Stochastic estimation and testing

DOI10.1214/AOS/1176350497zbMath0644.62028OpenAlexW2048077627MaRDI QIDQ1102653

P. W. Millar, Rudolf Beran

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350497

zbMATH Keywords

asymptotic normalityMonte Carlolikelihood ratio testasymptotic efficiencycritical valuelikelihood functiongoodness-of-fit teststochastic searchrandomized testsminimum distance estimateiterated bootstrap techniquesrandom sampling schemesstochastic confidence bandsstochastic maximum likelihood estimatestochastic minimum distance tests

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Related Items (9)

On nondifferentiable functions and the bootstrap ⋮ On the choice of a discrepancy functional for model selection ⋮ Efficient simulation-based minimum distance estimation and indirect inference ⋮ Estimation and test in long-term survival mixture models ⋮ Testing in locally conic models, and application to mixture models ⋮ On stochastic estimation ⋮ Bootstrap choice of tuning parameters ⋮ Kernel-Based Tests for Joint Independence ⋮ Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes

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