Minimum distance estimation

Minimum distance estimation (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution.

Let ${\displaystyle \displaystyle X_{1},\ldots ,X_{n}}$ be an independent and identically distributed (iid) random sample from a population with distribution ${\displaystyle F(x;\theta )\colon \theta \in \Theta }$ and ${\displaystyle \Theta \subseteq \mathbb {R} ^{k}(k\geq 1)}$.

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