A direct bootstrapping technique and its application to a novel goodness of fit test
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Publication:413764
DOI10.1016/J.JMVA.2012.01.002zbMATH Open1238.62051OpenAlexW1989182191MaRDI QIDQ413764FDOQ413764
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.01.002
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Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
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- Bootstrap, wild bootstrap, and asymptotic normality
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- Convergence of stochastic processes
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- Multivariate generalizations of the Wald-Wolfowitz and Smirnov two-sample tests
- A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
- Better Bootstrap Confidence Intervals
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- Bootstrapping empirical functions
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Cited In (6)
- Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain
- A BOOTSTRAP TEST OF THE GOODNESS-OF-FIT OF THE MULTIVARIATE TOLERANCE MODEL
- Efficient Bootstrap Tests for the Goodness of Fit in Covariance Structure Analysis
- Asymptotic total variation tests for copulas
- High Dimensional CLT and its Applications
- Bootstrapping a consistent nonparametric goodness-of-fit test
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