Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models
In this paper three information criteria are employed to assess the truncated operational risk models. The performances of the three information criteria on distinguishing the models are compared. The competing models are constructed using Champernowne, Frechet, Lognormal, Lomax, Paralogistic, and W...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2020-08-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
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| Online Access: | https://www.frontiersin.org/article/10.3389/fams.2020.00028/full |