Asymptotic Number of Roots of Cauchy Location Likelihood Equations
Reeds, James A.
Ann. Statist., Tome 13 (1985) no. 1, p. 775-784 / Harvested from Project Euclid
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/