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

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• scientific article; zbMATH DE number 1133217

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)

Cites Work

• Title not available (Why is that?)
• Finite mixture models
• bootlib
• Title not available (Why is that?)
• Mathematical methods of statistics.
• The bootstrap and Edgeworth expansion
• Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
• The Lagrangian Multiplier Test
• Title not available (Why is that?)
• Empirical likelihood confidence intervals for the mean of a population containing many zero values
• On sampling and the estimation of rare errors
• Estimation of rare errors using expert judgement

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

Uses Software

• bootlib

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