A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution (Q4246302)
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scientific article; zbMATH DE number 1294036
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English | A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution |
scientific article; zbMATH DE number 1294036 |
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A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution (English)
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16 August 1999
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robustness
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maximum likelihood estimator
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EM algorithm
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iterative reweighting algorithm
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Cauchy distribution
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