The Consistency and Robustness of Modified Cramér–Von Mises and Kolmogorov–Cramér Estimators

DOI10.1080/03610926.2013.802806zbMath1462.62169OpenAlexW2048817965MaRDI QIDQ2864684

Václav Kůs, Jitka Hrabáková

Publication date: 26 November 2013

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.802806

zbMATH Keywords

robustnessconsistencyminimum distance estimatesCramér-von Mises distance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Existence, consistency and computer simulation for selected variants of minimum distance estimators ⋮ Notes on consistency of some minimum distance estimators with simulation results ⋮ A review of goodness of fit tests for Pareto distributions

Cites Work

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• Nonparametric density estimates consistent of the order of \(n^{-1/2}\) in the \(L_1\)-norm
• Robust joint estimation of location and scale parameters in ranked set samples
• Estimators Based on Data-Driven Generalized Weighted Cramér-von Mises Distances under Censoring - with Applications to Mixture Models
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• The Minimum Distance Method
• On minimum cramer-von mises-norm parameter estimation
• Generalised weighted Cramer-von Mises distance estimators

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