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On minimum distance estimators for unimodal densities

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Abstract

It is shown that minimum distance estimators for families of unimodal densities are always consistent; the rate of convergence is indicated. An algorithm is proposed for computing the minimum distance estimator for the family of all unimodal densities. References are given to the maximum likelihood method and the kernel method.

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  1. Mathematisches Institut der Universität Köln, Weyertal 86, D-5000, Köln 41

    R. -D. Reiss

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  1. R. -D. Reiss
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Reiss, R.D. On minimum distance estimators for unimodal densities. Metrika 23, 7–14 (1976). https://doi.org/10.1007/BF01902845

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  • DOI: https://doi.org/10.1007/BF01902845

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