On a family of weighted Cramér-von Mises goodness-of-fit test in operational risk modeling
Kirill Mayorov, James Hristoskov and Narayanaswamy Balakrishnan
| Year of publication: |
June 2017
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|---|---|
| Authors: | Mayorov, Kirill ; Hristoskov, James ; Balakrishnan, Narayanaswamy |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 12.2017, 2, p. 1-21
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| Subject: | operational risk | hypothesis testing | goodness-of-fit | limiting distributions | convergence | Operationelles Risiko | Operational risk | Statistischer Test | Statistical test | Theorie | Theory | Bankrisiko | Bank risk | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Bank | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2017.189 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011775503