Construx Estimator: This tool is provided free of charge (with a limited license), which is quite a value considering the features available.
Construx Estimator:此工具免费提供(有限许可),从可用的功能而言,这相当有价值。
2
Some statistical test methods on "fat tail" distribution of time series are obtained by using properties of extreme value theory and extreme index estimator under large sample.
使用极值理论和极值指数估计量的性质,在大样本的情况下得到序列分布“肥尾”现象的检验方法。
3
One kind of heteroscedasticity testing method was proposed through extreme value theory and extreme value index estimator.