On Minimum Distance Estimation Using Kolmogorov-Levy Type Metrics

DOI10.1111/1467-842X.00036zbMATH Open0949.62024OpenAlexW1707311133MaRDI QIDQ4247970FDOQ4247970

Authors: 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

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zbMATH Keywords

Levy metricminimum distance estimationempirical distributionsKolmogorov metric

Mathematics Subject Classification ID

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

Cited In (6)

• Minimum distance estimation in normed linear spaces with Donsker-classes
• Existence, consistency and computer simulation for selected variants of minimum distance estimators.
• Title not available (Why is that?)
• Opportunities of the minimum Anderson-Darling estimator as a variant of the maximum likelihood method
• Minimum distance estimation of the Lehmann receiver operating characteristic curve
• Notes on consistency of some minimum distance estimators with simulation results

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