Minimum anderson-darling estimation
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 11 (24) , 2747-2774
- https://doi.org/10.1080/03610928208828420
Abstract
The Anderson-Darling distance d(Fn ,F0,) between the empirical distribution function Fn and the hypothesized model F0 is minimized to produce estimators with good robustness and efficiency properties. In addition, the residual distance dmin = min0d(Fn,F0.) is availabe to assess model validity. The approximate distribution-free character of ndmin is studied using monte carlo methods.Keywords
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