Testing for discontinuity or type of distribution

DOI10.1016/J.MATCOM.2005.09.002zbMath1086.62060OpenAlexW2092804108MaRDI QIDQ2489551

Sonja Ratej Pirkovic, Aljoša Valentinčič, Neil Garrod

Publication date: 28 April 2006

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2005.09.002

zbMATH Keywords

Distribution functionMonte Carlo simulationDiscontinuityChebyshev inequalityEarnings management

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Monte Carlo methods (65C05)

Cites Work

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• Testing normality: a GMM approach
• Likelihood-ratio tests for normality
• On a statistical method to detect discontinuity in the distribution function of reported earnings
• Testing exponentiality against NBUFR (NWUFR).

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