Pages that link to "Item:Q745423"
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The following pages link to Parametric bootstrap tests for continuous and discrete distributions (Q745423):
Displaying 16 items.
- Blockwise bootstrap of the estimated empirical process based on \(\psi \)-weakly dependent observations (Q265671) (← links)
- Tests of fit for normal inverse Gaussian distributions (Q537399) (← links)
- N-distance tests for a composite hypothesis of goodness of fit (Q619345) (← links)
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models (Q731720) (← links)
- Parametric bootstrap edf-based goodness-of-fit testing for sinh-arcsinh distributions (Q1708365) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- Some non-asymptotic properties of parametric bootstrap P-values in discrete models (Q1950911) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- (Q3116885) (← links)
- Omnibus goodness of fit test based on quadratic distance (Q3390339) (← links)
- A PARAMETRIC BOOTSTRAP TEST FOR GENERALIZED EXTREME VALUE DISTRIBUTION (Q3464972) (← links)
- Parametric bootstrap and approximate tests for two Poisson variates (Q3564757) (← links)
- Goodness-of-fit tests when parameters are estimated (Q3580455) (← links)
- Simulation and Estimation of the Meixner Distribution (Q3616251) (← links)
- Empirical‐distribution‐function goodness‐of‐fit tests for discrete models (Q4883620) (← links)
