On the behavior of mle of the scale parameter of the student family

DOI10.1080/03610928408828877zbMath0562.62033OpenAlexW2083513384MaRDI QIDQ3675334

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Publication date: 1984

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

Full work available at URL: https://doi.org/10.1080/03610928408828877

zbMATH Keywords

monotonicityrobustnessboundslikelihood functionmaximum likelihood estimatescale parameterdegrees of freedomgeneralized meansStudent family

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• The size of \(\{x: r'_ n | r_ n\geq 1\}\) and lower bounds for \(\| e^{-x} - r_ n\|\)
• Maximum likelihood in small samples: Estimation in the presence of nuisance parameters
• A note on the Hilbert transform

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