A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution
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Publication:4246302
DOI10.1080/03610929808832269zbMath0924.62054MaRDI QIDQ4246302
Publication date: 16 August 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929808832269
robustness; EM algorithm; maximum likelihood estimator; Cauchy distribution; iterative reweighting algorithm
62H12: Estimation in multivariate analysis
Related Items
Angular Gaussian and Cauchy estimation, \(M\)-functionals of multivariate scatter, Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution, Characterizations of the maximum likelihood estimator of the Cauchy distribution
Cites Work
- On the convergence properties of the EM algorithm
- Asymptotic number of roots of Cauchy location likelihood equations
- Redescending \(M\)-estimates of multivariate location and scatter
- On the unimodality of the likelihood for the Cauchy distribution: Some comments
- On the unimodality of the likelihood for the Cauchy distribution
- Convergence Behavior of the em algorithm for the multivariate t -distribution
- A curious likelihood identity for the multivariate t-distribution