Minimum Kolmogorov distance estimates of parameters and parametrized distributions

DOI10.1007/BF02613911zbMath0855.62016OpenAlexW2021302426MaRDI QIDQ1922598

Yanyan Li

Publication date: 2 February 1997

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176654

zbMATH Keywords

consistencylocation and scale modelsminimum Kolmogorov distance estimates of densities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (6)

A new class of metric divergences on probability spaces and its applicability in statistics ⋮ Minimum Kolmogorov–Smirnov test statistic parameter estimates ⋮ Existence, consistency and computer simulation for selected variants of minimum distance estimators ⋮ Reconstruction of a low-rank matrix in the presence of Gaussian noise ⋮ On Huber's contaminated model ⋮ Notes on consistency of some minimum distance estimators with simulation results

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