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20072018
most citedMagnetic Reversal Time in Open Long Range Systems

2 citations · 2 across the 6 of their papers we have counts for

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Showing 2015Show all

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q-fin.RM2015

The efficiency of Anderson-Darling test with limited sample size: an application to Backtesting Counterparty Credit Risk internal model

M. Formenti, L. Spadafora, M. Terraneo +1

This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dy…