Integrated squared error estimation of Cauchy parameters

DOI10.1016/S0167-7152(01)00153-5zbMATH Open0994.62014OpenAlexW2062846117WikidataQ128012583 ScholiaQ128012583MaRDI QIDQ1612947FDOQ1612947

Authors: Panagiotis Besbeas, Byron J. T. Morgan 

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00153-5

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• scientific article; zbMATH DE number 2075217

zbMATH Keywords

maximum likelihoodefficiencyrobustnessinfluence functionCauchy distributionintegrated squared errork-L method

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• On Some Fourier Methods for Inference
• The integrated squared error estimation of parameters
• Title not available (Why is that?)
• Determination of optimum spacings for the estimation of the scale parameter of an exponential distribution based on sample quantiles
• Influence for empirical transforms
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function

Cited In (17)

• The probability weighted characteristic function and goodness-of-fit testing
• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• Integrated squared error estimation of normal mixtures
• Nonlocal myriad filters for Cauchy noise removal
• Efficient and robust estimation for the one-sided stable distribution of index \({1}/{2}\)
• Goodness-of-fit tests and minimum distance estimation via optimal transformation to uniform\-ity
• Fourier methods for testing multivariate independence
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• Title not available (Why is that?)
• Integral mean-square estimation of error terms of Fourier coefficients attached to cusp forms
• A characteristic function approach to the biased sampling model, with application to robust logistic regression
• Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
• Hodges-Lehmann scale estimator for Cauchy distribution
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data
• A simple robust estimation for parameters of Cauchy distribution
• The arctangent regression and the estimation of parameters of the Cauchy distribution

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