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.

On minimum Kantorovich distance estimators

A Bodini;E Regazzini
2006

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.
2006
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
Consistency of point estimators
Minimum dissimilarity estimators
Minimum Kantorovich distance estimators
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/436910
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