tail of the distribution

Non-parametric estimations reveal that the fat tail of the distribution of stock return satisfies power law decay.

非参数估计显示股票收益分布的非正态性及肥尾现象，其尾部满足幂律衰减。

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However, VaR is a risk measure that relates solely to the tails of the distribution. The extreme values which lies in the tail are some rarely happened events that have significant influence.

而VaR计算所最关心的是分布在尾部的点，即一些极少发生又具有显著影响的观测值，称为极值，极值理论正是对这些极值提供统计分析的模型。

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And decreasing the angle can distribution of the strain and prevent riveting cracks in rivet tail.

减小铆模倾角可以减小最大剪应力,从而减小剪应变,防止镦头裂纹的产生.

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The estimation of the tail index of the heavy tailed distribution with regular variation tail is an important problem.

具有正规变化尾的重尾分布的尾指标的估计是一个重要问题。

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The Effect of Investor's Systematic Bias in Decision Making on the Tail of the Return Distribution and Its Empirical Research

投资者系统决策偏差对收益率分布尾部的影响及实证研究

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Based on the research of the geometric tail decay of the stationary distribution for the GI/ G/ 1 type Markov chain, some expressions was refined because of a matrix geometric form of the stationary distribution.

在GI/G/1型马尔可夫链的平稳分布的几何尾衰变的研究基础上，对QBD过程平稳分布的矩阵几何形式的某些表达式进行细化。

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Compared with ordinary least squares method, quintile regression model not only do not need to make any assumptions on the overall distribution, but also describe the independent variable X for the dependent variable Y range accurately, catch the tail characteristics of the distribution.

与普通最小二乘法相比，分位回归模型不仅不需要对总体分布做任何假设，而且能精确地描述自变量X对于因变量Y的变化范围，捕捉分布上尾和下尾的特征。

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If we hold a magnifying glass to the tail of the distribution.

如果我们用放大镜看尾部的分布.

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Emphasizing on the fat tail distribution of the asset portfolio, stress test can evaluate the loss of the asset portfolio in the extreme circumstances which makes up the disadvantage of VaR, the traditional risk management tool.

压力测试关注资产组合收益的厚尾特征分布，能度量在极端情况下资产组合损失，弥补了传统风险管理工具VaR的缺点，因而成为商业银行风险管理的重要工具。

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In the analysis of financial data the tail of the distribution imply the serious loss of a financial institution led by potential disastrous events.

在分析金融数据时，分布的尾部反映的是潜在的灾难性事件对金融机构造成的重大损失。

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It is shown that, in the sense of Pitman asymptotic relative efficiency ( ARE), the asymptotic performance of many detectors whose nonlinearity can more effectively suppress the tail of the noise envelope distribution is apparently better than that of the Neyman-Pearson optimum detector for narrowband Gaussian noise.

说明在皮特曼（Pitman）的渐近相对效率（ARE）意义上，许多具有能更多抑制噪声包络分布尾部的非线性的检测器，其渐近性能明显优于窄带高斯噪声中的尼曼-皮尔逊最佳检测器。

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In the past 20 years, productivity and real incomes have risen in the US, but the middle of the distribution has gained less than the lower tail and especially the upper tail.

过去20年中，美国的生产率和实际收入均有所增长，但中等收入群体收入增幅低于收入底层和顶层群体。

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Variance of the observed values are modified to simulate the copula, the tail of the empirical distribution of the marginal distribution or GPD, the other to fit the empirical distribution.

修正方差的观察值有Copula来模拟，其尾部边际分布用经验分布或者GPD分布，其他由经验分布来拟合。

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This paper determines that the largest shift in the expected price paid is consistently at the upper tail of the price distribution.

这份文件（合同）决定了最大转变期望支付的价格始终是价格销售的主旨。

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Meanwhile distribution yield, not a good description can be normal, and the fractal has a fat tail of the distribution, but can be used to describe the distribution of returns.

同时收益率的分布特征，并不能用正态分布很好的描述，而具有尖峰厚尾性的分形分布却可以较好的描述收益率的分布特征。

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