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, ...

This is a preview. Log in through your library . Abstract We have developed a customizable goodness-of-fit test of a parametric density based on its distance to a consistently estimated density. This ...

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 ...