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The integrated squared error estimation of parameters

โœ Scribed by HEATHCOTE, C. R.


Book ID
115315092
Publisher
Oxford University Press
Year
1977
Tongue
English
Weight
524 KB
Volume
64
Category
Article
ISSN
0006-3444

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Integrated squared error estimation of C
โœ Panagiotis Besbeas; Byron J.T. Morgan ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 88 KB

We show that integrated squared error estimation of the parameters of a Cauchy distribution, based on the empirical characteristic function, is simple, robust and e cient. The k-L estimator of Koutrouvelis (Biometrika 69 (1982) 205) is more di cult to use, less robust and at best only marginally mor