A stochastic minimum distance test for multivariate parametric models

DOI10.1214/AOS/1176347006zbMath0684.62041OpenAlexW1975931804MaRDI QIDQ1825567

P. W. Millar, Rudolf Beran

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347006

zbMATH Keywords

bootstrapEuclidean spacecritical valuesstochastic searchauxiliary sampleshalf-space metricminimum distance goodness-of-fit testmultivariate parametric modelsobserved samplerandomized statistical proceduresstochastic procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Integrated conditional moment test for partially linear single index models incorporating dimension-reduction ⋮ On Hadamard differentiability in \(k\)-sample semiparametric models -- with applications to the assessment of structural relationships ⋮ Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models ⋮ Generalization of the kolmogorov-smirnov goodness-of-fit test, usinggroup invariance

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