Estimation of location and scale in Cauchy distributions using the empirical characteristic function

DOI10.1093/biomet/69.1.205zbMath0487.62027OpenAlexW2070674380MaRDI QIDQ3948453

Ioannis A. Koutrouvelis

Publication date: 1982

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/69.1.205

zbMATH Keywords

exponential distributioniterative methodempirical characteristic functionlocationscaleasymptotic efficienciesCauchy distributionslinear functions of order statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Theory of statistical experiments (62B15) Point estimation (62F10)

Related Items (11)

Integrated squared error estimation of Cauchy parameters ⋮ The Pitman estimator of the Cauchy location parameter ⋮ Influence for empirical transforms ⋮ Generalized Cauchy model of sea level fluctuations with long-range dependence ⋮ The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos ⋮ Robust scale estimation based on the empirical characteristic function ⋮ Tests for the Chacteristic Exponent and the Scale Parameter of Symmetric Stable Distributions ⋮ The arctangent regression and the estimation of parameters of the Cauchy distribution ⋮ Hodges-Lehmann Scale Estimator for Cauchy Distribution ⋮ On robustness and efficiency of certain statistics involving the empirical characteristic function ⋮ Nonlocal myriad filters for Cauchy noise removal

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