Window Estimates Of Location And Scale With Applications To The Cauchy Distribution
Abstract
Location and scale parameters are estimated via "window estimates". The consistency and asymptotic normality of the estimates are established. The special case of the Cauchy distribution is considered, where the estimates are shown to have the same asymptotic distribution as the maximum-likelihood estimates. Additional applications are given for the Pearson type-VII distributions. The estimates have the advantages of ease of computation and high asymptotic efficiencies for certain heavy-tailed distributions. © 1977.
Recommended Citation
J. J. Higgins and D. M. Tichenor, "Window Estimates Of Location And Scale With Applications To The Cauchy Distribution," Applied Mathematics and Computation, vol. 3, no. 2, pp. 113 - 126, Elsevier, Jan 1977.
The definitive version is available at https://doi.org/10.1016/0096-3003(77)90024-8
Department(s)
Mathematics and Statistics
International Standard Serial Number (ISSN)
0096-3003
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Elsevier, All rights reserved.
Publication Date
01 Jan 1977