On goodness-of-fit and the bootstrap (Q1094038): Difference between revisions

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.