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.