Convergence in distribution of minimum-distance estimators

DOI10.1007/BF01893411zbMath0396.62022OpenAlexW1967020880MaRDI QIDQ1253510

Erwin Bolthausen

Publication date: 1977

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175727

zbMATH Keywords

Convergence in DistributionMinimum-Distance EstimatorsSkorohod Metric

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (6)

Parameter estimation in smooth empirical processes ⋮ On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations ⋮ The minimum distance method of testing ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes ⋮ A General Approach to the Optimality of Minimum Distance Estimators ⋮ Minimum-Distance Estimator for Stable Exponent

Cites Work

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• Consistent estimation in the presence of incidental parameters
• Estimation by minimum-discrepancy methods
• Weak convergence of the sample distribution function when parameters are estimated
• Estimation by the minimum distance method
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• The Cramer-Smirnov Test in the Parametric Case
• On the Approximation of a Distribution Function by an Empiric Distribution

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