2 citations · 2 across the 3 of their papers we have counts for
3 papers
stat.ME2024
Revisiting the memoryless property -- testing for the Pareto type I distribution
Lethani Ndwandwe, James Allison, Leonard Santana +1
We propose new goodness-of-fit tests for the Pareto type I distribution. These tests are based on a multiplicative version of the memoryless property which characterises this distr…
stat.AP2023★ 2 cited
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…
math.ST2019
Testing for normality in any dimension based on a partial differential equation involving the moment generating function
Norbert Henze, Jaco Visagie
We use a system of first-order partial differential equations that characterize the moment generating function of the -variate standard normal distribution to construct a class…