The bootstrapped maximum likelihood estimator with an application

DOI10.1016/0167-7152(91)90031-LzbMath0742.62031MaRDI QIDQ1186649

Edit Gombay, Murray D. Burke

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

existenceasymptotic normalityempirical processstrong consistencyquantile processsample quantilesbootstrapped maximum likelihood estimatorsdistribution-free goodness-of-fit test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Related Items

Statistical estimation of a mixture of Gaussian distributions ⋮ Goodness-of-fit tests for the Cox model via bootstrap method ⋮ A goodness-of-fit test for exponential families ⋮ ACCURACY OF NONPARAMETRIC DENSITY ESTIMATION FOR UNIVARIATE GAUSSIAN MIXTURE MODELS: A COMPARATIVE STUDY

Cites Work

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• On goodness-of-fit and the bootstrap
• Some asymptotic theory for the bootstrap
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• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio