Besbeas, Panagiotis, Morgan, Byron J. T. (2001) Integrated Squared Error Estimation of Cauchy Parameters. Statistics & Probability Letters, 55 (4). pp. 397-401. ISSN 0167-7152. (doi:10.1016/S0167-7152(01)00153-5) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:6765)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1016/S0167-7152(01)00153-5 |
Abstract
We show that integrated squared error estimation of the parameters of a Cauchy distribution, based on the empirical characteristic function, is simple, robust and efficient. The k-L estimator of Koutrouvelis (Biometrika 69 (1982) 205) is more difficult to use, less robust and at best only marginally more efficient. (C) 2001 Elsevier Science B.V. All rights reserved.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1016/S0167-7152(01)00153-5 |
| Uncontrolled keywords: | Cauchy distribution; Efficiency; Influence function; Integrated squared error; k-L method; Maximum likelihood; Robustness |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Judith Broom |
| Date Deposited: | 30 Oct 2008 20:22 UTC |
| Last Modified: | 05 Nov 2024 09:39 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/6765 (The current URI for this page, for reference purposes) |
- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV
- Depositors only (login required):
Altmetric
Altmetric
