Bootstrapping modified goodness-of-fit statistics with estimated parameters
Goodness-of-fit tests are proposed for testing a composite null hypothesis that is a general parametric family of distribution functions. They are distribution-free under the null hypothesis and have a limiting normal distribution under the null and the alternative hypothesis. To avoid the estimation of the asymptotic variance under the alternative hypothesis, we propose consistent bootstrap estimators.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 71 (2005)
Issue (Month): 2 (February)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Too, Yeu-Hua & Lin, Gwo Dong, 1989. "Characterizations of uniform and exponential distributions," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 357-359, April.
- Ibrahim A. Ahmad & Ibrahim A. Alwasel, 1999. "A Goodness-of-fit Test for Exponentiality Based on the Memoryless Property," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 681-689.
- Koul, H. L. & Lahiri, S. N., 1994. "On Bootstrapping M-Estimated Residual Processes in Multiple Linear-Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 49(2), pages 255-265, May.
- Jiménez-Gamero, M. D. & Muñoz-García, J. & Pino-Mejías, R., 2003. "Bootstrapping parameter estimated degenerate U and V statistics," Statistics & Probability Letters, Elsevier, vol. 61(1), pages 61-70, January.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:71:y:2005:i:2:p:111-121. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.