2 citations · 3 across the 5 of their papers we have counts for
5 papers
A critical review of existing and new population stability testing procedures in credit risk scoring
Johan du Pisanie, James Allison, Christian Budde +1
Credit scorecards are models used for the modelling of the probability of default of clients. The decision to extend credit to an applicant, as well as the price of the credit, is…
On a new class of tests for the Pareto distribution using Fourier methods
L. Ndwandwe, J. S. Allison, M. Smuts +1
We propose new classes of tests for the Pareto type I distribution using the empirical characteristic function. These tests are and statistics based on a characterisation o…
Testing for the Pareto type I distribution: A comparative study
L. Ndwandwe, J. S. Allison, L. Santana +1
Pareto distributions are widely used models in economics, finance and actuarial sciences. As a result, a number of goodness-of-fit tests have been proposed for these distributions…
On fitting the Lomax distribution: a comparison between minimum distance estimators and other estimation techniques
Thobeka Nombebe, James Allison, Leonard Santana +1
In this paper we investigate the performance of a variety of estimation techniques for the scale and shape parameter of the Lomax distribution. These methods include traditional me…
A new omnibus test of fit based on a characterisation of the uniform distribution
Bruno Ebner, Shawn Liebenberg, Jaco Visagie
In this paper, we revisit the classical goodness-of-fit problems for univariate distributions; we propose a new testing procedure based on a characterisation of the uniform distrib…