On the unimodality of the likelihood for the Cauchy distribution: Some comments

DOI10.1093/biomet/69.3.677zbMath0499.62031OpenAlexW1965063910MaRDI QIDQ3965406

G. Gabrielsen

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.3.677

zbMATH Keywords

global optimalityCauchy distributiongeneral linear modelStudent t distributionunimodality of likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Statistical distribution theory (62E99)

Related Items

Breakdown points of Cauchy regression-scale estimators ⋮ Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution ⋮ NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY ⋮ Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution ⋮ A highly efficient L-estimator for the location parameter of the Cauchy distribution ⋮ Bayesian Reliability Estimation of a Two-parameter Cauchy Distribution ⋮ Estimating velocity for processive motor proteins with random detachment ⋮ On the uniqueness of the maximum likelihood estimator. ⋮ Nonlocal myriad filters for Cauchy noise removal ⋮ Empirical Bayesian estimation of location of the Cauchy distribution ⋮ Differentiability of \(t\)-functionals of location and scatter ⋮ Breakdown points and variation exponents of robust \(M\)-estimators in linear models ⋮ A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution