Angular Gaussian and Cauchy estimation
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Auderset, Claude
Department of Mathematics, Fribourg University, Switzerland
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Mazza, Christian
Mathematics Section, University of Geneva, Switzerland
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Ruh, Ernst A.
Department of Mathematics, Fribourg University, Switzerland
Published in:
- Journal of Multivariate Analysis. - 2005, vol. 93, no. 180-197
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... Show more…
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Faculty
- Faculté des sciences et de médecine
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Department
- Département de Mathématiques
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Language
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Classification
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Mathematics
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License
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License undefined
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Identifiers
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Persistent URL
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https://folia.unifr.ch/unifr/documents/299666