Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution (Q2673839): Difference between revisions

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English	Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution	scientific article

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scholarly article

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title

Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution (English)

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Brazilian Journal of Probability and Statistics

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publication date

13 June 2022

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full work available at URL

https://arxiv.org/abs/2104.06110

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zbMATH Keywords

Cauchy distribution

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point estimation

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quasi-arithmetic mean

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MaRDI profile type

MaRDI publication profile

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cites work

On mean values

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Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

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A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution

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Angular Gaussian and Cauchy estimation

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On the maximum-likelihood estimator for the location parameter of a cauchy distribution

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Optimal Solutions in Parameter Estimation Problems for the Cauchy Distribution

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Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables

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Order Statistics Estimators of the Location of the Cauchy Distribution

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Integrated squared error estimation of Cauchy parameters

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Nonparametic estimation of location and dispersion on Riemannian manifolds

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Large sample theory of intrinsic and extrinsic sample means on manifolds. I

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Large sample theory of intrinsic and extrinsic sample means on manifolds. II.

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Minimum Distance Estimators for Location and Goodness of Fit

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Linear Estimation of Parameters of the Cauchy Distribution Based on Sample Quantiles

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Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles

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The Pitman estimator of the Cauchy location parameter

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On the unimodality of the likelihood for the Cauchy distribution

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Mean, What do You Mean?

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Q4478690

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A Complex Rolle's Theorem

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A Representation of the Symmetric Bivariate Cauchy Distribution

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On the unimodality of the likelihood for the Cauchy distribution: Some comments

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Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function

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Q5592759

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Q5812325

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Window estimates of location and scale with applications to the Cauchy distribution

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Efficiencies for window estimates of the parameters of the Cauchy distribution

0 references

Likelihood

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Q4315010

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Rank Test of Location Optimal for Hyperbolic Secant Distribution

0 references

Hodges-Lehmann Scale Estimator for Cauchy Distribution

0 references

On bias in maximum likelihood estimators.

0 references

Asymptotics of maximum likelihood estimation for stable law with continuous parameterization

0 references

Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

0 references

Conditional inference and Cauchy models

0 references

On the distribution of the Cauchy maximum-likelihood estimator

0 references

Möbius transformation and Cauchy parameter estimation

0 references

Q3285945

0 references

Goodness-of-fit tests for the Cauchy distribution

0 references

On the convergence of moments of geometric and harmonic means

0 references

Estimation in Univariate and Multivariate Stable Distributions

0 references

Asymptotic number of roots of Cauchy location likelihood equations

0 references

A Note on Estimation from a Cauchy Sample

0 references

A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.

0 references

Optimum spacings for the joint estimation and tests of hypothesis of location and scale parameters of the cauchy distribution

0 references

On the tiku-suresh method of estimation

0 references

A highly efficient L-estimator for the location parameter of the Cauchy distribution

