Generalized Cramér–von Mises minimum distance estimator
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F25%3A00383561" target="_blank" >RIV/68407700:21240/25:00383561 - isvavai.cz</a>
Alternative codes found
RIV/68407700:21340/25:00383561
Result on the web
<a href="https://doi.org/10.1080/03610926.2025.2476734" target="_blank" >https://doi.org/10.1080/03610926.2025.2476734</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610926.2025.2476734" target="_blank" >10.1080/03610926.2025.2476734</a>
Alternative languages
Result language
angličtina
Original language name
Generalized Cramér–von Mises minimum distance estimator
Original language description
This paper investigates the consistency and efficiency of generalized Cramér–von Mises (GCM) minimum distance estimators in the context of statistical estimation, focusing particularly on the L$_1$ norm and the expected L$_1$ norm. It presents new inequality between Kolmogorov and generalized Cramér–von Mises distances, leading to the proof of consistency of Cramér–von Mises estimator with the convergence rate of $n^{-1/3}$, and consistency of GCM of the order of $n^{-p/2(p+q)}$ in the (expected) L$_1$ norm. Through theoretical analysis and computer simulations, the study explores practical application of these estimators across various distribution types, contributing to the understanding of minimum distance estimation in statistical analysis. The computer simulation also suggests further possible improvements of proven L$_1$ convergence rate of GCM up to $n^{-1/2}$.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/LM2023061" target="_blank" >LM2023061: Research Infrastructure for Fermilab Experiments</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Communication in Statistics-Theory and Method
ISSN
0361-0926
e-ISSN
1532-415X
Volume of the periodical
54
Issue of the periodical within the volume
23
Country of publishing house
US - UNITED STATES
Number of pages
17
Pages from-to
7471-7487
UT code for WoS article
001456643100001
EID of the result in the Scopus database
2-s2.0-105002085063