Hodges-Lehmann scale estimator for Cauchy distribution

DOI10.1080/03610926.2011.563016zbMATH Open1284.62151OpenAlexW1971934856MaRDI QIDQ4648650FDOQ4648650

Authors: P. 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

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zbMATH Keywords

Hodges-Lehmann estimatorhyperbolic secant distributionscale estimation

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (13)

• A highly efficient L-estimator for the location parameter of the Cauchy distribution
• A Note on the Hodges–Lehmann Estimator and the Logistic Distribution
• Nonlocal myriad filters for Cauchy noise removal
• Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution
• Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions
• Confidence disc and square for the Cauchy distributions
• Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
• Estimation of the scale parameter of Cauchy distribution using absolved order statistics
• Characterizations of the maximum likelihood estimator of the Cauchy distribution
• Title not available (Why is that?)
• Parameter estimation of Cauchy distribution
• The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
• Approximated non parametric confidence regions for the ratio of two percentiles

Uses Software

• R

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