Integrated squared error estimation of Cauchy parameters
We show that integrated squared error estimation of the parameters of a Cauchy distribution, based on the empirical characteristic function, is simple, robust and efficient. The k-L estimator of Koutrouvelis (Biometrika 69 (1982) 205) is more difficult to use, less robust and at best only marginally more efficient.
Volume (Year): 55 (2001)
Issue (Month): 4 (December)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Junjiro Ogawa, 1960. "Determination of optimum spacings for the estimation of the scale parameter of an exponential distribution based on sample quantiles," Annals of the Institute of Statistical Mathematics, Springer, vol. 12(2), pages 135-141, June.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:55:y:2001:i:4:p:397-401. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.