Pages that link to "Item:Q2367278"
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The following pages link to Bootstrap based goodness-of-fit-tests (Q2367278):
Displayed 50 items.
- Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- On an independence test approach to the goodness-of-fit problem (Q495375) (← links)
- N-distance tests for a composite hypothesis of goodness of fit (Q619345) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- Data-driven smooth tests for a location-scale family revisited (Q715759) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Parametric bootstrap tests for continuous and discrete distributions (Q745423) (← links)
- Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal (Q900802) (← links)
- Goodness-of-fit tests based on empirical characteristic functions (Q961885) (← links)
- A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution (Q1023578) (← links)
- Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics (Q1026346) (← links)
- Bootstrap based tests for generalized negative binomial distribution (Q1282164) (← links)
- Goodness-of-fit tests for generalized logarithmic series distribution (Q1566696) (← links)
- Recent and classical goodness-of-fit tests for the Poisson distribution (Q1591281) (← links)
- Goodness of fit test for discrete random variables (Q1615174) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Entropy test and residual empirical process for autoregressive conditional duration models (Q1663317) (← links)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- Maximum entropy test for GARCH models (Q1731233) (← links)
- Mean distance test of Poisson distribution (Q1771297) (← links)
- Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240) (← links)
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics (Q1812040) (← links)
- DS normal distribution: properties and applications (Q2062107) (← links)
- Goodness-of-fit procedures for compound distributions with an application to insurance (Q2081723) (← links)
- High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process (Q2084463) (← links)
- A bivariate extension of the omega distribution for two-dimensional proportional data (Q2105735) (← links)
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
- An alternative for Laplace Birnbaum-Saunders distribution (Q2164043) (← links)
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results (Q2312766) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- New goodness-of-fit diagnostics for conditional discrete response models (Q2398981) (← links)
- A one-sample test for normality with kernel methods (Q2419660) (← links)
- Recognizing and visualizing copulas: an approach using local Gaussian approximation (Q2513445) (← links)
- Empirical processes with estimated parameters under auxiliary information (Q2571227) (← links)
- Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap (Q2856551) (← links)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- (Q2892527) (← links)
- Maximum Entropy Test for Autoregressive Models (Q2950561) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- A Powerful Method of Assessing the Fit of the Lognormal Distribution (Q3518502) (← links)
- Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
- ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS (Q3636536) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models (Q4883620) (← links)
- Bootstrap entropy test for general location-scale time series models with heteroscedasticity (Q4960705) (← links)
- A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS (Q4979322) (← links)
- ON THE MUTH DISTRIBUTION (Q5011238) (← links)