Distributional Censored and Uncensored Validation Testing under a Modified Test Statistic with Risk Analysis and Assessment
This paper introduces and studies a unique probability distribution. The maximum likelihood estimation, the ordinary least squares, the weighted least squares, and the Anderson–Darling estimation methods all take into account a number of financial risk indicators, including the value-at-risk, tail-v...
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| Main Authors: | , , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2023/8852528 |
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