A note on the maximum likelihood estimators for the location and scatter parameters of a multivariate Cauchy distribution


Arslan O., Kent J.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.27, ss.3007-3014, 1998 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 27 Konu: 12
  • Basım Tarihi: 1998
  • Doi Numarası: 10.1080/03610929808832269
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayıları: ss.3007-3014

Özet

The likelihood function of a multivariate Cauchy distribution with unknown location and scatter parameters in p dimensions has a unique maximum provided the sample is in general position and is of size n > p + 1 (see Kent and Tyler 1991 and Kent et al., 1994). fn this paper, we show that when n = p + 1, the maximum of the location-scatter Cauchy likelihood function occurs when the parameters lie on a p-dimensional surface.