The Efficiency of the Anderson-Darling Test With Limited Sample Size : An Application to Back-Testing Counterparty Credit Risk Internal Models
Year of publication: |
2018
|
---|---|
Authors: | Formenti, Matteo |
Other Persons: | Spadafora, Luca (contributor) ; Terraneo, Marcello (contributor) ; Ramponi, Fabio (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3129721 [DOI] |
Classification: | C19 - Econometric and Statistical Methods: General. Other ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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