Confidence limits to the distance of the true distribution from a misspecified family by bootstrap
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Publication:1399274
DOI10.1016/S0378-3758(02)00176-3zbMath1016.62042OpenAlexW2029427894MaRDI QIDQ1399274
Publication date: 30 July 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00176-3
bootstrapBrownian motionmedianempirical processL-statisticsKolmogorov-Smirnov statisticCramer-von Mises statisticKullback-Leibler measure
Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
Cites Work
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- Inference on means using the bootstrap
- The performance of the likelihood ratio test when the model is incorrect
- Bootstrap confidence intervals
- Maximum likelihood principle and model selection when the true model is unspecified
- Weak convergence of the sample distribution function when parameters are estimated
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- Generalised information criteria in model selection
- The Cramer-Smirnov Test in the Parametric Case
- Maximum Likelihood Estimation of Misspecified Models
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