Abstract
It is shown that minimum distance estimates enjoy the invariance property of maximum likelihood estimates.
Article PDF
Similar content being viewed by others
Avoid common mistakes on your manuscript.
References
Blyth, C. R. (1970). On the inference and decision models of statistics,Ann. Math. Statist.,41, 1034–1058.
Matusita K. (1953). On the estimation by the minimum distance method,Ann. Inst. Statist. Math.,5, 57–65.
Matusita, K. (1964). Distance and decision rules,Ann. Inst. Statist. Math.,16, 305–315
Wolfowitz, J. (1952). Consistent estimators of the parameters of a linear structural relation,Skand. Aktuarietidskr.,35, 132–151.
Wolfowitz, J. (1953). Estimation by the minimum distance method,Ann. Inst. Statist. Math.,5, 9–23.
Wolfowitz, J. (1957). The minimum distance method,Ann. Math. Statist.,28, 75–87.
Zehna, P. W. (1966). Invariance of maximum likelihood estimators,Ann. Math. Statist.,37, 744.
Author information
Authors and Affiliations
Additional information
Supported under Grant No. 18-2773 of the American University of Beirut.
About this article
Cite this article
Drossos, C.A., Philippou, A.N. A note on minimum distance estimates. Ann Inst Stat Math 32, 121–123 (1980). https://doi.org/10.1007/BF02480318
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02480318