Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap

@article{Kojadinovic2012GoodnessoffitTB,
  title={Goodness‐of‐fit testing based on a weighted bootstrap: A fast large‐sample alternative to the parametric bootstrap},
  author={Ivan Kojadinovic and Jun Yan},
  journal={Canadian Journal of Statistics},
  year={2012},
  volume={40}
}
The process comparing the empirical cumulative distribution function of the sample with a parametric estimate of the cumulative distribution function is known as the empirical process with estimated parameters and has been extensively employed in the literature for goodness‐of‐fit testing. The simplest way to carry out such goodness‐of‐fit tests, especially in a multivariate setting, is to use a parametric bootstrap. Although very easy to implement, the parametric bootstrap can become very… 

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