The Pitman estimator of the Cauchy location parameter

DOI10.1016/j.jspi.2006.05.002zbMath1118.62030OpenAlexW2075023958WikidataQ56040901 ScholiaQ56040901MaRDI QIDQ2370471

Gabriela V. Cohen Freue

Publication date: 26 June 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.05.002

zbMATH Keywords

MRE estimator

Mathematics Subject Classification ID

Related Items (7)

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 ⋮ Confidence disc and square for the Cauchy distributions ⋮ A smoothing principle for the Huber and other location \(M\)-estimators ⋮ Nonlocal myriad filters for Cauchy noise removal ⋮ Empirical Bayesian estimation of location of the Cauchy distribution ⋮ On the ratio of independent complex Gaussian random variables

Cites Work

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• A new method of estimation for location and scale parameters
• Fisher information and the Pitman estimator of a location parameter
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• Uniformly minimum variance estimation in location parameter families
• Simultaneous equivariant estimation for location-scale models
• On the maximum-likelihood estimator for the location parameter of a cauchy distribution
• On the minimaxity of pitman type estimator under a linex loss function
• The Admissibility of Pitman's Estimator of a Single Location Parameter
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• Compromise Maximum Likelihood Estimators for Location
• Optimal Solutions in Parameter Estimation Problems for the Cauchy Distribution
• Higher-order approximations for pitman estimators and for optimal compromise estimators
• Point estimation based on confidence intervals: exponential families
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Admissibility for Estimation with Quadratic Loss
• Robust Estimation of a Location Parameter
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• Order Statistics Estimators of the Location of the Cauchy Distribution
• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Linear Estimation of the Location and Scale Parameters of the Cauchy Distribution Based on Sample Quantiles
• Conditional confidence interval procedures for the location and scale parameters of the Cauchy and logistic distributions
• A Note on Estimation from a Cauchy Sample
• TESTS OF HYPOTHESES CONCERNING LOCATION AND SCALE PARAMETERS
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