McMaster University and Royal Bank of Canada
Kirill Mayorov is Director of Research and Financial Engineering in the Portfolio Management and Methodologies Department at Royal Bank of Canada and a Ph.D. candidate in Mathematics in the Department of Mathematics and Statistics at McMaster University. Kirill has over 10 years of experience as a quantitative modeler in various financial and industrial institutions, such as Bank of Montreal, GE Capital, and Chromalloy Gas Turbine Corporation. He has participated in mathematical and statistical modeling in applied projects ranging from operational and credit risk to aircraft engine repairs. Kirill holds a Master’s degree (Pure Mathematics) from the University of Nizhni Novgorod (Russia) and two Masters Degrees (Applied Mathematics and Statistics) from McMaster University.
This paper applies classical theory to determine if limiting distributions exist for WCvM test statistics under a simple null hypothesis.