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The Integrated Squared Error Estimation of Parameters

✍ Scribed by C. R. Heathcote


Book ID
124280223
Publisher
Oxford University Press
Year
1977
Tongue
English
Weight
928 KB
Volume
64
Category
Article
ISSN
0006-3444

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Integrated squared error estimation of C
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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