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
Bahadur efficiency of the max- imum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution.Ann
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2025 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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