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

Communications in Statistics - Theory and Methods

Volumn 27, Issue 12, 1998, Pages 3007-3014

  Arslan, Olcay ^a   Kent, John T ^b  

^a CUKUROVA UNIVERSITY   (Turkey)

^b UNIVERSITY OF LEEDS   (United Kingdom)

Author keywords

Cauchy distribution; EM algorithm; Iterative reweighting algorithm; Maximum likelihood estimator; Robustness

Indexed keywords

EID: 7044276059     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929808832269     Document Type: Article

References (13)

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