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

Table 3

KRIs under artificial data for n = 300.

Method			VaRq	TVaRq	TVq	TMVq	ELq
MLE	0.50061	0.20021
70%			0.62056	0.87828	0.04375	0.90015	0.25772
90%			0.92889	1.12175	0.02713	1.13531	0.19286
99%			1.35315	1.48363	0.01371	1.49048	0.13048
OLSE	0.43709	0.19783
70%			0.69554	0.98781	0.05642	1.01602	0.29227
90%			1.04505	1.26424	0.03509	1.28179	0.21919
99%			1.52737	1.67595	0.01779	1.68485	0.14859
WLSE	0.45390	0.20762
70%			0.72996	1.02258	0.05597	1.05056	0.29262
90%			1.08048	1.2981	0.03438	1.31529	0.21762
99%			1.55877	1.70514	0.01722	1.71375	0.14637
ADE	0.47025	0.19342
70%			0.62032	0.88688	0.04717	0.91046	0.26656
90%			0.93883	1.13954	0.02951	1.1543	0.20072
99%			1.38075	1.51734	0.01506	1.52487	0.13659