A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests

DOI10.1080/02331888.2018.1547730zbMath1411.62046OpenAlexW2902662991MaRDI QIDQ4613928

Marinela Capanu

Publication date: 28 January 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1547730

zbMATH Keywords

information matrixconsistencygoodness of fitparametric bootstrapBartlett identitiesIOS test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Asymptotic properties of parametric tests (62F05)

Related Items (1)

Multivariate goodness-of-fit tests based on Wasserstein distance

Uses Software

• bootstrap
• bootlib

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Diagnostic testing and evaluation of maximum likelihood models
• Asymptotic properties of the bootstrap for heavy-tailed distributions
• The size bias of White's information matrix test
• Bootstrapping general empirical measures
• Bootstrap of the mean in the infinite variance case
• Some asymptotic theory for the bootstrap
• On the asymptotic accuracy of Efron's bootstrap
• When does bootstrap work! Asymptotic results and simulations
• Bootstrap methods: another look at the jackknife
• Diagnosing bootstrap success
• The jackknife and bootstrap
• Information ratio test for model misspecification on parametric structures in stochastic diffusion models
• Efficient information based goodness-of-fit tests for vine copula models with fixed margins: a comprehensive review
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Asymptotic Expansions of the Information Matrix Test Statistic
• A Bootstrap Revival of Some Nonparametric Distance Tests
• A New Form of the Information Matrix Test
• Specification Tests in Econometrics
• Asymptotic Statistics
• P Values for Composite Null Models
• Asymptotic Distribution of P Values in Composite Null Models
• Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
• The IOS Test for Model Misspecification
• RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
• APPROXIMATE CONFIDENCE INTERVALS
• MTests with a New Normalization Matrix
• Robust Statistics
• Maximum Likelihood Estimation of Misspecified Models
• The bootstrap and Edgeworth expansion
• Recent developments in bootstrap methodology

This page was built for publication: A unified approach to proving parametric bootstrap consistency for some goodness-of-fit tests