On the maximum-likelihood estimator for the location parameter of a cauchy distribution

DOI10.2307/3315202zbMath0624.62032OpenAlexW1968871867MaRDI QIDQ3026056

Zhi-Dong Bai, James C. Fu

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315202

zbMATH Keywords

maximum-likelihood estimatorconsistent estimatorBahadur efficiencymultiple rootsCauchy distributionlikelihood equationsecond-order efficientasymptotically optimal estimatorfirst-order efficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items

On the benefits of Laplace samples in solving a rare event problem using cross-entropy method ⋮ On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ The Pitman estimator of the Cauchy location parameter ⋮ 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 ⋮ A highly efficient L-estimator for the location parameter of the Cauchy distribution ⋮ Empirical Bayesian estimation of location of the Cauchy distribution

Cites Work

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