Bootstrapping modified goodness-of-fit statistics with estimated parameters

DOI10.1016/J.SPL.2004.10.005MaRDI QIDQ2483845zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\(U\)-statisticsBootstrapGoodness-of-fitConsistencyEstimated parameters

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)

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• A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property
• Almost sure convergence theorems of weighted sums of random variables
• Bootstrapping parameter estimated degenerate \(U\) and \(V\) statistics
• Bootstrapping u - statistics with estimated parameters
• Characterizations of uniform and exponential distributions
• Modification of some goodness-of-fit statistics to yield asymptotically normal null distributions
• On bootstrapping M-estimated residual processes in multiple linear regression models
• On the asymptotic normality of statistics with estimated parameters
• On the effect of substituting parameter estimators in limiting ^ 2U and V statistics
• Some asymptotic theory for the bootstrap

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
• On goodness-of-fit and the bootstrap
• A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters
• Goodness-of-fit tests when parameters are estimated
• A direct bootstrapping technique and its application to a novel goodness of fit test
• Resampling schemes with low resampling intensity and their applications in testing hypotheses
• Specification tests for multiplicative error models
• 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

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