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

DOI10.2307/3315202zbMath0624.62032OpenAlexW1968871867MaRDI QIDQ3026056

Zhi-Dong Bai, James C. Fu

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315202

zbMATH Keywords

maximum-likelihood estimatorconsistent estimatorBahadur efficiencymultiple rootsCauchy distributionlikelihood equationsecond-order efficientasymptotically optimal estimatorfirst-order efficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (7)

On the benefits of Laplace samples in solving a rare event problem using cross-entropy method ⋮ On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ The Pitman estimator of the Cauchy location parameter ⋮ Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution ⋮ Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution ⋮ A highly efficient L-estimator for the location parameter of the Cauchy distribution ⋮ Empirical Bayesian estimation of location of the Cauchy distribution

Cites Work

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• Convergence rates of large deviations probabilities for point estimators
• Asymptotic number of roots of Cauchy location likelihood equations
• Minimum chi-square, not maximum likelihood!
• Large sample point estimation: A large deviation theory approach
• Maximum likelihood and decision theory
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• On a theorem of Bahadur on the rate of convergence of point estimators
• A Remark on the Roots of the Maximum Likelihood Equation
• An Inconsistent Maximum Likelihood Estimate
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• Note on the Consistency of the Maximum Likelihood Estimate
• Maximum Likelihood and Minimum | chi 2 Estimates of the Logistic Function

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