tail dependence造句
例句与造句
- Random variables that appear to exhibit no correlation can show tail dependence in extreme deviations.
- For instance, it is a stylized fact of stock returns that they commonly exhibit tail dependence.
- It can be mathematically shown that the Gaussian copula has relative low tail dependence, as seen in the following scatter plots.
- Also, as seen in Figure 1c ), the Gumbel copula exhibits high tail dependence especially for negative co-movements.
- As seen in Figure 1b, the student-t copula exhibits higher tail dependence and might be better suited to model financial correlations.
- It's difficult to find tail dependence in a sentence. 用tail dependence造句挺难的
- In probability theory, the "'tail dependence "'of a pair of random variables describes their comovements in the tails of the distributions, used in extreme value theory.
- To minimize exposure to tail risk, forecasts of asset returns using Monte-Carlo simulation with vine copulas to allow for lower ( left ) tail dependence ( e . g ., Clayton, Rotated Gumbel ) across large portfolios of assets are most suitable.