Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 44, Issue 6, 2008, Pages 1096-1127

  Genest, Christian ^a   Remillard, Bruno ^b  

^a UNIVERSITÉ LAVAL   (Canada)

^b HEC MONTRÉAL   (Canada)

Author keywords

Copula; Goodness of fit test; Monte Carlo simulation; P values; Parametric bootstrap; Semiparametric estimation

Indexed keywords

EID: 62349088727     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/07-AIHP148     Document Type: Article

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