Definition
Let be an independent and identically distributed (iid) random sample from a population with distribution and .
Let be the empirical distribution function based on the sample.
Let be an estimator for . Then is an estimator for .
Let be a functional returning some measure of "distance" between the two arguments. The functional is also called the criterion function.
If there exists a such that, then is called the minimum distance estimate of .
(Drossos & Philippou 1980, p. 121)
Read more about this topic: Minimum Distance Estimation
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