Testing for auto-calibration with Lorenz and Concentration curves
Michel Denuit, Julie Huyghe, Julien Trufin, Thomas Verdebout
Topics & Concepts
Lorenz curveEstimatorCalibrationDominance (genetics)Set (abstract data type)StatisticsEconometricsMathematicsComputer scienceApplied mathematicsData miningGini coefficientMathematical analysisProgramming languageChemistryEconomic inequalityBiochemistryGeneInequalityAdvanced Statistical Methods and ModelsFinancial Risk and Volatility ModelingAdvanced Statistical Process Monitoring