Empirical Bayesian estimation of location of the Cauchy distribution

被引：1

作者：

Zhang, Jin ^{[1
]}

机构：

[1] Yunnan Univ, Sch Math & Stat, Kunming 650091, Yunnan, Peoples R China

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2014年 / 84卷 / 06期

关键词：

asymptotic efficiency; Bayesian estimator; the Cramer-Rao lower bound; L-estimator; maximum likelihood estimator; LIKELIHOOD; UNIMODALITY; PARAMETER;

D O I：

10.1080/00949655.2012.744992

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The Cauchy distribution has a heavy tail so that the estimation of its location becomes complex. An empirical Bayesian estimation of the location for the Cauchy distribution is proposed in this article. The new estimator is not only computationally easy, but also the most efficient estimator, compared with existing estimators in the literature.

引用

页码：1381 / 1385

页数：5

共 22 条

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