Narayanaswamy Balakrishnan

McMaster University

1280 Main Street West

Hamilton, Ontario L8S 4M4

Canada

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Scholarly Papers (1)

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On a Family of Weighted Cramér–Von Mises Goodness-of-Fit Tests in Operational Risk Modeling

Journal of Operational Risk, Forthcoming
Number of pages: 21 Posted: 09 Jun 2017
Kirill Mayorov, James Hristoskov and Narayanaswamy Balakrishnan
RBC Financial Group, RBC Financial Group and McMaster University
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Abstract:

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operational risk, hypothesis testing, goodness-of-fit, limiting distributions, convergence