You are not currently logged in.
Access your personal account or get JSTOR access through your library or other institution:
Sharp Rates of Convergence of Minimum Penalized Distance Estimators
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002)
Vol. 48, No. 1 (Feb., 1986), pp. 59-68
Stable URL: http://www.jstor.org/stable/25050572
Page Count: 10
Preview not available
This article deals with minimum distance estimators and minimum penalized distance estimators which are based on the Kolmogorov-Smirnov distance. It is proved that such estimators achieve the optimum rate of convergence within families of density functions which have a bounded m-th derivative.
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002) © 1986 Indian Statistical Institute