Integrated squared error estimation of Cauchy parameters

DOI10.1016/S0167-7152(01)00153-5zbMath0994.62014OpenAlexW2062846117WikidataQ128012583 ScholiaQ128012583MaRDI QIDQ1612947

Panagiotis Besbeas, Byron J. T. Morgan

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00153-5

zbMATH Keywords

robustnessefficiencyinfluence functionmaximum likelihoodCauchy distributionintegrated squared errork-L method

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (13)

Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution ⋮ The compound truncated Poisson Cauchy model: a descriptor for multimodal data ⋮ The probability weighted characteristic function and goodness-of-fit testing ⋮ Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution ⋮ Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\) ⋮ Hodges-Lehmann Scale Estimator for Cauchy Distribution ⋮ Integrated squared error estimation of normal mixtures ⋮ A characteristic function approach to the biased sampling model, with application to robust logistic regression ⋮ Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity ⋮ An Efficient Estimation for Switching Regression Models: A Monte Carlo Study ⋮ Nonlocal myriad filters for Cauchy noise removal ⋮ Fourier methods for testing multivariate independence ⋮ Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE

Cites Work

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• Determination of optimum spacings for the estimation of the scale parameter of an exponential distribution based on sample quantiles
• On Some Fourier Methods for Inference
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• The integrated squared error estimation of parameters
• Influence for empirical transforms

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