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...
Saved in:
| Main Authors: | , , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
|
| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2023/8852528 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!