Application of two gamma distributions mixture to financial auditing

DOI10.1007/S13571-018-0154-5zbMATH Open1392.62314OpenAlexW2789809821MaRDI QIDQ721601FDOQ721601

Authors 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

method of momentslikelihood ratio testaccounting errormixture of probability distributionstatistical auditing

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3607327 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 847234 (Why is no real title available?)
• Empirical likelihood confidence intervals for the mean of a population containing many zero values
• Estimation of rare errors using expert judgement
• Finite mixture models
• Mathematical methods of statistics.
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• On sampling and the estimation of rare errors
• The Lagrangian Multiplier Test
• The bootstrap and Edgeworth expansion
• (SOFTWARE) boot

Cited in

(2)

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

Describes a project that uses

Uses Software

• boot

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