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| Untersuchte Arbeit: Seite: 12, Zeilen: 2-5 |
Quelle: Schmidt 2003 Seite(n): 12, Zeilen: 32-35 |
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| Suppose X1, ... , Xn be a sequence of iid non degenerate random variables with distribution function F. The primary concern of extreme value theory relates to extreme values or maximal values as for example, large asset returns or large portfolio losses. | Let X, X(1), X(2), ... , X(m), , be independent, identically distributed n-dimensional random vectors with distribution function F. The primary concern of EVT relates to extreme values or maximal values (in practice: large asset returns or large portfolio losses) of the above random sample [...] |
Wohl von der Quelle inspiriert, aber der Text ist relativ banal, und es gibt gewisse Änderungen, daher "keine Wertung" |
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