On goodness-of-fit and the bootstrap (Q1094038)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On goodness-of-fit and the bootstrap |
scientific article; zbMATH DE number 4024529
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On goodness-of-fit and the bootstrap |
scientific article; zbMATH DE number 4024529 |
Statements
On goodness-of-fit and the bootstrap (English)
0 references
1988
0 references
The empirical process, where unknown parameters of the underlying distribution function are estimated by bootstrap methods, is considered. It is approximated by a sequence of Gaussian processes. In the maximum likelihood estimation case it converges to a Brownian bridge. The asymptotic distributions of Cramér-von Mises, Anderson-Darling and Kolmogorov-Smirnov test statistics are derived.
0 references
goodness-of-fit
0 references
empirical process
0 references
bootstrap methods
0 references
maximum likelihood estimation
0 references
Brownian bridge
0 references
Cramér-von Mises
0 references
Anderson-Darling
0 references
Kolmogorov-Smirnov test statistics
0 references
