A direct bootstrapping technique and its application to a novel goodness of fit test

DOI10.1016/J.JMVA.2012.01.002zbMath1238.62051OpenAlexW1989182191MaRDI QIDQ413764

Dragan Radulovic

Publication date: 7 May 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.002

zbMATH Keywords

weak convergenceGOF test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Central limit and other weak theorems (60F05) Nonparametric statistical resampling methods (62G09) Sums of independent random variables; random walks (60G50)

Related Items (2)

Asymptotic total variation tests for copulas ⋮ High Dimensional CLT and its Applications

Cites Work

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• Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
• Bootstrapping empirical functions
• Bootstrapping general empirical measures
• Bootstrap of deviation probabilities with applications
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• Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
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• Central limit theorems for empirical measures
• Can we bootstrap even if CLT fails?
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Weak convergence and empirical processes. With applications to statistics
• Better Bootstrap Confidence Intervals
• General chi-square goodness-of-fit tests with data-dependent cells
• Uniform Central Limit Theorems
• On Accelerated Random Search
• A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
• Convergence of stochastic processes

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