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The results indicate that conditional EVT is superior to other models;conditional distribution model is superior to conditional normal model;conditional EVT for confidence ...

结果表明,条件EVT比其它模型的测度效果好;条件t分布模型优于条件正态分布模型;置信水平为99%的条件EVT和置信水平为95%的条件t分布模型,分别是测度上证A、B股市场风险效果最好的模型。

From the known inverse moment estimator ra,Give confidence level l-a,the followingsystem can be establishedThus we obtain the confidence interval of the accelerated coefficient V-V0 =At last this article testified the validity of this method by an example.

的单调性,即可得到加速系数八产、V0二的置信水平为1一a的置信区间为,汤认。一份几叭司最后举例验证方法的有效性。

In theory the coverage error is of order On~(-1,where n is the sample size,however simulation indicates that an EL based confidence region with nominal level 90%may have coverage probability as low as 83%.

理论上覆盖误差是On~(-1,这里n是样本大小,不过模拟显示一个名义置信水平是90%的经验似然置信域可能只有低到83%的真实覆盖率。

We use the Taylor series expansion method to get the second-order approximate expression of the confidence region of the parameters, and then according to the principle of minimizing the volume of the confidence region, this paper carries out experimental design for the regression model, and then fixes the point range in the domain of definition of design variable for the model function so as to select the designing point, which can minimize the volume of the confidence region.

文章首先计算指数族非线性模型的回归参数β在1-α置信水平下的置信域的体积,为了便于计算,需把置信域投影到切空间中去,投影后的置信域是一个椭球体,用Taylor展开方法对此椭球体的体积进行二阶近似,推出原参数置信域的体积的近似表达式,然后对回归模型进行试验设计,根据置信域体积最小准则,在模型函数的设计变量的定义域上确定点列,选取使置信域体积达到最小的设计点。

In 95% confidence level, HS and GARCH (1,1)-HE are best. In 99% confidence level, PARCH (1,1)-HE is best and HS is also excellent.

在95%的置信水平下,HS和GARCH(1,1)-HE模型为最好;在99%的置信水平下,PARCH(1,1)-HE模型最好,而HS模型同样优秀。

The first part is the sum of expected losses of market risk, credit risk and operating risk. The risk of losses in the part should be prevented by reserve for bad debts accrued by commercial banks. The second part is the sum of contingent losses of market risk, credit risk and operating risk at certain confidence level, and the risk of losses in the part should be prevented by capital at risk. The third part is the sum of losses of market risk, credit risk and operating risk that beyond certain confidence level, and the risk of losses in the part should be prevented by deposit insurance system.

第一部分是市场风险、信用风险和操作风险的期望损失之和,该部分损失的风险用商业银行自身提取的损失准备金来防范;第二部分是市场风险、信用风险和操作风险在一定置信水平下的意外损失之和,该部分损失的风险用商业银行自身的风险资本来防范;第三部分是市场风险、信用风险和操作风险超出一定置信水平外的损失之和,该部分损失的风险用存款保险制度来防范。

Because commercial banks have expected to prevent the losses at certain confidence level by using their own reserve for bad debts and capital at risk, commercial banks won't go bankrupt within certain confidence level. If the confidence level were a, the probability of bank failure is 1-a, so the recognition of deposit premium ratio should be performed based on 1-a of risk assets in commercial banks.

由于商业银行自身用损失准备金和风险资本来防范了一定置信水平内的损失,因此,在该置信水平内商业银行是不会破产的:如果一定置信水平为α,则银行破产的概率就为1—α,存款保险费率的确定就以商业银行风险资产的1—α倍为基础进行。

The results showed that the evaluation of the current fishery resources was influenced by uncertainties in estimated F0.1, F and F, and by decisions of the managers with different confidence levels. The probability of being overfished reduces with the increase of uncertainties in F0.1, F and F, and decision confidence levels. Uncertainties in growth related parameters are the main contributors to the estimated uncertainties for F0.1 and F for the crimson sea bream fishery. The uncertainty of natural morality has limited influence on the estimated uncertainties of F0.1 and F.

结果表明:二长棘鲷渔业资源状态评估受到F0.1、F、F估计中的不确定性和管理者选取的决策置信水平的影响,二长棘鲷渔业被确定为过度捕捞的概率随着F0.1、F、F估计中不确定性和置信水平的增加而下降;F0.1和F估计中的不确定性主要由生长参数的不确定性引起,自然死亡系数的不确定性对F0.1和F估计中的不确定性的影响是有一定限度的。

Assume β=1, and confidence level is 0.95, the length of normal confidence interval is compared to the length of shortest confidence interval, the results show: both absolute difference d and relative difference e are decreased by the increasing sample number n, when n≤9, e≥10%.

在假设参数β=1,置信水平为0.95的条件下,比较了常用置信区间与最短置信区间的长度,结果表明:两者长度的绝对差d和相对差e均随样本容量n的增大而减小,当n≤9时,e≥10%。

Nine high temperature components may be affected by the remagnetization or local rotation, and their paleogeographic implications are not further discussed in this thesis.

从杨庄组15 个采点获得的高温剩磁分量在99%置信水平上通过了褶皱检验,在95%置信水平上通过了倒转检验,对应的视磁极位置为17.3°N, 214.5°E(dp=4.1°, dm=8.0°)。

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This is not an ordinary box, which is used as a background picture of the dialog box, very pretty.

详细说明:这可不是一个一般的对话框,它是用图片作为背景的对话框,非常好看。

Conceal me what I am,and be my aid for such disguise as haply shall become the form of my intent.

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