On goodness-of-fit and the bootstrap

The empirical process, where unknown parameters of the underlying distribution function are estimated by bootstrap methods, is considered. It is approximated by a sequence of Gaussian process. In the maximum likelihood estimation case it converges to a Brownian Bridge. The asymptotic distribution of Cramer-von Mises, Anderson-Darling and Kolmogorov-Smirnov test statistics are derived.

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Year of publication:	1988
Authors:	Burke, Murray D. ; Gombay, Edit
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 6.1988, 5, p. 287-293
Publisher:	Elsevier
Keywords:	goodness-of-fit bootstrap empirical process parameters estimated

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259370