A note on the maximum likelihoood estimators for the location and scatter parameters of a multivariate cauchy distribution

DOI10.1080/03610929808832269zbMath0924.62054OpenAlexW2135671419MaRDI QIDQ4246302

Olcay Arslan, John T. Kent

Publication date: 16 August 1999

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

Full work available at URL: https://doi.org/10.1080/03610929808832269

zbMATH Keywords

robustnessEM algorithmmaximum likelihood estimatorCauchy distributioniterative reweighting algorithm

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (4)

Limit theorems for quasi-arithmetic means of random variables with applications to point estimations for the Cauchy distribution ⋮ Characterizations of the maximum likelihood estimator of the Cauchy distribution ⋮ Angular Gaussian and Cauchy estimation ⋮ \(M\)-functionals of multivariate scatter

Cites Work

• On the convergence properties of the EM algorithm
• Asymptotic number of roots of Cauchy location likelihood equations
• Redescending \(M\)-estimates of multivariate location and scatter
• On the unimodality of the likelihood for the Cauchy distribution: Some comments
• On the unimodality of the likelihood for the Cauchy distribution
• Convergence Behavior of the em algorithm for the multivariate t -distribution
• A curious likelihood identity for the multivariate t-distribution

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