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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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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