0 references

Q3717907

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Identifiers

zbMATH Open document ID

1493.62095

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DOI

10.1214/22-BJPS531

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2673839

@@ Property / cites work @@
+On mean values
@@ Property / cites work: On mean values / rank @@
+Normal rank
@@ Property / cites work @@
+Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
+Normal rank
@@ Property / cites work @@
+A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution
+Normal rank
@@ Property / cites work @@
+Angular Gaussian and Cauchy estimation
@@ Property / cites work: Angular Gaussian and Cauchy estimation / rank @@
+Normal rank
@@ Property / cites work @@
+On the maximum-likelihood estimator for the location parameter of a cauchy distribution
+Normal rank
@@ Property / cites work @@
+Optimal Solutions in Parameter Estimation Problems for the Cauchy Distribution
+Normal rank
@@ Property / cites work @@
+Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
+Normal rank
@@ Property / cites work @@
+Order Statistics Estimators of the Location of the Cauchy Distribution
+Normal rank
@@ Property / cites work @@
+Integrated squared error estimation of Cauchy parameters
+Normal rank
@@ Property / cites work @@
+Nonparametic estimation of location and dispersion on Riemannian manifolds
+Normal rank
@@ Property / cites work @@
+Large sample theory of intrinsic and extrinsic sample means on manifolds. I
+Normal rank
@@ Property / cites work @@
+Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
+Normal rank
@@ Property / cites work @@
+Minimum Distance Estimators for Location and Goodness of Fit
+Normal rank
@@ Property / cites work @@
+Linear Estimation of Parameters of the Cauchy Distribution Based on Sample Quantiles
+Normal rank
@@ Property / cites work @@
+Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles
+Normal rank
@@ Property / cites work @@
+The Pitman estimator of the Cauchy location parameter
+Normal rank
@@ Property / cites work @@
+On the unimodality of the likelihood for the Cauchy distribution
+Normal rank
@@ Property / cites work @@
+Mean, What do You Mean?
@@ Property / cites work: Mean, What do You Mean? / rank @@
+Normal rank
@@ Property / cites work @@
+Q4478690
@@ Property / cites work: Q4478690 / rank @@
+Normal rank
@@ Property / cites work @@
+A Complex Rolle's Theorem
@@ Property / cites work: A Complex Rolle's Theorem / rank @@
+Normal rank
@@ Property / cites work @@
+A Representation of the Symmetric Bivariate Cauchy Distribution
+Normal rank
@@ Property / cites work @@
+On the unimodality of the likelihood for the Cauchy distribution: Some comments
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Q5592759
@@ Property / cites work: Q5592759 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5812325
@@ Property / cites work: Q5812325 / rank @@
+Normal rank
@@ Property / cites work @@
+Window estimates of location and scale with applications to the Cauchy distribution
+Normal rank
@@ Property / cites work @@
+Efficiencies for window estimates of the parameters of the Cauchy distribution
+Normal rank
@@ Property / cites work @@
+Likelihood
@@ Property / cites work: Likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+Rank Test of Location Optimal for Hyperbolic Secant Distribution
+Normal rank
@@ Property / cites work @@
+Hodges-Lehmann Scale Estimator for Cauchy Distribution
+Normal rank
@@ Property / cites work @@
+On bias in maximum likelihood estimators.
@@ Property / cites work: On bias in maximum likelihood estimators. / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of maximum likelihood estimation for stable law with continuous parameterization
+Normal rank
@@ Property / cites work @@
+Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
+Normal rank
@@ Property / cites work @@
+Conditional inference and Cauchy models
@@ Property / cites work: Conditional inference and Cauchy models / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the Cauchy maximum-likelihood estimator
+Normal rank
@@ Property / cites work @@
+Möbius transformation and Cauchy parameter estimation
+Normal rank
@@ Property / cites work @@
+Q3285945
@@ Property / cites work: Q3285945 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for the Cauchy distribution
@@ Property / cites work: Goodness-of-fit tests for the Cauchy distribution / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of moments of geometric and harmonic means
+Normal rank
@@ Property / cites work @@
+Estimation in Univariate and Multivariate Stable Distributions
+Normal rank
@@ Property / cites work @@
+Asymptotic number of roots of Cauchy location likelihood equations
+Normal rank
@@ Property / cites work @@
+A Note on Estimation from a Cauchy Sample
@@ Property / cites work: A Note on Estimation from a Cauchy Sample / rank @@
+Normal rank
@@ Property / cites work @@
+A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
+Normal rank
@@ Property / cites work @@
+Optimum spacings for the joint estimation and tests of hypothesis of location and scale parameters of the cauchy distribution
+Normal rank
@@ Property / cites work @@
+On the tiku-suresh method of estimation
@@ Property / cites work: On the tiku-suresh method of estimation / rank @@
+Normal rank
@@ Property / cites work @@
+A highly efficient L-estimator for the location parameter of the Cauchy distribution
+Normal rank
@@ Property / cites work @@
+Q3717907
@@ Property / cites work: Q3717907 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3155937979
@@ Property / OpenAlex ID: W3155937979 / rank @@
+Normal rank