The bootstrapped maximum likelihood estimator with an application

Murray D. Burke and Edit Gombay

Statistics & Probability Letters, 1991, vol. 12, issue 5, 421-427

Abstract: 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.

Keywords: Bootstrap; empirical; process; quantile; process; maximum; likelihood; estimator; goodness-of-fit (search for similar items in EconPapers)
Date: 1991
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