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

Table 2

KRIs under artificial data for n = 150.

Method			VaRq	TVaRq	TVq	TMVq	ELq
MLE	0.50211	0.20039
70%			0.61969	0.87682	0.04355	0.89859	0.25713
90%			0.92732	1.11971	0.02699	1.13321	0.19239
99%			1.35054	1.48069	0.01364	1.48751	0.13015
OLSE	0.43616	0.19788
70%			0.69733	0.99028	0.05668	1.01862	0.29295
90%			1.04766	1.26735	0.03525	1.28498	0.21969
99%			1.53108	1.67999	0.01787	1.68894	0.14892
WLSE	0.47431	0.20542
70%			0.68561	0.9633	0.05052	0.98856	0.27769
90%			1.01813	1.22502	0.03111	1.24058	0.20689
99%			1.47296	1.61234	0.01562	1.62016	0.13939
ADE	0.46943	0.19354
70%			0.62209	0.88924	0.04737	0.91293	0.26716
90%			0.94131	1.14246	0.02964	1.15728	0.20115
99%			1.38418	1.52105	0.01512	1.52861	0.13686