Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
In testing that a given distribution belongs to a parameterized family , one is often led to compare a nonparametric estimate of some functional of with an element corresponding to an estimate of . In many cases, the asymptotic distribution of goodness-of-fit statistics derived from the process ( − ) depends on the unknown distribution . It is shown here that if the sequences and ...