7 citations · 10 across the 7 of their papers we have counts for
7 papers
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…
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…
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 proposed simulation technique for population stability testing in credit risk scorecards
J. du Pisanie, J. S. Allison, I. J. H. Visagie
Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of default of a potential…
New weighted -type tests for the inverse Gaussian distribution
J. S. Allison, S. Betsch, B. Ebner +1
We propose a new class of goodness-of-fit tests for the inverse Gaussian distribution. The proposed tests are weighted -type tests depending on a tuning parameter. We develop…
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…