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

DOI10.1080/03610926.2013.802806MaRDI QIDQ2864684zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• Almost fully efficient and robust simultaneous estimation of location and scale parameters: A minimum distance approach
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• 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
• Rates of convergence of minimum distance estimators and Kolmogorov's entropy
• Robust joint estimation of location and scale parameters in ranked set samples
• The Minimum Distance Method
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality

Cited in

(5)

• A review of goodness of fit tests for Pareto distributions
• scientific article; zbMATH DE number 3962968 (Why is no real title available?)
• 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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