The asymptotic properties of a family of minimum quantile function distance estimators are considered. These procedures take as the parameter estimates that vector which minimizes a weighted $L^2$ distance between the empirical quantile function and an assumed parametric family of quantile functions. Regularity conditions needed for these estimators to be consistent and asymptotically normal are presented. For single parameter families of distributions, the optimal form of the weight function is presented.
"Asymptotic Properties of Weighted $L^2$ Quantile Distance Estimators." Ann. Statist. 10 (2) 621 - 624, June, 1982. https://doi.org/10.1214/aos/1176345803