Window estimates of location and scale with applications to the Cauchy distribution

DOI10.1016/0096-3003(77)90024-8zbMath0362.62041OpenAlexW1984646713MaRDI QIDQ1239994

K. Appert

Publication date: 1977

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(77)90024-8

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

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, Nonparametric estimation of the location and scale parameters based on density estimation, Hodges-Lehmann Scale Estimator for Cauchy Distribution, Efficiencies for window estimates of the parameters of the Cauchy distribution, Nonlocal myriad filters for Cauchy noise removal, On the maximum-entropy approach to undersized samples

Cites Work

• Optimal Solutions in Parameter Estimation Problems for the Cauchy Distribution
• Linear Estimation of Parameters of the Cauchy Distribution Based on Sample Quantiles
• Estimation of Probability Density
• "Infinite Variance" and Research Strategy in Time Series Analysis
• THE METHOD OF FREQUENCY-MOMENTS AND ITS APPLICATION TO TYPE VII POPULATIONS
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