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Parameter estimation of Cauchy distribution. (Chinese. English summary) Zbl 1474.62075

Summary: The problem of estimating parameters of Cauchy distribution is investigated. The least absolute deviation estimator of location parameter and lower-order moment estimator of scale parameter are obtained. The least absolute deviation estimator of location parameter is proved to be asymptotically unbiased and strongly consistent. The lower-order moment estimator of scale parameter is proved to be strongly consistent.

MSC:

62F12 Asymptotic properties of parametric estimators
62F10 Point estimation
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