On goodness-of-fit and the bootstrap (Q1094038): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On goodness-of-fit and the bootstrap |
scientific article |
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On goodness-of-fit and the bootstrap (English)
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1988
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The empirical process, where unknown parameters of the underlying distribution function are estimated by bootstrap methods, is considered. It is approximated by a sequence of Gaussian processes. In the maximum likelihood estimation case it converges to a Brownian bridge. The asymptotic distributions of Cramér-von Mises, Anderson-Darling and Kolmogorov-Smirnov test statistics are derived.
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goodness-of-fit
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empirical process
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bootstrap methods
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maximum likelihood estimation
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Brownian bridge
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Cramér-von Mises
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Anderson-Darling
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Kolmogorov-Smirnov test statistics
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