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- W1990861590 abstract "In this paper, we consider the minimum Cramer-von Mises distance estimator for parametric families of distributions and we derive its asymptotic properties. We treat the situation where complete data are available as well as the one where data are grouped into intervals. The influence function for the estimator is derived and used to show that the estimator is asymptotically normal. We are able to compute the estimator's approximate variance for a few selected models, but more generally, we show how to consistently estimate both the influence function and the variance of the estimator. Moreover, we see that in many cases, the influence function of the estimator is bounded, a robustness property which is desirable in the context of estimation of insurance loss distributions." @default.
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- W1990861590 date "1997-01-01" @default.
- W1990861590 modified "2023-10-16" @default.
- W1990861590 title "Minimum cramér-von mises distance methods for complete and grouped data" @default.
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- W1990861590 doi "https://doi.org/10.1080/03610929708831923" @default.
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