Composite goodness-of-fit tests for left-truncated loss samples

Handbook of Financial Econometrics and Statistics

Volumn , Issue , 2015, Pages 575-596

  Chernobai, Anna ^a   Rachev, Svetlozar T ^b   Fabozzi, Frank J ^c  

^a SYRACUSE UNIVERSITY   (United States)

^b Stony Brook University   (United States)

^c EDHEC BUSINESS SCHOOL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84939470724     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-1-4614-7750-1_20     Document Type: Chapter

References (11)

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4. BCBS. (2003). The 2002 loss data collection exercise for operational risk: summary of the data collected. Basel, Switzerland: Basel Committee on Banking Supervision. http://www.bis.org
5. D’Agostino, R., & Stephens, M. (1986). Goodness-of-fit techniques. New York/Basel: Marcel Dekker.
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9. Guilbaud, O. (1998). Exact kolmogorov-type test for left-truncated and/or right-censored data. Journal of American Statistical Association, 83, 213-221.
10. Ross, S. (2001). Simulation (3rd ed.). Boston: Academic.
11. Shorack, G., & Wellner, J. (1986). Empirical processes with applications to statistics. New York: Wiley.