The maximum likelihood estimator of the location parameter for Pearson Type VII distributions with known scale is strongly consistent, asymptotically normal, Bahadur efficient, and has explicit asymptotic variance even in the heavy-tailed regime including Cauchy despite possible multiple roots inlik
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Asymptotics of the maximum likelihood estimator of the location parameter of Pearson Type VII distribution
The maximum likelihood estimator of the location parameter for Pearson Type VII distributions with known scale is strongly consistent, asymptotically normal, Bahadur efficient, and has explicit asymptotic variance even in the heavy-tailed regime including Cauchy despite possible multiple roots inlik