Application of two gamma distributions mixture to financial auditing

DOI10.1007/s13571-018-0154-5zbMath1392.62314OpenAlexW2789809821MaRDI QIDQ721601

Janusz L. Wywiał

Publication date: 19 July 2018

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-018-0154-5

zbMATH Keywords

likelihood ratio testmethod of momentsaccounting errormixture of probability distributionstatistical auditing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

On the maximum likelihood estimation of population and domain means ⋮ Consistency of the MLE under a two-parameter gamma mixture model with a structural shape parameter

Uses Software

• bootlib

Cites Work

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• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• The Lagrangian Multiplier Test
• Estimation of rare errors using expert judgement
• On sampling and the estimation of rare errors
• Empirical likelihood confidence intervals for the mean of a population containing many zero values
• Finite mixture models
• The bootstrap and Edgeworth expansion

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