Minimum anderson-darling estimation

DOI10.1080/03610928208828420zbMath0502.62029OpenAlexW2007914002MaRDI QIDQ3968297

Dennis D. Boos

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828420

zbMATH Keywords

robustnessefficiencyasymptotic relative efficiencyempirical distributiongoodness of fitinfluence curvesmodel validityAnderson-Darling distance

Mathematics Subject Classification ID

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

Related Items (5)

Estimation for u-shaped beta distributions: minimum hellinger distance and related methods ⋮ Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method ⋮ Approximation of distributions by using the Anderson Darling statistic ⋮ PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS ⋮ Modified minimum distance estimators: definition, properties and applications

Cites Work

• The minimum distance method of testing
• New methods for generating Student's t and gamma variables
• Asymptotic results for goodness-of-fit statistics with unknown parameters
• A Glivenko-Cantelli theorem and strong laws of large numbers for functions of order statistics
• Tests of fit for the logistic distribution based on the empirical distribution function
• Robust estimation via minimum distance methods
• On power transformations to symmetry
• Transforming samples from truncation parameter distributions to uniformity
• Goodness of fit for the extreme value distribution
• A fast procedure for generating normal random variables
• A Generalization of the Gamma Distribution

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