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On Goodness of Fit for Operational Risk - MaRDI portal

On Goodness of Fit for Operational Risk (Q6086480)

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scientific article; zbMATH DE number 7763533
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English
On Goodness of Fit for Operational Risk
scientific article; zbMATH DE number 7763533

    Statements

    title
    On Goodness of Fit for Operational Risk (English)
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    author
    Andrey Feuerverger
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    publication date
    10 November 2023
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    zbMATH Keywords
    Anderson-Darling upper-tail test
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    covariance kernel
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    eigenvalues
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    goodness of fit
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    heavy tails
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    influence function
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    jackknife
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    operational risk
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    order statistics
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    saddlepoint approximation
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    cites work
    Q5601960
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    Q4078873
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    Q3742485
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    Q5823354
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    Q5737389
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    Q5539510
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    Q5684085
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    Q5649287
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    Q3959963
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    Q3723487
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    Identifiers

    DOI
    10.1111/insr.12112
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    zbMATH DE Number
    7763533
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