摘要

We prove general theorems that characterize situations in which we could have asymptotic closeness between the original statistics H-n and its bootstrap version H-n*, without stipulating the existence of weak limits. As one possible application we introduce a novel goodness of fit test based on the modification of Total Variation metric. This new statistic is more sensitive than the Kolmogorov-Smirnov statistic, it applies to higher dimensions, and it does not converge weakly: but we show that it can be bootstrapped.

  • 出版日期2012-5