The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 11, No. 2 (Jun., 1983), pp. 109-118 (10 pages) The asymptotic properties of the maximum-likelihood estimator of the ...
Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...
Severity parameters play a crucial role in the operational risk (OpRisk) capital estimates for Advanced Measurement Approach banks. When relying on maximum likelihood estimates (MLEs), nonrobustness ...
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