{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,6]],"date-time":"2025-11-06T19:51:59Z","timestamp":1762458719853},"reference-count":21,"publisher":"World Scientific Pub Co Pte Lt","issue":"02","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Advs. Complex Syst."],"published-print":{"date-parts":[[2009,4]]},"abstract":"<jats:p> This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We argue that failing to re-estimate unknown parameters on each simulated Monte-Carlo sample \u2014 and thus avoiding to employ this information to build the test statistic \u2014 may lead to wrong, overly-conservative. Furthermore, we present some simple examples suggesting that the impact of this possible mistake may turn out to be dramatic and does not vanish as the sample size increases. <\/jats:p>","DOI":"10.1142\/s0219525909002131","type":"journal-article","created":{"date-parts":[[2009,5,12]],"date-time":"2009-05-12T06:31:50Z","timestamp":1242109910000},"page":"157-167","source":"Crossref","is-referenced-by-count":15,"title":["ON APPROXIMATING THE DISTRIBUTIONS OF GOODNESS-OF-FIT TEST STATISTICS BASED ON THE EMPIRICAL DISTRIBUTION FUNCTION: THE CASE OF UNKNOWN PARAMETERS"],"prefix":"10.1142","volume":"12","author":[{"given":"MARCO","family":"CAPASSO","sequence":"first","affiliation":[{"name":"Tjalling C. Koopmans Research Institute, and Urban and Regional Research Centre Utrecht, Utrecht, The Netherlands"}]},{"given":"LUCIA","family":"ALESSI","sequence":"additional","affiliation":[{"name":"European Central Bank, Frankfurt, Germany"},{"name":"Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy"}]},{"given":"MATTEO","family":"BARIGOZZI","sequence":"additional","affiliation":[{"name":"Max Planck Institute of Economics, Jena, Germany"},{"name":"Laboratory of Economics and Management, Sant'Anna School of Advanced Studies, Pisa, Italy"}]},{"given":"GIORGIO","family":"FAGIOLO","sequence":"additional","affiliation":[{"name":"Laboratory of Economics and Management Sant'Anna School of Advanced Studies Pisa, Italy"}]}],"member":"219","published-online":{"date-parts":[[2011,11,20]]},"reference":[{"key":"rf1","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1954.10501232"},{"key":"rf2","first-page":"63","volume":"66","author":"Babu G. J.","journal-title":"Sankhya: The Indian Journal of Statistics"},{"key":"rf3","volume-title":"Goodness of Fit Techniques","author":"D'Agostino R. B.","year":"1986"},{"key":"rf4","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728589"},{"key":"rf5","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/35.1-2.182"},{"key":"rf6","doi-asserted-by":"publisher","DOI":"10.2307\/2347751"},{"key":"rf7","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4613-8643-8"},{"key":"rf8","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/62.1.5"},{"key":"rf9","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/61.1.185"},{"key":"rf10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-33483-2"},{"key":"rf11","volume-title":"Statistical Distributions","author":"Evans M.","year":"2000"},{"key":"rf12","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1976.10481516"},{"key":"rf13","first-page":"38","volume":"63","author":"Kuiper N. H.","journal-title":"Proc. of the Koninklijke Nederlandse Akademie van Wetenschappen B"},{"key":"rf14","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1967.10482916"},{"key":"rf15","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1951.10500769"},{"key":"rf16","volume-title":"A Handbook of Statistical Tables","author":"Owen D. B.","year":"1962"},{"key":"rf17","first-page":"397","volume":"49","author":"Pearson E. S.","journal-title":"Biometrika"},{"key":"rf18","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1974.10480196"},{"key":"rf19","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176343411"},{"key":"rf20","doi-asserted-by":"publisher","DOI":"10.1007\/BF02613687"},{"key":"rf21","doi-asserted-by":"publisher","DOI":"10.1201\/9780203910894"}],"container-title":["Advances in Complex Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0219525909002131","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T16:26:19Z","timestamp":1565108779000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0219525909002131"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,4]]},"references-count":21,"journal-issue":{"issue":"02","published-online":{"date-parts":[[2011,11,20]]},"published-print":{"date-parts":[[2009,4]]}},"alternative-id":["10.1142\/S0219525909002131"],"URL":"https:\/\/doi.org\/10.1142\/s0219525909002131","relation":{},"ISSN":["0219-5259","1793-6802"],"issn-type":[{"value":"0219-5259","type":"print"},{"value":"1793-6802","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,4]]}}}