Document Zbl 0576.62027

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Asymptotic number of roots of Cauchy location likelihood equations. (English) Zbl 0576.62027

Ann. Stat. 13, 775-784 (1985).

Summary: The number of local maxima of the Cauchy location likelihood function which are not global maxima is asymptotically Poisson distributed with mean parameter 1/\(\pi\).

Cited in 22 Documents

MSC:

62E20	Asymptotic distribution theory in statistics
62F12	Asymptotic properties of parametric estimators

Keywords:

fluctuation inequality; Poisson distribution; number of local maxima of the Cauchy location likelihood function

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