Bootstrapping modified goodness-of-fit statistics with estimated parameters
DOI10.1016/J.SPL.2004.10.005zbMATH Open1065.62074OpenAlexW1992070952MaRDI QIDQ2483845FDOQ2483845
Authors: Paul Janssen, Jan Swanepoel, Noël Veraverbeke 
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2004.10.005
Recommendations
- Bootstrap based goodness-of-fit-tests
- Bootstrapping a consistent nonparametric goodness-of-fit test
- Goodness-of-fit tests when parameters are estimated
- Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some asymptotic theory for the bootstrap
- A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
- On the asymptotic normality of statistics with estimated parameters
- Almost sure convergence theorems of weighted sums of random variables
- On the effect of substituting parameter estimators in limiting \(\chi ^ 2U\) and V statistics
- Modification of some goodness-of-fit statistics to yield asymptotically normal null distributions
- Title not available (Why is that?)
- Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
- Title not available (Why is that?)
- Characterizations of uniform and exponential distributions
- On bootstrapping \(M\)-estimated residual processes in multiple linear regression models
- Bootstrapping u - statistics with estimated parameters
- Title not available (Why is that?)
Cited In (16)
- A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests
- On a new approach to the multi-sample goodness-of-fit problem
- A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
- On goodness-of-fit and the bootstrap
- Goodness-of-fit tests when parameters are estimated
- A direct bootstrapping technique and its application to a novel goodness of fit test
- Specification tests for multiplicative error models
- Resampling schemes with low resampling intensity and their applications in testing hypotheses
- Bootstrap and other tests for goodness of fit
- Bootstrap based probability forecasting in multiplicative error models
- Bootstrap based goodness-of-fit-tests
- A class of goodness-of-fit tests based on a new characterization of the exponential distribution
- New inference procedures for generalized Poisson distributions
- Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation
- Application of nonparametric goodness-of-fit tests for composite hypotheses in case of unknown distributions of statistics
- Reversed Berk-Jones tests under a composite null hypothesis
This page was built for publication: Bootstrapping modified goodness-of-fit statistics with estimated parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483845)
