Angular Gaussian and Cauchy estimation
- Auderset, Claude Department of Mathematics, University of Fribourg, Switzerland
- Mazza, Christian Mathematics Section, University of Geneva, Switzerland
- Ruh, Ernst A. Department of Mathematics, University of Fribourg, Switzerland
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09.04.2004
Published in:
- Journal of Multivariate Analysis. - 2005, vol. 93, no. 1, p. 180-197
Multivariate Cauchy
Angular Gaussian
Directional and shape analysis
Maximum likelihood
Differential geometry
Equivariance
Geodesics
Symmetric spaces
English
This paper proposes a unified treatment of maximum likelihood estimates of angular Gaussian and multivariate Cauchy distributions in both the real and the complex case. The complex case is relevant in shape analysis. We describe in full generality the set of maxima of the corresponding log-likelihood functions with respect to an arbitrary probability measure. Our tools are the convexity of log-likelihood functions and their behaviour at infinity.
- Faculty
- Faculté des sciences et de médecine
- Department
- Département de Mathématiques
- Language
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- English
- Classification
- Mathematics
- License
- License undefined
- Identifiers
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- RERO DOC 4152
- DOI 10.1016/j.jmva.2004.01.007
- Persistent URL
- https://folia.unifr.ch/unifr/documents/299666
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