There have been a great number of studies in estimating VaR.Most of which are focused on the point estimation of VaR. 在有關(guān)風(fēng)險值之相關(guān)文獻上,雖有許多的論文探討風(fēng)險值的估計,不過(guò)卻多集中在風(fēng)險值之點(diǎn)估計上。
Based on the embedding theorem of fuzzy sets, we consider a sort of parameter family for the distribution of imprecise data and propose the corresponding point estimation approach. 摘要基于模糊集的嵌入定理,對非精確數據的分布提出一種統計參數族,并給出相應的點(diǎn)估計方法。