请老师解释一下B选项，谢谢

NO.PZ2018122701000026 问题如下 Whiof the following statements regarng extreme value theory (EVT) is incorrect? In contrast to conventionapproaches for estimating VaR, EVT only consirs the tail behavior of the stribution. Conventionapproaches for estimating VaR thassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns. EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately. smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeled outliers. is incorrect. 考点 Extreme Value 解析 EVT only uses information in the tail, so statement is correct. Conventionapproaches sulta-normVassume a fixep.f. for the entire stribution, whimunrstate the extent of ftails. So, statement is correct. The first step in EVT is to choose a cutoff point for the tail, then to estimate the parameters of the tail stribution, so statement is correct. Finally, EVT es not ignore extreme events (long they are in the sample). lta-normVaR老师这个概念在题目中一直出现，我有点似懂非懂的感觉，它究竟是什么方法？能不能给我讲个比较明确的定义

NO.PZ2018122701000026 Conventionapproaches for estimating Vthassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns. EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately. smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeleoutliers. is correct. 考点 Extreme Value 解析 EVT only uses information in the tail, so statement is correct. Conventionapproaches sulta-normVassume a fixep.f. for the entire stribution, whimunrstate the extent of ftails. So, statement is correct. The first step in EVT is to choose a cutoff point for the tail, then to estimate the parameters of the tail stribution, so statement is correct. Finally, EVT es not ignore extreme events (long they are in the sample). 如题请问 B 说的Conventionapproach是在哪里讲的

NO.PZ2018122701000026 问题如下 Whiof the following statements regarng extreme value theory (EVT) is incorrect? In contrast to conventionapproaches for estimating VaR, EVT only consirs the tail behavior of the stribution. Conventionapproaches for estimating VaR thassume ththe stribution of returns follows a unique stribution for the entire range of values mfail to properly account for the ftails of the stribution of returns. EVT attempts to finthe optimpoint beyonwhiall values belong to the tail anthen mols the stribution of the tail separately. smoothing the tail of the stribution, EVT effectively ignores extreme events anlosses thcgenerally labeled outliers. is correct. 考点 ： Extreme Value 解析 ： EVT only uses information in the tail, so statement is correct. Conventionapproaches sulta-normVaR assume a fixep.f. for the entire stribution, whimunrstate the extent of ftails. So, statement is correct. The first step in EVT is to choose a cutoff point for the tail, then to estimate the parameters of the tail stribution, so statement is correct. Finally, EVT es not ignore extreme events (long they are in the sample). 如题

C和D的问题