例句與造句

1. Random variables that appear to exhibit no correlation can show tail dependence in extreme deviations.
2. For instance, it is a stylized fact of stock returns that they commonly exhibit tail dependence.
3. It can be mathematically shown that the Gaussian copula has relative low tail dependence, as seen in the following scatter plots.
4. Also, as seen in Figure 1c ), the Gumbel copula exhibits high tail dependence especially for negative co-movements.
5. As seen in Figure 1b, the student-t copula exhibits higher tail dependence and might be better suited to model financial correlations.
6. It's difficult to find tail dependence in a sentence. 用tail dependence造句挺難的
7. 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.
8. 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.