Bootstrapping modified goodness-of-fit statistics with estimated parameters

Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Statistics & Probability Letters, 2005, vol. 71, issue 2, 111-121

Abstract: 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.

Keywords: Bootstrap; Consistency; Estimated; parameters; Goodness-of-fit; U-statistics (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (4)

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