Search
Now showing items 1-2 of 2
On the Use of the Extreme Value Distribution in Monitoring Production Processes
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
In many statistical applications the main point of interest is estimating some
population central characteristic such as the mean or the median. The Shewhart’s control chart X
is based on monitoring the average process ...
Experimental Design in Evaluating VaR Forecasts
(Wydawnictwo Uniwersytetu Łódzkiego, 2013)
Following a dynamic development of VaR estimation methods from 90s, in recent
literature much attention has been paid to testing procedures designed to evaluate quality of VaR
models. There has been a wide-ranging ...