Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

DOI10.1007/s10463-021-00818-yOpenAlexW3153337059MaRDI QIDQ2164795

Yuichi Akaoka, Kazuki Okamura, Yoshiki Otobe

Publication date: 17 August 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06112

zbMATH Keywords

maximum likelihood estimatorBahadur efficiencyCauchy distributionone-step estimator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

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

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