On minimum distance estimation of location based on the kolmogorov statistic

DOI10.1080/03610928208828350MaRDI QIDQ4745151zbMATH OpenOpenAlexFDO

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

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

Cited in

(2)

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

Describes a project that uses

Uses Software

• SAS

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