He unstepped the mast and furled the sail and tied it.

他拔下桅杆，把帆卷起，系住。