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Asymptotic Properties of a Family of Minimum Quantile Distance Estimators (Q3702278)

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Asymptotic Properties of a Family of Minimum Quantile Distance Estimators
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    Statements

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    1985
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    quadratic distance measure
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    parametric family of quantile functions
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    consistent
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    asymptotically normal
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    asymptotic relative efficiency
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    three- parameter lognormal distribution
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    small-sample properties
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    robustness
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    optimal M-quantile estimator
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    Monte Carlo studies
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    Asymptotic Properties of a Family of Minimum Quantile Distance Estimators (English)
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