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Volumn 55, Issue 4, 2001, Pages 397-401

Integrated squared error estimation of Cauchy parameters

Author keywords

Cauchy distribution; Efficiency; Influence function; Integrated squared error; k L method; Maximum likelihood; Robustness

Indexed keywords


EID: 0042910544     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00153-5     Document Type: Article
Times cited : (22)

References (9)
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    • Influence for empirical transforms
    • Campbell E.P. Influence for empirical transforms. Comm. Statist. Theory Methods. 22:1993;2491-2502.
    • (1993) Comm. Statist. Theory Methods , vol.22 , pp. 2491-2502
    • Campbell, E.P.1
  • 4
    • 0001893950 scopus 로고
    • On the efficiency of empirical characteristic function procedures
    • Feuerverger A., McDunnough P. On the efficiency of empirical characteristic function procedures. J. Roy. Statist. Soc. Ser. B. 43:1981;20-27.
    • (1981) J. Roy. Statist. Soc. Ser. B , vol.43 , pp. 20-27
    • Feuerverger, A.1    McDunnough, P.2
  • 6
    • 0017754927 scopus 로고
    • The integrated squared error estimation of parameters
    • Heathcote C.R. The integrated squared error estimation of parameters. Biometrika. 64:1977;255-264.
    • (1977) Biometrika , vol.64 , pp. 255-264
    • Heathcote, C.R.1
  • 7
    • 41549113808 scopus 로고
    • Estimation of location and scale in Cauchy distributions using the empirical characteristic function
    • Koutrouvelis I.A. Estimation of location and scale in Cauchy distributions using the empirical characteristic function. Biometrika. 69:1982;205-213.
    • (1982) Biometrika , vol.69 , pp. 205-213
    • Koutrouvelis, I.A.1
  • 8
    • 0010086774 scopus 로고
    • Determination of optimum spacings for the estimation of the scale parameter of an exponential distribution based on sample quantiles
    • Ogawa J. Determination of optimum spacings for the estimation of the scale parameter of an exponential distribution based on sample quantiles. Ann. Inst. Statist. Math. 12:1960;135-141.
    • (1960) Ann. Inst. Statist. Math. , vol.12 , pp. 135-141
    • Ogawa, J.1
  • 9
    • 0009615157 scopus 로고
    • Asymptotic distribution of characteristic function-based estimators for the stable laws
    • Thornton J.C., Paulson A.S. Asymptotic distribution of characteristic function-based estimators for the stable laws. Sankhyā Ser. A. 39:1977;341-354.
    • (1977) Sankhyā Ser. a , vol.39 , pp. 341-354
    • Thornton, J.C.1    Paulson, A.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.