Scandinavian Journal of Statistics, Vol. 45, No. 2 (June 2018), pp. 217-254 (38 pages) Non-parametric generalized likelihood ratio test is a popular method of model checking for regressions. However, ...
Bayesian Nonparametric (BNP) modelling can be used to obtain more detailed information in test equating studies and to increase the accuracy of equating by accounting for covariates. In this study, ...
When evaluating risk exposure, many organizations have adopted the value at risk, or VaR, metric, which is a statistical risk management technique measuring the maximum loss that an investment ...