A comparison of alternative approaches to supremum-norm goodness-of-fit tests with estimated parameters

DOI10.1017/S0266466612000825zbMATH Open1290.62038MaRDI QIDQ4979322FDOQ4979322

Authors: Thomas S. Parker 

Publication date: 20 June 2014

Published in: Econometric Theory (Search for Journal in Brave)

Recommendations

• Goodness-of-fit tests when parameters are estimated
• Bootstrapping modified goodness-of-fit statistics with estimated parameters
• Bootstrap based goodness-of-fit-tests
• Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
• Randomized goodness of fit tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Gaussian processes (60G15)

Cites Work

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Cited In (5)

• Title not available (Why is that?)
• Goodness-of-fit testing based on a weighted bootstrap: a fast large-sample alternative to the parametric bootstrap
• Permutation test for heterogeneous treatment effects with a nuisance parameter
• Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities
• Bounds and approximations for distributions of weighted Kolmogorov-Smirnov tests

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