Estimation by minimum-discrepancy methods

DOI10.1007/BF02613939zbMath0221.62010OpenAlexW2027820261MaRDI QIDQ2547421

W. Sahler

Publication date: 1970

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175451

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (6)

Parameter estimation in smooth empirical processes ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes ⋮ Convergence in distribution of minimum-distance estimators ⋮ On minimum distance estimation of location based on the kolmogorov statistic ⋮ Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

Cites Work

• Unnamed Item
• Unnamed Item
• A survey on distribution-free statistics based on distances between distribution functions
• On the measurability and consistency of minimum contrast estimates
• Estimation by the minimum distance method
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• A Comparative Study of Several One-Sided Goodness-of-Fit Tests
• The Minimum Distance Method
• On Uniformization of Sets in Topological Spaces
• Robust Estimation of a Location Parameter
• Goodness-of-fit tests on a circle
• Note on the Consistency of the Maximum Likelihood Estimate
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• ESTIMATION OF THE COMPONENTS OF STOCHASTIC STRUCTURES
• Estimation by the Minimum Distance Method in Nonparametric Stochastic Difference Equations
• Confidence Limits for an Unknown Distribution Function
• The Cramer-Smirnov Test in the Parametric Case
• On the Approximation of a Distribution Function by an Empiric Distribution

This page was built for publication: Estimation by minimum-discrepancy methods