Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms

DOI10.1016/J.SPL.2007.01.014zbMATH Open1116.62052OpenAlexW1967590122MaRDI QIDQ2373689FDOQ2373689

Authors: Simos G. Meintanis, Jan Swanepoel 

Publication date: 16 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.01.014

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zbMATH Keywords

consistencyasymptotic distributionempirical Laplace transformempirical characteristic functionempirical probability generating function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cites Work

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Cited In (39)

• The probability weighted characteristic function and goodness-of-fit testing
• Empirical Hankel transforms and its applications to goodness-of-fit tests
• Bahadur efficiency for certain goodness-of-fit tests based on the empirical characteristic function
• Parameter estimation by Hellinger type distance for multivariate distributions based upon probability generating functions
• A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
• Inferential procedures based on the integrated empirical characteristic function
• Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
• Testing for a class of bivariate exponential distributions
• On goodness-of-fit and the bootstrap
• Fast goodness-of-fit tests based on the characteristic function
• Validation tests for the innovation distribution in INAR time series models
• A direct bootstrapping technique and its application to a novel goodness of fit test
• Goodness-of-fit tests for bivariate and multivariate skew-normal distributions
• A class of goodness-of-fit tests based on transformation
• Specification tests for the error distribution in GARCH models
• Inference procedures for the variance gamma model and applications
• Minimum distance estimators for count data based on the probability generating function with applications
• Data-driven smooth tests for a location-scale family revisited
• Tests of fit for normal inverse Gaussian distributions
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• Two-sample tests based on empirical Hankel transforms
• Bootstrapping modified goodness-of-fit statistics with estimated parameters
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
• Testing for the bivariate Poisson distribution
• The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution
• Goodness-of-fit tests based on the min-characteristic function
• Testing skew normality via the moment generating function
• Goodness‐of‐fit tests for the multivariate Student‐t distribution based on i.i.d. data, and for GARCH observations
• Diagnostic tests for the distribution of random effects in multivariate mixed effects models
• Testing for the symmetric component in skew distributions
• Probability generating function based Jeffrey's divergence for statistical inference
• Goodness-of-fit testing by transforming to normality: comparison between classical and characteristic function-based methods
• On statistical transform methods and their efficiency
• Specification tests in mixed effects models
• A goodness-of-fit test for the compound Poisson exponential model
• Goodness-of-fit tests based on estimated expectations of probability integral transformed order statistics
• Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions
• Goodness-of-fit tests for multivariate Laplace distributions
• An approximation to the null distribution of a class of Cramér-von Mises statistics

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