Möbius transformation and Cauchy parameter estimation
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analytic functionBartlett adjustmentBrownian motion in complex planecircular Cauchy distributionequivariant estimatorfractional linear transformationharmonic functionsharmonic measureinvariant measureinvariant statisticlikelihood ratio statisticmarginal distributionsmaximum likelihood estimatorMöbius groupMöbius transformationrobustnessStudent's pivotal ratiotwo-parameter Cauchy familyunbiasednesswrapped Cauchy family
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Cites work
- A Characterization of the Cauchy Type
- Conditional inference and Cauchy models
- Edgeworth series for lattice distributions
- scientific article; zbMATH DE number 51418 (Why is no real title available?)
- scientific article; zbMATH DE number 3015231 (Why is no real title available?)
- scientific article; zbMATH DE number 3386718 (Why is no real title available?)
- On the unimodality of the likelihood for the Cauchy distribution
- Une caract�risation de la loi de Cauchy
Cited in
(37)- Collective motions of globally coupled oscillators and some probability distributions on circle
- What is a statistical model? (With comments and rejoinder).
- An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion
- Consecutive ratios in second-order linear recurrence sequences
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
- Some properties of a Cauchy family on the sphere derived from the Möbius transformations
- A circular-linear dependence measure under Johnson-Wehrly distributions and its application in Bayesian networks
- On rising sun von Mises and rising sun Wrapped Cauchy circular models
- Non-subjective priors for wrapped Cauchy distributions
- The distribution of the ratio X/Y for all centred elliptically symmetric distributions
- Recent advances in directional statistics
- Comments on: ``Recent advances in directional statistics
- 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
- Conditional inference and Cauchy models
- On the distribution of the Cauchy maximum-likelihood estimator
- Hodges-Lehmann scale estimator for Cauchy distribution
- scientific article; zbMATH DE number 7387536 (Why is no real title available?)
- A family of distributions on the circle with links to, and applications arising from, Möbius transformation
- A Möbius transformation-induced distribution on the torus
- Optimal portfolio policies under fixed and proportional transaction costs
- A distribution for a pair of unit vectors generated by Brownian motion
- Confidence disc and square for the Cauchy distributions
- Conformists and contrarians on spheres
- Chimeras and traveling waves in ensembles of Kuramoto oscillators off the Poisson manifold
- Universal Anderson localization in one-dimensional unitary maps
- Directional distributions and the half-angle principle
- Metrization of powers of the Jensen-Shannon divergence.
- Semiparametric empirical likelihood for circular distributions
- Invariance of the Cauchy Family Under Linear Fractional Transformations
- Kepler sets of linear recurrence sequences
- Robust estimation of matrix-valued time series autoregressive model
- Angular Gaussian and Cauchy estimation
- A harmonic property of right invariant priors
- A trivariate wrapped Cauchy copula
- Invariant loss functions for Bayesian estimation of heterogeneous common mean
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
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