Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 55, No. 3, Special Issue Dedicated to the Memory of P. C. Mahalanobis (Oct., 1993), pp. 357-369 (13 pages) The general theory of ...
This paper is concerned with the use of the empirical characteristic function to test goodness of fit type hypotheses in large sample situations. The relationship between the Cramér-von Mises ...
The measurement of operational risk via the loss distribution approach (LDA) for bank capitalization purposes offers significant modeling challenges. Under the LDA, the severity of losses ...
SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...