The bootstrapped maximum likelihood estimator with an application

The existence, strong consistency and asymptotic normality of bootstrapped maximum likelihood estimators are shown. A distribution-free goodness-of-fit test involving sample quantiles is given as an application.

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Year of publication:	1991
Authors:	Burke, Murray D. ; Gombay, Edit
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 5, p. 421-427
Publisher:	Elsevier
Keywords:	Bootstrap empirical process quantile process maximum likelihood estimator goodness-of-fit

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

Persistent link: https://www.econbiz.de/10005319675