On minimum distance estimation of location based on the kolmogorov statistic

DOI10.1080/03610928208828350zbMATH Open0507.62039OpenAlexW2141439020MaRDI QIDQ4745151FDOQ4745151

Authors:

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

maximum likelihood estimatorBrownian bridgegoodness of fitKolmogorov statisticeffect of model misspecification on coverage probabilitiesminimum distance estimation of location

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (2)

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

Uses Software

• SAS

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