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

DOI10.1080/03610926.2013.802806zbMATH Open1462.62169OpenAlexW2048817965MaRDI QIDQ2864684FDOQ2864684

Authors: Jitka Hrabáková, Václav Kůs 

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

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zbMATH Keywords

consistencyrobustnessminimum distance estimatesCramér-von Mises distance

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• The Minimum Distance Method
• Estimators based on data-driven generalized weighted Cramér-von Mises distances under censoring -- with applications to mixture models
• Generalised weighted Cramer-von Mises distance estimators
• Nonparametric density estimates consistent of the order of \(n^{-1/2}\) in the \(L_1\)-norm
• On minimum cramer-von mises-norm parameter estimation
• Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
• Robust joint estimation of location and scale parameters in ranked set samples

Cited In (5)

• A review of goodness of fit tests for Pareto distributions
• Title not available (Why is that?)
• Existence, consistency and computer simulation for selected variants of minimum distance estimators.
• Robust weighted Cramér-von Mises Estimators of location, with minimax variance in ϵ-contamination neighbourhoods
• Notes on consistency of some minimum distance estimators with simulation results

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