In this paper , two questions on exetreme value theory are investigated as follows : i . the asymptotic properties of the large quantile and endpoint of a distribution : let { xi } be an i . i . d random sequence with common distribution f ( x ) which is unknown . denote mn ( k ) as the k - th maxima of x1 … xn 本文对极值理论的两个问题进行了探讨：一、大分位数与尾端点的渐近性质设{ x _ i }是来自未知分布f ( x )的i . i . d的随机序列。
Along with a price limit and capital requirement , the existence of a margin decrease the likelihood of a customer defaulting , a broker going bankrupt and systemic instability of the futures market . this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements 本文运用极值理论的广义帕累托分布( gpd ) ,对以上证180指数和深证100指数为标的的股指期货保证金进行了研究,并且将之与正态分布假设下的保证金水平进行比较。
Chapter 4 , empirical test . this part uses the var models to measuring the var of shanghai stock market and shenzhen stock market and analyzed the conclusion . chapter 5 , introduce the definition of marginal var , component var and increment var and give empirical test 本部分首先给出了本文的研究方法一摩根集团采用的risk一metrics方法、基于garch模型的garch一t 、 garcll一右ed模型和考虑到我国政策多变性带两个虚拟变量的garch一t模型，基于极值理论的var一x方法。
Because evt mainly studies extreme value and models the tail of distribution financial return , it can effectively forecasts and guards against the financial risk on the condition of lacking of sample data . more and more people recognize the great potentials of evt dealing with the risk of extreme event . especially evt can be used in application to value at risk due to modeling the tail of distribution 极值理论主要以极值为研究对象，它注重模拟收益分布的尾部，比较有效地解决了在缺少样本的客观条件下如何预测和防范金融风险的问题，因此，越来越多的人认识到极值理论在极端事件风险管理中的巨大潜力，特别指出的是极值理论是一种模拟收益分布尾部的理论，所以可以应用于风险价值的测量。
Similar to the famous von - mise condition on the extreme value theory of 1 - max style , the judge condition that absolutely continuous distribution function is in the domain of attraction of p - max style distribution function is given . at the same time , the error inequality between samples and true values is obtained , and almost sure convergence theorems on the extreme value theory of p - max style are also given 类似于l - max型极值理论中著名的von - mise条件，本文给出了绝对连续分布函数f落在p - max型极值分布函数的吸收域中的判断条件，给出了样本与真值的误差不等式，并给出了关于p - max型极值理论的几乎处处收敛定理。
Whether there is damage in composite material or not is determined by four methods : the damage detection method based on extreme value theory , the damage detection method based on ellipse technique , the damage detection method based on four points arch technique and the damage detection method based on nerve net 研究四种损伤定位方法的原理,即:基于极值理论的损伤定位方法、基于椭圆技术的损伤定位方法、基于四点圆弧定位法的损伤定位方法、基于神经网络技术的损伤定位方法。
In the term of extreme value theory , especially , extreme distribution - ii , the 4th chapter amends power law regulation , which makes up parametric estimating problem of extreme value method . as these results , a new method to estimate var , based on laplace & extreme value - ii distribution is put forward 论文第四章，通过研究极值ii型分布，从顺序统计量的角度出发，研究极值分布的尾部展开的一些性质，提出了一种估计极值分布参数的方法，完善了极值理论的参数估计问题，结合实际应用提出了laplace极值混合分布和一种估计var的新方法。
So it can avoid risk of model and computer rightly the var of extreme event . this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt , then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method 本文系统地阐述了极值理论和极值分布特征，以上证指数为例，将极值理论应用于风险价值的计算，并将应用结果与传统var方法计算的结果进行了比较分析，最后得出结论：传统的var计算模型是静态的模型，应用极值理论计算var的模型是动态的、相对保守的模型；与历史模拟法相比较，极值理论具有超越样本的预测能力。
The theories of multi member function ' s extremity value , hooke jeeves mode searching method solving wholly complex problem of extremity value and uniformity design method , one new and efficient method to choose test point , are applied to establish the two - dimension oil well orbit optimized model . the shortest length of oil well orbit curve is regarded as this model ' s object and all kinds of effecting parameters are analyzed 通过引入多元函数极值理论、求解复杂极值问题的hookejeeves模式搜索法及一种较为新颖和高效的试验点选择方法：均匀设计法，建立以最短油井轨迹曲线长为目标的二维油井轨道优化设计模型，并对影响井轨迹曲线的参数进行了较为详细的分析。
