On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics

DOI10.1111/1467-842X.00036zbMath0949.62024OpenAlexW1707311133MaRDI QIDQ4247970

Andrzej S. Kozek

Publication date: 20 November 2000

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-842x.00036

zbMATH Keywords

minimum distance estimationLevy metricempirical distributionsKolmogorov metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (3)

Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes ⋮ Notes on consistency of some minimum distance estimators with simulation results

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