Confidence limits to the distance of the true distribution from a misspecified family by bootstrap

DOI10.1016/S0378-3758(02)00176-3zbMath1016.62042OpenAlexW2029427894MaRDI QIDQ1399274

Gutti Jogesh Babu

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

zbMATH Keywords

bootstrapBrownian motionmedianempirical processL-statisticsKolmogorov-Smirnov statisticCramer-von Mises statisticKullback-Leibler measure

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• 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

This page was built for publication: Confidence limits to the distance of the true distribution from a misspecified family by bootstrap