Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551): Difference between revisions

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+Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
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+The Cramer-Smirnov Test in the Parametric Case
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+Weak convergence of the sample distribution function when parameters are estimated
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+Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Numerical computation of multivariate<i>t</i>-probabilities with application to power calculation of multiple contrasts
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+Empirical processes with estimated parameters under auxiliary information
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+Approximations for weighted bootstrap processes with an application
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+On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
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+Fast large-sample goodness-of-fit tests for copulas
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+Mathematical properties of the multivariate \(t\) distribution
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+Estimation methods for the multivariate \(t\) distribution
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+A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
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+A Bootstrap Revival of Some Nonparametric Distance Tests
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+Asymptotic results for goodness-of-fit statistics with unknown parameters
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+Bootstrap based goodness-of-fit-tests
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