Minimum Distance Estimation and Components of Goodness of Fit Statistics.
Abstract
The relationship of minimum distance (MD) estimation to other methods of estimation is considered. M-estimation is viewed as a special case, with interesting interpretations in terms of the defining - function as related to components of goodness-of-fit statistics and modified Fourier approximations to the efficient score. Applications to the composite and simple goodness-of-fit problems are considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1980
- Accession Number
- ADA091514
Entities
People
- William C. Parr
- William R. Schucany
Organizations
- Southern Methodist University