On goodness-of-fit and the bootstrap

DOI10.1016/0167-7152(88)90001-6zbMath0629.62047OpenAlexW2037183862MaRDI QIDQ1094038

Murray D. Burke, Edit Gombay

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90001-6

zbMATH Keywords

maximum likelihood estimationBrownian bridgeempirical processgoodness-of-fitAnderson-Darlingbootstrap methodsCramér-von MisesKolmogorov-Smirnov test statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items (6)

Unconditional Glivenko-Cantelli-type theorems and weak laws of large numbers for bootstrap ⋮ On the unconditional strong law of large numbers for the bootstrap mean ⋮ The bootstrapped maximum likelihood estimator with an application ⋮ On the law of large numbers for the bootstrap mean ⋮ A goodness-of-fit test for exponential families ⋮ A Nonparametric bootstrapped estimate of the change-point

Cites Work

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• An asymptotic theory for empirical reliability and concentration processes
• Estimation of influence functions
• Convergence rates for the bootstrapped product-limit process
• Approximations of the empirical process when parameters are estimated
• Asymptotic results for goodness-of-fit statistics with unknown parameters
• Bootstrap methods: another look at the jackknife
• Weak convergence of the sample distribution function when parameters are estimated
• Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit

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