Article ID: | iaor19972604 |
Country: | Germany |
Volume: | 43 |
Issue: | 3 |
Start Page Number: | 237 |
End Page Number: | 255 |
Publication Date: | May 1996 |
Journal: | Metrika |
Authors: | Vajda I., Gyrfi L., Meulen E. van der |
Minimum Kolmogorov distance estimates of arbitrary parameters are considered. They are shown to be strongly consistent if the parameter space metric is topologically weaker than the metric induced by the Kolmogorov distance of distributions from the statistical model. If the parameter space metric can be locally uniformly upper-bounded by the induced metric then these estimates are shown to be consistent of order