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On Goodness of Fit for Operational Risk

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  • Andrey Feuerverger

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  • Andrey Feuerverger, 2016. "On Goodness of Fit for Operational Risk," International Statistical Review, International Statistical Institute, vol. 84(3), pages 434-455, December.
    • Handle: RePEc:bla:istatr:v:84:y:2016:i:3:p:434-455
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    File URL: http://hdl.handle.net/10.1111/insr.12112
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    References listed on IDEAS

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    1. Marsaglia, George & Marsaglia, John, 2004. "Evaluating the Anderson-Darling Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 9(i02).
    2. Peter Hall & Mohammad Hosseini‐Nasab, 2006. "On properties of functional principal components analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 109-126, February.
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    Cited by:

    1. Shi, X. & Wong, A. & Zheng, S., 2019. "Approximations of the cumulative distribution function for infinite weighted sum of random variables," Statistics & Probability Letters, Elsevier, vol. 155(C), pages 1-1.
    2. Oliver Cruz-Milan & Sergio Lagunas-Puls, 2021. "Effects of COVID-19 on Variations of Taxpayers in Tourism-Reliant Regions: The Case of the Mexican Caribbean," JRFM, MDPI, vol. 14(12), pages 1-23, December.

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