Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

DOI10.1214/07-AIHP148zbMath1206.62044OpenAlexW2064186236MaRDI QIDQ731720

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/78005

zbMATH Keywords

copula Monte Carlo simulation semiparametric estimation goodness-of-fit test \(P\)-values

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric estimation (62G05) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

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