Minimum‐distance methods based on quadratic distances for transforms
- 1 September 1987
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 15 (3) , 239-251
- https://doi.org/10.2307/3314914
Abstract
A class of minimum‐distance methods based on empirical transforms is considered. This class includes the minimum‐chi‐squared method, the K‐L method for empirical characteristic functions, and the analogous method for empirical moment generating functions. Asymptotic properties of the minimum‐distance estimators and goodness‐of‐fit test statistics are derived. A general analogue of the Rao‐Robson statistic is formulated.Keywords
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