Convergence in distribution of minimum-distance estimators

DOI10.1007/BF01893411MaRDI QIDQ1253510zbMATH OpenOpenAlexFDO

Authors Erwin Bolthausen

Publication date 1977

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175727

zbMATH Keywords

Convergence in DistributionMinimum-Distance EstimatorsSkorohod Metric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

Cites work

• Consistent estimation in the presence of incidental parameters
• Estimation by minimum-discrepancy methods
• Estimation by the minimum distance method
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On Tests of Normality and Other Tests of Goodness of Fit Based on Distance Methods
• On the Approximation of a Distribution Function by an Empiric Distribution
• The Cramer-Smirnov Test in the Parametric Case
• Weak convergence of the sample distribution function when parameters are estimated

Cited in

(8)

• Parameter estimation in smooth empirical processes
• The minimum distance method of testing
• Minimum distance estimation in normed linear spaces with Donsker-classes
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations
• Minimum-Distance Estimator for Stable Exponent
• A General Approach to the Optimality of Minimum Distance Estimators
• Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
• Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods

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