Bootstrap based goodness-of-fit-tests
From MaRDI portal
Publication:2367278
DOI10.1007/BF02613687zbMath0770.62016OpenAlexW2054250120MaRDI QIDQ2367278
Manuel Presedo Quindimil, Winfried Stute, Wenceslao Gonzáles-Manteiga
Publication date: 8 August 1993
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/176470
bootstraplogistic distributionapproximationgoodness-of-fit testssimulation studyWeibull distributionbivariate normal distributionestimated empirical processcomposite hypothesisKolmogorov-Smirnov distanceCramer-von Mises distance
Related Items (62)
Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations ⋮ Goodness of fit test for discrete random variables ⋮ Comparison of specification tests for GARCH models ⋮ Estimation of risk measures in energy portfolios using modern copula techniques ⋮ An intermediate muth distribution with increasing failure rate ⋮ Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data ⋮ Saddlepoint approximation for the generalized inverse Gaussian Lévy process ⋮ An alternative for Laplace Birnbaum-Saunders distribution ⋮ New goodness-of-fit diagnostics for conditional discrete response models ⋮ Entropy test and residual empirical process for autoregressive conditional duration models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ On a new approach to the multi-sample goodness-of-fit problem ⋮ Normality tests for dependent data: large-sample and bootstrap approaches ⋮ Maximum Entropy Test for Autoregressive Models ⋮ Cramér-von-Mises tests for the distribution of the excess over a confidence level ⋮ A one-sample test for normality with kernel methods ⋮ N-distance tests for a composite hypothesis of goodness of fit ⋮ A new class of lifetime distribution with decreasing failure rate: Properties and applications ⋮ The Lehmann type II Teissier distribution ⋮ Multivariate families of gamma-generated distributions with finite or infinite support above or below the diagonal ⋮ A Powerful Method of Assessing the Fit of the Lognormal Distribution ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions ⋮ Empirical‐distribution‐function goodness‐of‐fit tests for discrete models ⋮ Maximum entropy test for GARCH models ⋮ Discrimination among bivariate beta-generated distributions ⋮ On an independence test approach to the goodness-of-fit problem ⋮ Goodness‐of‐fit Test for Directional Data ⋮ Goodness-of-fit tests based on empirical characteristic functions ⋮ A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems ⋮ Mean distance test of Poisson distribution ⋮ Data-driven smooth tests for a location-scale family revisited ⋮ Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator ⋮ Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models ⋮ Recognizing and visualizing copulas: an approach using local Gaussian approximation ⋮ Maximum likelihood estimation for a special exponential family under random double-truncation ⋮ Simulation and Estimation of the Meixner Distribution ⋮ Bootstrap entropy test for general location-scale time series models with heteroscedasticity ⋮ Unnamed Item ⋮ Parametric bootstrap tests for continuous and discrete distributions ⋮ Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics ⋮ ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS ⋮ Omnibus goodness of fit test based on quadratic distance ⋮ A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution ⋮ DS normal distribution: properties and applications ⋮ A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS ⋮ Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics ⋮ A note on conditional versus joint unconditional weak convergence in bootstrap consistency results ⋮ Goodness-of-fit tests for generalized logarithmic series distribution ⋮ Bootstrap based tests for generalized negative binomial distribution ⋮ The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution ⋮ Goodness-of-fit procedures for compound distributions with an application to insurance ⋮ High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process ⋮ Empirical processes with estimated parameters under auxiliary information ⋮ Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap ⋮ Recent and classical goodness-of-fit tests for the Poisson distribution ⋮ ON THE MUTH DISTRIBUTION ⋮ Exponentiated Teissier distribution with increasing, decreasing and bathtub hazard functions ⋮ THE POWER MUTH DISTRIBUTION∗ ⋮ The quasi xgamma-geometric distribution with application in medicine ⋮ A bivariate extension of the omega distribution for two-dimensional proportional data ⋮ Fitting bivariate losses with phase-type distributions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Weak convergence of the sample distribution function when parameters are estimated
- Tests of fit for the logistic distribution based on the empirical distribution function
- Approximation Theorems of Mathematical Statistics
- Goodness of fit for the extreme value distribution
- Convergence of stochastic processes
This page was built for publication: Bootstrap based goodness-of-fit-tests
