Cover Image

Bootstrap tests for almost goodness-of-fit

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Baíllo, Amparo, Cárcamo, Javier
Format:	Preprint
Published:	2024
Subjects:	Methodology Statistics Theory Applications 62G10, 62G20, 62F40
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Bootstrapping not under the null?
by: Derumigny, Alexis, et al.
Published: (2025)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

A uniform kernel trick for high-dimensional two-sample problems
by: Cárcamo, Javier, et al.
Published: (2022)

Bootstrapping Estimators based on the Block Maxima Method
by: Bücher, Axel, et al.
Published: (2024)

On the spherical cardioid distribution and its goodness-of-fit
by: García-Portugués, Eduardo
Published: (2026)

On the optimal prediction of extreme events in heavy-tailed time series with applications to solar flare forecasting
by: Verma, Victor, et al.
Published: (2024)

Characterization based Goodness-of-Fit for Generalized Pareto Distribution: A Blend of Stein's Identity and Dynamic Survival Extropy
by: Kandpal, Gaurav, et al.
Published: (2025)

On the Unit Teissier Distribution: Properties, Estimation Procedures and Applications
by: Akhter, Zuber, et al.
Published: (2026)

Semiparametric Uncertainty Quantification via Isotonized Posterior for Deconvolutions
by: Gili, Francesco, et al.
Published: (2026)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

The limit joint distributions of some statistics used in testing the quality of random number generators
by: Savelov, M. P.
Published: (2025)

A Simple Bootstrap for Chatterjee's Rank Correlation
by: Dette, Holger, et al.
Published: (2023)

Dirichlet kernel density estimation on the simplex with missing data
by: Daayeb, Hanen, et al.
Published: (2026)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Estimation and Hypothesis Testing of Derivatives in Smoothing Spline ANOVA Models
by: Liu, Ruiqi, et al.
Published: (2023)

Kernel-based independence and mean independence tests for weakly dependent data
by: Diz-Castro, Daniel, et al.
Published: (2026)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

A nonparametric test for elliptical distribution based on kernel embedding of probabilities
by: Tang, Yin, et al.
Published: (2023)

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
by: Bastian, Patrick, et al.
Published: (2022)

A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
by: Betken, Annika, et al.
Published: (2021)

A two-sample test for symmetric positive definite matrix distributions using Wishart kernel density estimators
by: Ouimet, Frédéric
Published: (2026)

A unified framework for multivariate two-sample and k-sample kernel-based quadratic distance goodness-of-fit tests
by: Markatou, Marianthi, et al.
Published: (2024)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
by: Belzile, Léo R., et al.
Published: (2025)

Two-Sample Testing with Missing Data via Energy Distance: Weighting and Imputation Approaches
by: Aleksić, Danijel G., et al.
Published: (2025)

Nonparametric Inference on Dose-Response Curves Without the Positivity Condition
by: Zhang, Yikun, et al.
Published: (2024)

On uniformly consistent tests
by: Ermakov, Mikhail
Published: (2023)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)

Sparse Anomaly Detection Across Referentials: A Rank-Based Higher Criticism Approach
by: Stoepker, Ivo V., et al.
Published: (2023)

Some multivariate goodness of fit tests based on data depth
by: Singh, Rahul, et al.
Published: (2021)

Nonparametric Test for Volatility in Clustered Multiple Time Series
by: Barrios, Erniel B., et al.
Published: (2021)

On goodness-of-fit testing for volatility in McKean-Vlasov models
by: Heidari, Akram, et al.
Published: (2025)

A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)

Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
by: Gnettner, Felix, et al.
Published: (2023)

Robust variance estimators in application to segmentation of measurement data distorted by impulsive and non-Gaussian noise
by: Witulska, Justyna, et al.
Published: (2025)

Bootstrap Consistency for Empirical Likelihood in Density Ratio Models
by: Zhuang, Weiwei, et al.
Published: (2025)

Comparative analysis of two new wind speed T-X models using Weibull and log-logistic distributions for wind energy potential estimation in Tabriz, Iran
by: Mohammadpour, Meysam, et al.
Published: (2024)

Topology-Driven Goodness-of-Fit Tests in Arbitrary Dimensions
by: Dłotko, Paweł, et al.
Published: (2022)

A two-step approach to production frontier estimation and the Matsuoka's distribution
by: Matsuoka, Danilo Hiroshi, et al.
Published: (2023)