Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
From MaRDI portal
Publication:2856551
DOI10.1002/cjs.11135zbMath1349.62224arXiv1202.5682OpenAlexW2963805627MaRDI QIDQ2856551
Publication date: 29 October 2013
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.5682
empirical processasymptotically linear estimatormultiplier central limit theoremmultivariate \(t\) distribution
Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (23)
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing ⋮ Comparison of specification tests for GARCH models ⋮ Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions ⋮ Fast goodness-of-fit tests based on the characteristic function ⋮ Normality tests for dependent data: large-sample and bootstrap approaches ⋮ A simple approach to construct confidence bands for a regression function with incomplete data ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ A one-sample test for normality with kernel methods ⋮ Empirical characteristic function tests for GARCH innovation distribution using multipliers ⋮ A weighted bootstrap approximation for comparing the error distributions in nonparametric regression ⋮ Regional extreme value index estimation and a test of tail homogeneity ⋮ Asymptotics and practical aspects of testing normality with kernel methods ⋮ Automated selection of \(r\) for the \(r\) largest order statistics approach with adjustment for sequential testing ⋮ On the performance of weighted bootstrapped kernel deconvolution density estimators ⋮ Unnamed Item ⋮ Fast tests for the two-sample problem based on the empirical characteristic function ⋮ A class of tests for the two-sample problem for count data ⋮ A two-sample test for the error distribution in nonparametric regression based on the characteristic function ⋮ Omnibus goodness of fit test based on quadratic distance ⋮ Nonparametric series density estimation and testing ⋮ Sequential block bootstrap in a Hilbert space with application to change point analysis ⋮ On the maximal deviation of kernel regression estimators with NMAR response variables ⋮ Weighted bootstrapped kernel density estimators in two-sample problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
- Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
- Estimation methods for the multivariate \(t\) distribution
- Asymptotic results for goodness-of-fit statistics with unknown parameters
- Approximations for weighted bootstrap processes with an application
- Approximations for hybrids of empirical and partial sums processes
- Multivariate tests-of-fit and uniform confidence bands using a weighted bootstrap
- Bootstrap based goodness-of-fit-tests
- Mathematical properties of the multivariate \(t\) distribution
- Weak convergence of the sample distribution function when parameters are estimated
- Empirical processes with estimated parameters under auxiliary information
- Fast large-sample goodness-of-fit tests for copulas
- On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
- A Bootstrap Revival of Some Nonparametric Distance Tests
- Kolmogorov-Smirnov tests when parameters are estimated with applications to tests of exponentiality and tests on spacings
- Asymptotic Statistics
- Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
- Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application
- The Cramer-Smirnov Test in the Parametric Case
This page was built for publication: Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap