On minimum distance estimation of location based on the kolmogorov statistic

DOI10.1080/03610928208828350zbMath0507.62039MaRDI QIDQ4745151

No author found.

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

Brownian bridge; maximum likelihood estimator; goodness of fit; Kolmogorov statistic; effect of model misspecification on coverage probabilities; minimum distance estimation of location

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

65C05: Monte Carlo methods

Related Items

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

Uses Software

• SAS

Cites Work

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