Journal of Guangxi Normal University(Natural Science Edition) ›› 2012, Vol. 30 ›› Issue (4): 54-58.

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Minimum Weighted KS Estimate

ZHANG Jun-jian1, YANG Xiu-qin2   

  1. 1.College of Mathematical Science,Guangxi Normal University,Guilin Guangxi 541004,China;
    2.School of Mathematics,Jiaozuo Teachers College,Jiaozuo Henan 454001,China
  • Received:2012-08-31 Published:2018-11-27

Abstract: For a class of weighted KS (Kolmogorov and Smirnov) functional,the minimum weighted KS estimate is given.Some statistical properties,such as the existence,consistence and robustness of the estimate,are investigated.The results can provide the theoretical basis for the goodness of fit with composite null hypothesis.

Key words: minimum weighted KS estimate, consistence, robustness

CLC Number: 

  • O212.1
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