Empirical Bayesian estimation of location of the Cauchy distribution

DOI10.1080/00949655.2012.744992zbMath1453.62404OpenAlexW2065005678MaRDI QIDQ5219995

Jin Zhang

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.744992

zbMATH Keywords

asymptotic efficiencymaximum likelihood estimatorCramér-Rao lower boundBayesian estimatorL-estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15)

Uses Software

• R

Cites Work

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• A highly efficient L-estimator for the location parameter of the Cauchy distribution
• Statistical decision theory and Bayesian analysis. 2nd ed
• Asymptotic number of roots of Cauchy location likelihood equations
• The Pitman estimator of the Cauchy location parameter
• On the maximum-likelihood estimator for the location parameter of a cauchy distribution
• On the unimodality of the likelihood for the Cauchy distribution: Some comments
• On the unimodality of the likelihood for the Cauchy distribution
• Likelihood inference about location and scale parameters
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation

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