On minimum Kantorovich distance estimators

This article introduces estimators defined as minimizers of Kantorovich distances between statistical models and empirical distributions. Existence, measurability and consistency of these estimators are studied. A few significant examples illustrate the applicability of the theoretical results dealt with in the paper.

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Year of publication:	2006
Authors:	Bassetti, Federico ; Bodini, Antonella ; Regazzini, Eugenio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 12, p. 1298-1302
Publisher:	Elsevier
Keywords:	Consistency of point estimators Minimum dissimilarity estimators Minimum Kantorovich distance estimators

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259155