On goodness-of-fit and the bootstrap

Murray D. Burke and Edit Gombay

Statistics & Probability Letters, 1988, vol. 6, issue 5, 287-293

Abstract: 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.

Keywords: goodness-of-fit; bootstrap; empirical; process; parameters; estimated (search for similar items in EconPapers)
Date: 1988
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Citations: View citations in EconPapers (4)

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