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Minimum kolmogorov distance estimates of parameters and parametrized distributions

Author

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  • L. Györfi
  • I. Vajda
  • E. Meulen

Abstract

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Suggested Citation

  • L. Györfi & I. Vajda & E. Meulen, 1996. "Minimum kolmogorov distance estimates of parameters and parametrized distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 237-255, December.
    • Handle: RePEc:spr:metrik:v:43:y:1996:i:1:p:237-255
    DOI: 10.1007/BF02613911
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    Cited by:

    1. Stephen Satchell & Susan Thorp & Oliver Williams, 2012. "Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods," Research Paper Series 300, Quantitative Finance Research Centre, University of Technology, Sydney.
    2. Jitka Hrabáková & Václav Kůs, 2017. "Notes on consistency of some minimum distance estimators with simulation results," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 243-257, February.
    3. Morales, D. & Pardo, L. & Vajda, I., 1997. "Some New Statistics for Testing Hypotheses in Parametric Models, ," Journal of Multivariate Analysis, Elsevier, vol. 62(1), pages 137-168, July.
    4. Ferdinand Österreicher & Igor Vajda, 2003. "A new class of metric divergences on probability spaces and its applicability in statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(3), pages 639-653, September.
    5. Shabalin, Andrey A. & Nobel, Andrew B., 2013. "Reconstruction of a low-rank matrix in the presence of Gaussian noise," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 67-76.

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