On Goodness of Fit for Operational Risk (Q6086480)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7763533
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Goodness of Fit for Operational Risk |
scientific article; zbMATH DE number 7763533 |
Statements
On Goodness of Fit for Operational Risk (English)
0 references
10 November 2023
0 references
Anderson-Darling upper-tail test
0 references
covariance kernel
0 references
eigenvalues
0 references
goodness of fit
0 references
heavy tails
0 references
influence function
0 references
jackknife
0 references
operational risk
0 references
order statistics
0 references
saddlepoint approximation
0 references
0 references
0 references
0 references
