On minimum distance estimation of location based on the kolmogorov statistic

DOI10.1080/03610928208828350zbMath0507.62039OpenAlexW2141439020MaRDI QIDQ4745151

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Publication date: 1982

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

Full work available at URL: https://doi.org/10.1080/03610928208828350

zbMATH Keywords

Brownian bridgemaximum likelihood estimatorgoodness of fitKolmogorov statisticeffect of model misspecification on coverage probabilitiesminimum distance estimation of location

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

Related Items (2)

On minimum uniform metric estimate of parameters of diffusion-type processes ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes

Uses Software

• SAS

Cites Work

• Estimation of shift and center of symmetry based on Kolmogorov-Smirnov statistics
• Consistent estimation in the presence of incidental parameters
• Estimation by minimum-discrepancy methods
• The Minimum Distance Method
• Some Fundamental Properties of Kolmogorov-Smirnov Consonance Sets
• Robust estimation via minimum distance methods
• On minimum cramer-von mises-norm parameter estimation
• Confidence intervals for the parameters of the logistic distribution
• Functions of Order Statistics
• On the Approximation of a Distribution Function by an Empiric Distribution

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