On minimum Kantorovich distance estimators

Bassetti, Federico and Bodini, Antonella and Regazzini, Eugenio (2004) On minimum Kantorovich distance estimators. Technical Report. CNR. Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI). Sezione di Milano, Milano, IT. (Unpublished)

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Abstract

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

Item Type: Monograph (Technical Report)
Uncontrolled Keywords: Consistency of points estimators; Minimum dissimilarity estimators; Minimum Kantorovich distance estimators
Subjects: 500 Scienze naturali e Matematica > 510 Matematica
Depositing User: biblioteca 3
Date Deposited: 15 Mar 2006
Last Modified: 24 Mar 2015 10:36
URI: http://eprints.bice.rm.cnr.it/id/eprint/142

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