Distributional Censored and Uncensored Validation Testing under a Modified Test Statistic with Risk Analysis and Assessment

Table 1

KRIs under artificial data for n = 50.

Method			VaRq	TVaRq	TVq	TMVq	ELq
MLE	0.50895	0.20142
70%			0.61704	0.87178	0.04269	0.89313	0.25474
90%			0.92187	1.1123	0.02643	1.12552	0.19044
99%			1.34073	1.46944	0.01334	1.47611	0.12871
OLSE	0.43791	0.19792
70%			0.69477	0.9866	0.05624	1.01472	0.29183
90%			1.04376	1.2626	0.03497	1.28008	0.21884
99%			1.5253	1.67363	0.01773	1.6825	0.14834
WLSE	0.49538	0.20223
70%			0.63848	0.90104	0.04532	0.9237	0.26256
90%			0.95271	1.14886	0.02802	1.16287	0.19615
99%			1.38409	1.51658	0.01413	1.52364	0.13249
ADE	0.47129	0.19390
70%			0.62177	0.8883	0.04713	0.91186	0.26653
90%			0.94027	1.14087	0.02947	1.1556	0.2006
99%			1.38192	1.51837	0.01503	1.52588	0.13645