The number of local maxima of the Cauchy location likelihood function which are not global maxima is asymptotically Poisson distributed with mean parameter $1/\pi.$
Publié le : 1985-06-14
Classification:
62-00,
Cauchy likelihood equations,
local maxima,
fluctuation inequality,
Poisson distribution,
62E20,
62F12
@article{1176349554,
author = {Reeds, James A.},
title = {Asymptotic Number of Roots of Cauchy Location Likelihood Equations},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 775-784},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349554}
}
Reeds, James A. Asymptotic Number of Roots of Cauchy Location Likelihood Equations. Ann. Statist., Tome 13 (1985) no. 1, pp. 775-784. http://gdmltest.u-ga.fr/item/1176349554/