Theoretical Results
The theory of minimum distance estimation is related to that for the asymptotic distribution of the corresponding statistical goodness of fit tests. Often the cases of the Cramér–von Mises criterion, the Kolmogorov–Smirnov test and the Anderson–Darling test are treated simultaneously by treating them as special cases of a more general formulation of a distance measure. Examples of the theoretical results that are available are: consistency of the parameter estimates; the asymptotic covariance matrices of the parameter estimates.
Read more about this topic: Minimum Distance Estimation
Famous quotes containing the words theoretical and/or results:
“There are theoretical reformers at all times, and all the world over, living on anticipation.”
—Henry David Thoreau (1817–1862)
“It is perhaps the principal admirableness of the Gothic schools of architecture, that they receive the results of the labour of inferior minds; and out of fragments full of imperfection ... raise up a stately and unaccusable whole.”
—John Ruskin (1819–1900)