Hodges-Lehmann Scale Estimator for Cauchy Distribution

DOI10.1080/03610926.2011.563016zbMath1284.62151OpenAlexW1971934856MaRDI QIDQ4648650

Unnamed Author, Philip K. Pollett

Publication date: 12 November 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.563016

zbMATH Keywords

scale estimationHodges-Lehmann estimatorhyperbolic secant distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (8)

The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos ⋮ 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 ⋮ Unnamed Item ⋮ Nonlocal myriad filters for Cauchy noise removal ⋮ Approximated non parametric confidence regions for the ratio of two percentiles

Uses Software

• R

Cites Work

• Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE
• Window estimates of location and scale with applications to the Cauchy distribution
• Efficiencies for window estimates of the parameters of the Cauchy distribution
• On bias in maximum likelihood estimators.
• Integrated squared error estimation of Cauchy parameters
• A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics.
• Möbius transformation and Cauchy parameter estimation
• Goodness-of-fit tests for the Cauchy distribution
• On the tiku-suresh method of estimation
• Optimum spacings for the joint estimation and tests of hypothesis of location and scale parameters of the cauchy distribution
• Estimation of location and scale in Cauchy distributions using the empirical characteristic function
• On the unimodality of the likelihood for the Cauchy distribution
• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES
• Rank Test of Location Optimal for Hyperbolic Secant Distribution
• Estimates of Location Based on Rank Tests

This page was built for publication: Hodges-Lehmann Scale Estimator for Cauchy Distribution