Möbius transformation and Cauchy parameter estimation

DOI10.1214/aos/1032894465zbMath0859.62007OpenAlexW2013594372MaRDI QIDQ1816573

Peter McCullagh

Publication date: 9 April 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032894465

zbMATH Keywords

robustnessanalytic functioninvariant measureharmonic measureequivariant estimatorlikelihood ratio statisticmaximum likelihood estimatorharmonic functionsmarginal distributionsunbiasednessMöbius transformationMöbius groupfractional linear transformationBartlett adjustmentcircular Cauchy distributionBrownian motion in complex planeinvariant statisticStudent's pivotal ratiotwo-parameter Cauchy familywrapped Cauchy family

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Foundations and philosophical topics in statistics (62A01) Miscellaneous topics of analysis in the complex plane (30E99)

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Cites Work

• Edgeworth series for lattice distributions
• Conditional inference and Cauchy models
• On the unimodality of the likelihood for the Cauchy distribution
• A Characterization of the Cauchy Type
• [https://portal.mardi4nfdi.de/wiki/Publication:4124027 Une caract�risation de la loi de Cauchy]
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