Information for "Minimum-distance estimation"

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Display titleMinimum-distance estimation
Default sort keyMinimum distance estimation
Page length (in bytes)6,160
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Page ID301790
Page content languageen - English
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Page creatorimported>Jworkorg
Date of page creation14:22, 1 August 2022
Latest editorimported>Jworkorg
Date of latest edit14:22, 1 August 2022
Total number of edits1
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Minimum-distance estimation (MDE) is a conceptual method for fitting a statistical model to data, usually the empirical distribution. Often-used estimators such as ordinary least squares can be thought of as special cases of minimum-distance estimation. While consistent and asymptotically normal, minimum...
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