Minimal distance estimators (with T.P. Hettmansperger and J. Hüsler). Journal Statistical Planning and Inference, 41, 291-302 (1994)

Unweighted minimum distance estimators in a location-scale model are investigated. They are derived from the Cramér-von Mises goodness of fit measure. It is observed that these estimators are M-estimators, having good robustness properties such as positive breakdown and bounded influence functions and good efficiency properties with respect to L2-estimators.

Irene Hueter
Mathematics Department, University of Florida, Gainesville, FL 32611-8105