On the distribution of the Cauchy maximum-likelihood estimator

DOI10.1098/RSPA.1993.0028zbMath0785.62018OpenAlexW1967842447MaRDI QIDQ4277924

Peter McCullagh

Publication date: 26 January 1994

Published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1993.0028

zbMATH Keywords

equivarianceMöbius groupharmonicasymptotic large-sample limitreal fractional linear grouptwo-parameter Cauchy maximum-likelihood estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Exact distribution theory in statistics (62E15) Foundations and philosophical topics in statistics (62A01)

Related Items (6)

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 ⋮ Characterizations of the maximum likelihood estimator of the Cauchy distribution ⋮ An equivalence criterion for infinite products of Cauchy measures ⋮ On \(f\)-divergences between Cauchy distributions

This page was built for publication: On the distribution of the Cauchy maximum-likelihood estimator