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- W1992171509 abstract "A class of goodness-of-fit tests whose test statistic is an L 2 norm of the difference of the empirical characteristic function of the sample and a parametric estimate of the characteristic function in the null hypothesis, is considered. The null distribution is usually estimated through a parametric bootstrap. Although very easy to implement, the parametric bootstrap can become very computationally expensive as the sample size, the number of parameters or the dimension of the data increase. It is proposed to approximate the null distribution through a weighted bootstrap. The method is studied both theoretically and numerically. It provides a consistent estimator of the null distribution. In the numerical examples carried out, the estimated type I errors are close to the nominal values. The asymptotic properties are similar to those of the parametric bootstrap but, from a computational point of view, it is more efficient." @default.
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- W1992171509 date "2015-09-01" @default.
- W1992171509 modified "2023-10-04" @default.
- W1992171509 title "Fast goodness-of-fit tests based on the characteristic function" @default.
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- W1992171509 doi "https://doi.org/10.1016/j.csda.2015.03.015" @default.
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